Trading Metrics calculated at close of trading on 22-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,247.7 |
1,248.5 |
0.8 |
0.1% |
1,238.7 |
High |
1,270.6 |
1,248.5 |
-22.1 |
-1.7% |
1,270.6 |
Low |
1,247.6 |
1,228.0 |
-19.6 |
-1.6% |
1,228.0 |
Close |
1,249.0 |
1,228.7 |
-20.3 |
-1.6% |
1,228.7 |
Range |
23.0 |
20.5 |
-2.5 |
-10.9% |
42.6 |
ATR |
19.1 |
19.2 |
0.1 |
0.7% |
0.0 |
Volume |
124 |
188 |
64 |
51.6% |
1,182 |
|
Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.6 |
1,283.1 |
1,240.0 |
|
R3 |
1,276.1 |
1,262.6 |
1,234.3 |
|
R2 |
1,255.6 |
1,255.6 |
1,232.5 |
|
R1 |
1,242.1 |
1,242.1 |
1,230.6 |
1,238.6 |
PP |
1,235.1 |
1,235.1 |
1,235.1 |
1,233.3 |
S1 |
1,221.6 |
1,221.6 |
1,226.8 |
1,218.1 |
S2 |
1,214.6 |
1,214.6 |
1,224.9 |
|
S3 |
1,194.1 |
1,201.1 |
1,223.1 |
|
S4 |
1,173.6 |
1,180.6 |
1,217.4 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.2 |
1,342.1 |
1,252.1 |
|
R3 |
1,327.6 |
1,299.5 |
1,240.4 |
|
R2 |
1,285.0 |
1,285.0 |
1,236.5 |
|
R1 |
1,256.9 |
1,256.9 |
1,232.6 |
1,249.7 |
PP |
1,242.4 |
1,242.4 |
1,242.4 |
1,238.8 |
S1 |
1,214.3 |
1,214.3 |
1,224.8 |
1,207.1 |
S2 |
1,199.8 |
1,199.8 |
1,220.9 |
|
S3 |
1,157.2 |
1,171.7 |
1,217.0 |
|
S4 |
1,114.6 |
1,129.1 |
1,205.3 |
|
|
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 |
1,228.0 |
42.6 |
3.5% |
18.6 |
1.5% |
2% |
False |
True |
236 |
10 |
1,270.6 |
1,224.5 |
46.1 |
3.8% |
16.2 |
1.3% |
9% |
False |
False |
236 |
20 |
1,270.6 |
1,206.0 |
64.6 |
5.3% |
17.0 |
1.4% |
35% |
False |
False |
19,577 |
40 |
1,287.8 |
1,206.0 |
81.8 |
6.7% |
20.8 |
1.7% |
28% |
False |
False |
118,587 |
60 |
1,287.8 |
1,108.5 |
179.3 |
14.6% |
22.0 |
1.8% |
67% |
False |
False |
145,146 |
80 |
1,287.8 |
1,058.1 |
229.7 |
18.7% |
20.3 |
1.6% |
74% |
False |
False |
117,142 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.6% |
19.3 |
1.6% |
75% |
False |
False |
94,455 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.6% |
18.2 |
1.5% |
75% |
False |
False |
79,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.6 |
2.618 |
1,302.2 |
1.618 |
1,281.7 |
1.000 |
1,269.0 |
0.618 |
1,261.2 |
HIGH |
1,248.5 |
0.618 |
1,240.7 |
0.500 |
1,238.3 |
0.382 |
1,235.8 |
LOW |
1,228.0 |
0.618 |
1,215.3 |
1.000 |
1,207.5 |
1.618 |
1,194.8 |
2.618 |
1,174.3 |
4.250 |
1,140.9 |
|
|
Fisher Pivots for day following 22-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,238.3 |
1,249.3 |
PP |
1,235.1 |
1,242.4 |
S1 |
1,231.9 |
1,235.6 |
|