Trading Metrics calculated at close of trading on 13-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,260.0 |
1,256.5 |
-3.5 |
-0.3% |
1,221.7 |
High |
1,261.7 |
1,256.9 |
-4.8 |
-0.4% |
1,242.9 |
Low |
1,253.7 |
1,241.3 |
-12.4 |
-1.0% |
1,215.0 |
Close |
1,259.4 |
1,246.8 |
-12.6 |
-1.0% |
1,242.5 |
Range |
8.0 |
15.6 |
7.6 |
95.0% |
27.9 |
ATR |
20.0 |
19.9 |
-0.1 |
-0.7% |
0.0 |
Volume |
185 |
203 |
18 |
9.7% |
3,547 |
|
Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.1 |
1,286.6 |
1,255.4 |
|
R3 |
1,279.5 |
1,271.0 |
1,251.1 |
|
R2 |
1,263.9 |
1,263.9 |
1,249.7 |
|
R1 |
1,255.4 |
1,255.4 |
1,248.2 |
1,251.9 |
PP |
1,248.3 |
1,248.3 |
1,248.3 |
1,246.6 |
S1 |
1,239.8 |
1,239.8 |
1,245.4 |
1,236.3 |
S2 |
1,232.7 |
1,232.7 |
1,243.9 |
|
S3 |
1,217.1 |
1,224.2 |
1,242.5 |
|
S4 |
1,201.5 |
1,208.6 |
1,238.2 |
|
|
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 |
1,224.6 |
37.1 |
3.0% |
14.0 |
1.1% |
60% |
False |
False |
321 |
10 |
1,261.7 |
1,209.2 |
52.5 |
4.2% |
15.2 |
1.2% |
72% |
False |
False |
935 |
20 |
1,271.9 |
1,206.0 |
65.9 |
5.3% |
18.7 |
1.5% |
62% |
False |
False |
88,412 |
40 |
1,287.8 |
1,196.2 |
91.6 |
7.3% |
22.0 |
1.8% |
55% |
False |
False |
152,467 |
60 |
1,287.8 |
1,082.3 |
205.5 |
16.5% |
21.5 |
1.7% |
80% |
False |
False |
152,391 |
80 |
1,287.8 |
1,047.4 |
240.4 |
19.3% |
19.9 |
1.6% |
83% |
False |
False |
117,507 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.3% |
19.0 |
1.5% |
83% |
False |
False |
94,993 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.3% |
18.0 |
1.4% |
83% |
False |
False |
79,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,323.2 |
2.618 |
1,297.7 |
1.618 |
1,282.1 |
1.000 |
1,272.5 |
0.618 |
1,266.5 |
HIGH |
1,256.9 |
0.618 |
1,250.9 |
0.500 |
1,249.1 |
0.382 |
1,247.3 |
LOW |
1,241.3 |
0.618 |
1,231.7 |
1.000 |
1,225.7 |
1.618 |
1,216.1 |
2.618 |
1,200.5 |
4.250 |
1,175.0 |
|
|
Fisher Pivots for day following 13-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,249.1 |
1,251.5 |
PP |
1,248.3 |
1,249.9 |
S1 |
1,247.6 |
1,248.4 |
|