Trading Metrics calculated at close of trading on 19-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,238.7 |
1,231.6 |
-7.1 |
-0.6% |
1,241.5 |
High |
1,241.1 |
1,256.2 |
15.1 |
1.2% |
1,261.7 |
Low |
1,232.2 |
1,228.8 |
-3.4 |
-0.3% |
1,224.5 |
Close |
1,233.6 |
1,253.0 |
19.4 |
1.6% |
1,233.1 |
Range |
8.9 |
27.4 |
18.5 |
207.9% |
37.2 |
ATR |
18.6 |
19.2 |
0.6 |
3.4% |
0.0 |
Volume |
304 |
386 |
82 |
27.0% |
1,186 |
|
Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,328.2 |
1,318.0 |
1,268.1 |
|
R3 |
1,300.8 |
1,290.6 |
1,260.5 |
|
R2 |
1,273.4 |
1,273.4 |
1,258.0 |
|
R1 |
1,263.2 |
1,263.2 |
1,255.5 |
1,268.3 |
PP |
1,246.0 |
1,246.0 |
1,246.0 |
1,248.6 |
S1 |
1,235.8 |
1,235.8 |
1,250.5 |
1,240.9 |
S2 |
1,218.6 |
1,218.6 |
1,248.0 |
|
S3 |
1,191.2 |
1,208.4 |
1,245.5 |
|
S4 |
1,163.8 |
1,181.0 |
1,237.9 |
|
|
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 |
1,256.9 |
1,224.5 |
32.4 |
2.6% |
16.1 |
1.3% |
88% |
False |
False |
250 |
10 |
1,261.7 |
1,217.6 |
44.1 |
3.5% |
14.8 |
1.2% |
80% |
False |
False |
290 |
20 |
1,261.7 |
1,206.0 |
55.7 |
4.4% |
17.5 |
1.4% |
84% |
False |
False |
51,133 |
40 |
1,287.8 |
1,206.0 |
81.8 |
6.5% |
21.2 |
1.7% |
57% |
False |
False |
135,248 |
60 |
1,287.8 |
1,097.6 |
190.2 |
15.2% |
21.7 |
1.7% |
82% |
False |
False |
149,981 |
80 |
1,287.8 |
1,058.1 |
229.7 |
18.3% |
19.9 |
1.6% |
85% |
False |
False |
117,320 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.2% |
19.1 |
1.5% |
86% |
False |
False |
94,814 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.2% |
18.2 |
1.4% |
86% |
False |
False |
79,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,372.7 |
2.618 |
1,327.9 |
1.618 |
1,300.5 |
1.000 |
1,283.6 |
0.618 |
1,273.1 |
HIGH |
1,256.2 |
0.618 |
1,245.7 |
0.500 |
1,242.5 |
0.382 |
1,239.3 |
LOW |
1,228.8 |
0.618 |
1,211.9 |
1.000 |
1,201.4 |
1.618 |
1,184.5 |
2.618 |
1,157.1 |
4.250 |
1,112.4 |
|
|
Fisher Pivots for day following 19-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,249.5 |
1,249.0 |
PP |
1,246.0 |
1,245.0 |
S1 |
1,242.5 |
1,241.0 |
|