Trading Metrics calculated at close of trading on 18-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,225.7 |
1,238.7 |
13.0 |
1.1% |
1,241.5 |
High |
1,235.0 |
1,241.1 |
6.1 |
0.5% |
1,261.7 |
Low |
1,225.7 |
1,232.2 |
6.5 |
0.5% |
1,224.5 |
Close |
1,233.1 |
1,233.6 |
0.5 |
0.0% |
1,233.1 |
Range |
9.3 |
8.9 |
-0.4 |
-4.3% |
37.2 |
ATR |
19.3 |
18.6 |
-0.7 |
-3.9% |
0.0 |
Volume |
97 |
304 |
207 |
213.4% |
1,186 |
|
Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,262.3 |
1,256.9 |
1,238.5 |
|
R3 |
1,253.4 |
1,248.0 |
1,236.0 |
|
R2 |
1,244.5 |
1,244.5 |
1,235.2 |
|
R1 |
1,239.1 |
1,239.1 |
1,234.4 |
1,237.4 |
PP |
1,235.6 |
1,235.6 |
1,235.6 |
1,234.8 |
S1 |
1,230.2 |
1,230.2 |
1,232.8 |
1,228.5 |
S2 |
1,226.7 |
1,226.7 |
1,232.0 |
|
S3 |
1,217.8 |
1,221.3 |
1,231.2 |
|
S4 |
1,208.9 |
1,212.4 |
1,228.7 |
|
|
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% |
12.2 |
1.0% |
24% |
False |
False |
210 |
10 |
1,261.7 |
1,215.4 |
46.3 |
3.8% |
14.1 |
1.1% |
39% |
False |
False |
299 |
20 |
1,261.7 |
1,206.0 |
55.7 |
4.5% |
16.9 |
1.4% |
50% |
False |
False |
59,945 |
40 |
1,287.8 |
1,202.5 |
85.3 |
6.9% |
21.2 |
1.7% |
36% |
False |
False |
139,263 |
60 |
1,287.8 |
1,094.1 |
193.7 |
15.7% |
21.4 |
1.7% |
72% |
False |
False |
150,720 |
80 |
1,287.8 |
1,058.1 |
229.7 |
18.6% |
19.6 |
1.6% |
76% |
False |
False |
117,341 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.6% |
19.0 |
1.5% |
78% |
False |
False |
94,883 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.6% |
18.0 |
1.5% |
78% |
False |
False |
79,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.9 |
2.618 |
1,264.4 |
1.618 |
1,255.5 |
1.000 |
1,250.0 |
0.618 |
1,246.6 |
HIGH |
1,241.1 |
0.618 |
1,237.7 |
0.500 |
1,236.7 |
0.382 |
1,235.6 |
LOW |
1,232.2 |
0.618 |
1,226.7 |
1.000 |
1,223.3 |
1.618 |
1,217.8 |
2.618 |
1,208.9 |
4.250 |
1,194.4 |
|
|
Fisher Pivots for day following 18-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,236.7 |
1,234.1 |
PP |
1,235.6 |
1,233.9 |
S1 |
1,234.6 |
1,233.8 |
|