Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,231.4 |
1,225.7 |
-5.7 |
-0.5% |
1,241.5 |
High |
1,243.7 |
1,235.0 |
-8.7 |
-0.7% |
1,261.7 |
Low |
1,224.5 |
1,225.7 |
1.2 |
0.1% |
1,224.5 |
Close |
1,225.0 |
1,233.1 |
8.1 |
0.7% |
1,233.1 |
Range |
19.2 |
9.3 |
-9.9 |
-51.6% |
37.2 |
ATR |
20.0 |
19.3 |
-0.7 |
-3.6% |
0.0 |
Volume |
264 |
97 |
-167 |
-63.3% |
1,186 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.2 |
1,255.4 |
1,238.2 |
|
R3 |
1,249.9 |
1,246.1 |
1,235.7 |
|
R2 |
1,240.6 |
1,240.6 |
1,234.8 |
|
R1 |
1,236.8 |
1,236.8 |
1,234.0 |
1,238.7 |
PP |
1,231.3 |
1,231.3 |
1,231.3 |
1,232.2 |
S1 |
1,227.5 |
1,227.5 |
1,232.2 |
1,229.4 |
S2 |
1,222.0 |
1,222.0 |
1,231.4 |
|
S3 |
1,212.7 |
1,218.2 |
1,230.5 |
|
S4 |
1,203.4 |
1,208.9 |
1,228.0 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,351.4 |
1,329.4 |
1,253.6 |
|
R3 |
1,314.2 |
1,292.2 |
1,243.3 |
|
R2 |
1,277.0 |
1,277.0 |
1,239.9 |
|
R1 |
1,255.0 |
1,255.0 |
1,236.5 |
1,247.4 |
PP |
1,239.8 |
1,239.8 |
1,239.8 |
1,236.0 |
S1 |
1,217.8 |
1,217.8 |
1,229.7 |
1,210.2 |
S2 |
1,202.6 |
1,202.6 |
1,226.3 |
|
S3 |
1,165.4 |
1,180.6 |
1,222.9 |
|
S4 |
1,128.2 |
1,143.4 |
1,212.6 |
|
|
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 |
1,224.5 |
37.2 |
3.0% |
13.9 |
1.1% |
23% |
False |
False |
237 |
10 |
1,261.7 |
1,215.0 |
46.7 |
3.8% |
14.0 |
1.1% |
39% |
False |
False |
473 |
20 |
1,267.7 |
1,206.0 |
61.7 |
5.0% |
17.4 |
1.4% |
44% |
False |
False |
67,833 |
40 |
1,287.8 |
1,202.5 |
85.3 |
6.9% |
21.3 |
1.7% |
36% |
False |
False |
143,862 |
60 |
1,287.8 |
1,092.4 |
195.4 |
15.8% |
21.5 |
1.7% |
72% |
False |
False |
151,472 |
80 |
1,287.8 |
1,058.1 |
229.7 |
18.6% |
19.7 |
1.6% |
76% |
False |
False |
117,365 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.6% |
19.0 |
1.5% |
77% |
False |
False |
94,936 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.6% |
18.0 |
1.5% |
77% |
False |
False |
79,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,274.5 |
2.618 |
1,259.3 |
1.618 |
1,250.0 |
1.000 |
1,244.3 |
0.618 |
1,240.7 |
HIGH |
1,235.0 |
0.618 |
1,231.4 |
0.500 |
1,230.4 |
0.382 |
1,229.3 |
LOW |
1,225.7 |
0.618 |
1,220.0 |
1.000 |
1,216.4 |
1.618 |
1,210.7 |
2.618 |
1,201.4 |
4.250 |
1,186.2 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,232.2 |
1,240.7 |
PP |
1,231.3 |
1,238.2 |
S1 |
1,230.4 |
1,235.6 |
|