Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,241.5 |
1,260.0 |
18.5 |
1.5% |
1,221.7 |
High |
1,258.7 |
1,261.7 |
3.0 |
0.2% |
1,242.9 |
Low |
1,241.5 |
1,253.7 |
12.2 |
1.0% |
1,215.0 |
Close |
1,256.7 |
1,259.4 |
2.7 |
0.2% |
1,242.5 |
Range |
17.2 |
8.0 |
-9.2 |
-53.5% |
27.9 |
ATR |
20.9 |
20.0 |
-0.9 |
-4.4% |
0.0 |
Volume |
437 |
185 |
-252 |
-57.7% |
3,547 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.3 |
1,278.8 |
1,263.8 |
|
R3 |
1,274.3 |
1,270.8 |
1,261.6 |
|
R2 |
1,266.3 |
1,266.3 |
1,260.9 |
|
R1 |
1,262.8 |
1,262.8 |
1,260.1 |
1,260.6 |
PP |
1,258.3 |
1,258.3 |
1,258.3 |
1,257.1 |
S1 |
1,254.8 |
1,254.8 |
1,258.7 |
1,252.6 |
S2 |
1,250.3 |
1,250.3 |
1,257.9 |
|
S3 |
1,242.3 |
1,246.8 |
1,257.2 |
|
S4 |
1,234.3 |
1,238.8 |
1,255.0 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.2 |
1,307.7 |
1,257.8 |
|
R3 |
1,289.3 |
1,279.8 |
1,250.2 |
|
R2 |
1,261.4 |
1,261.4 |
1,247.6 |
|
R1 |
1,251.9 |
1,251.9 |
1,245.1 |
1,256.7 |
PP |
1,233.5 |
1,233.5 |
1,233.5 |
1,235.8 |
S1 |
1,224.0 |
1,224.0 |
1,239.9 |
1,228.8 |
S2 |
1,205.6 |
1,205.6 |
1,237.4 |
|
S3 |
1,177.7 |
1,196.1 |
1,234.8 |
|
S4 |
1,149.8 |
1,168.2 |
1,227.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,261.7 |
1,217.6 |
44.1 |
3.5% |
13.4 |
1.1% |
95% |
True |
False |
330 |
10 |
1,261.7 |
1,209.2 |
52.5 |
4.2% |
15.8 |
1.3% |
96% |
True |
False |
5,739 |
20 |
1,271.9 |
1,206.0 |
65.9 |
5.2% |
18.6 |
1.5% |
81% |
False |
False |
97,668 |
40 |
1,287.8 |
1,191.5 |
96.3 |
7.6% |
22.8 |
1.8% |
71% |
False |
False |
160,982 |
60 |
1,287.8 |
1,076.2 |
211.6 |
16.8% |
21.6 |
1.7% |
87% |
False |
False |
152,651 |
80 |
1,287.8 |
1,047.4 |
240.4 |
19.1% |
19.9 |
1.6% |
88% |
False |
False |
117,579 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.2% |
19.0 |
1.5% |
88% |
False |
False |
95,024 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.2% |
17.9 |
1.4% |
88% |
False |
False |
79,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,295.7 |
2.618 |
1,282.6 |
1.618 |
1,274.6 |
1.000 |
1,269.7 |
0.618 |
1,266.6 |
HIGH |
1,261.7 |
0.618 |
1,258.6 |
0.500 |
1,257.7 |
0.382 |
1,256.8 |
LOW |
1,253.7 |
0.618 |
1,248.8 |
1.000 |
1,245.7 |
1.618 |
1,240.8 |
2.618 |
1,232.8 |
4.250 |
1,219.7 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,258.8 |
1,255.2 |
PP |
1,258.3 |
1,251.0 |
S1 |
1,257.7 |
1,246.9 |
|