Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,231.6 |
1,256.1 |
24.5 |
2.0% |
1,241.5 |
High |
1,256.2 |
1,256.1 |
-0.1 |
0.0% |
1,261.7 |
Low |
1,228.8 |
1,243.0 |
14.2 |
1.2% |
1,224.5 |
Close |
1,253.0 |
1,253.2 |
0.2 |
0.0% |
1,233.1 |
Range |
27.4 |
13.1 |
-14.3 |
-52.2% |
37.2 |
ATR |
19.2 |
18.8 |
-0.4 |
-2.3% |
0.0 |
Volume |
386 |
180 |
-206 |
-53.4% |
1,186 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,290.1 |
1,284.7 |
1,260.4 |
|
R3 |
1,277.0 |
1,271.6 |
1,256.8 |
|
R2 |
1,263.9 |
1,263.9 |
1,255.6 |
|
R1 |
1,258.5 |
1,258.5 |
1,254.4 |
1,254.7 |
PP |
1,250.8 |
1,250.8 |
1,250.8 |
1,248.8 |
S1 |
1,245.4 |
1,245.4 |
1,252.0 |
1,241.6 |
S2 |
1,237.7 |
1,237.7 |
1,250.8 |
|
S3 |
1,224.6 |
1,232.3 |
1,249.6 |
|
S4 |
1,211.5 |
1,219.2 |
1,246.0 |
|
|
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 |
1,256.2 |
1,224.5 |
31.7 |
2.5% |
15.6 |
1.2% |
91% |
False |
False |
246 |
10 |
1,261.7 |
1,224.5 |
37.2 |
3.0% |
14.8 |
1.2% |
77% |
False |
False |
284 |
20 |
1,261.7 |
1,206.0 |
55.7 |
4.4% |
17.2 |
1.4% |
85% |
False |
False |
41,355 |
40 |
1,287.8 |
1,206.0 |
81.8 |
6.5% |
21.0 |
1.7% |
58% |
False |
False |
130,641 |
60 |
1,287.8 |
1,107.7 |
180.1 |
14.4% |
21.7 |
1.7% |
81% |
False |
False |
148,807 |
80 |
1,287.8 |
1,058.1 |
229.7 |
18.3% |
19.9 |
1.6% |
85% |
False |
False |
117,283 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.2% |
19.2 |
1.5% |
86% |
False |
False |
94,621 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.2% |
18.2 |
1.5% |
86% |
False |
False |
79,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.8 |
2.618 |
1,290.4 |
1.618 |
1,277.3 |
1.000 |
1,269.2 |
0.618 |
1,264.2 |
HIGH |
1,256.1 |
0.618 |
1,251.1 |
0.500 |
1,249.6 |
0.382 |
1,248.0 |
LOW |
1,243.0 |
0.618 |
1,234.9 |
1.000 |
1,229.9 |
1.618 |
1,221.8 |
2.618 |
1,208.7 |
4.250 |
1,187.3 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,252.0 |
1,249.6 |
PP |
1,250.8 |
1,246.1 |
S1 |
1,249.6 |
1,242.5 |
|