Trading Metrics calculated at close of trading on 21-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,256.1 |
1,247.7 |
-8.4 |
-0.7% |
1,241.5 |
High |
1,256.1 |
1,270.6 |
14.5 |
1.2% |
1,261.7 |
Low |
1,243.0 |
1,247.6 |
4.6 |
0.4% |
1,224.5 |
Close |
1,253.2 |
1,249.0 |
-4.2 |
-0.3% |
1,233.1 |
Range |
13.1 |
23.0 |
9.9 |
75.6% |
37.2 |
ATR |
18.8 |
19.1 |
0.3 |
1.6% |
0.0 |
Volume |
180 |
124 |
-56 |
-31.1% |
1,186 |
|
Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.7 |
1,309.9 |
1,261.7 |
|
R3 |
1,301.7 |
1,286.9 |
1,255.3 |
|
R2 |
1,278.7 |
1,278.7 |
1,253.2 |
|
R1 |
1,263.9 |
1,263.9 |
1,251.1 |
1,271.3 |
PP |
1,255.7 |
1,255.7 |
1,255.7 |
1,259.5 |
S1 |
1,240.9 |
1,240.9 |
1,246.9 |
1,248.3 |
S2 |
1,232.7 |
1,232.7 |
1,244.8 |
|
S3 |
1,209.7 |
1,217.9 |
1,242.7 |
|
S4 |
1,186.7 |
1,194.9 |
1,236.4 |
|
|
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 |
1,270.6 |
1,225.7 |
44.9 |
3.6% |
16.3 |
1.3% |
52% |
True |
False |
218 |
10 |
1,270.6 |
1,224.5 |
46.1 |
3.7% |
15.3 |
1.2% |
53% |
True |
False |
258 |
20 |
1,270.6 |
1,206.0 |
64.6 |
5.2% |
16.7 |
1.3% |
67% |
True |
False |
28,053 |
40 |
1,287.8 |
1,206.0 |
81.8 |
6.5% |
20.8 |
1.7% |
53% |
False |
False |
123,788 |
60 |
1,287.8 |
1,108.5 |
179.3 |
14.4% |
21.8 |
1.7% |
78% |
False |
False |
147,292 |
80 |
1,287.8 |
1,058.1 |
229.7 |
18.4% |
20.1 |
1.6% |
83% |
False |
False |
117,189 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.3% |
19.3 |
1.5% |
84% |
False |
False |
94,499 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.3% |
18.2 |
1.5% |
84% |
False |
False |
79,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.4 |
2.618 |
1,330.8 |
1.618 |
1,307.8 |
1.000 |
1,293.6 |
0.618 |
1,284.8 |
HIGH |
1,270.6 |
0.618 |
1,261.8 |
0.500 |
1,259.1 |
0.382 |
1,256.4 |
LOW |
1,247.6 |
0.618 |
1,233.4 |
1.000 |
1,224.6 |
1.618 |
1,210.4 |
2.618 |
1,187.4 |
4.250 |
1,149.9 |
|
|
Fisher Pivots for day following 21-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,259.1 |
1,249.7 |
PP |
1,255.7 |
1,249.5 |
S1 |
1,252.4 |
1,249.2 |
|