Trading Metrics calculated at close of trading on 26-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,231.6 |
1,239.8 |
8.2 |
0.7% |
1,238.7 |
High |
1,240.9 |
1,244.2 |
3.3 |
0.3% |
1,270.6 |
Low |
1,231.6 |
1,233.0 |
1.4 |
0.1% |
1,228.0 |
Close |
1,238.9 |
1,242.2 |
3.3 |
0.3% |
1,228.7 |
Range |
9.3 |
11.2 |
1.9 |
20.4% |
42.6 |
ATR |
18.7 |
18.2 |
-0.5 |
-2.9% |
0.0 |
Volume |
442 |
97 |
-345 |
-78.1% |
1,182 |
|
Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,273.4 |
1,269.0 |
1,248.4 |
|
R3 |
1,262.2 |
1,257.8 |
1,245.3 |
|
R2 |
1,251.0 |
1,251.0 |
1,244.3 |
|
R1 |
1,246.6 |
1,246.6 |
1,243.2 |
1,248.8 |
PP |
1,239.8 |
1,239.8 |
1,239.8 |
1,240.9 |
S1 |
1,235.4 |
1,235.4 |
1,241.2 |
1,237.6 |
S2 |
1,228.6 |
1,228.6 |
1,240.1 |
|
S3 |
1,217.4 |
1,224.2 |
1,239.1 |
|
S4 |
1,206.2 |
1,213.0 |
1,236.0 |
|
|
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 |
3.4% |
15.4 |
1.2% |
33% |
False |
False |
206 |
10 |
1,270.6 |
1,224.5 |
46.1 |
3.7% |
15.8 |
1.3% |
38% |
False |
False |
228 |
20 |
1,270.6 |
1,209.2 |
61.4 |
4.9% |
15.8 |
1.3% |
54% |
False |
False |
2,984 |
40 |
1,287.8 |
1,206.0 |
81.8 |
6.6% |
19.9 |
1.6% |
44% |
False |
False |
108,547 |
60 |
1,287.8 |
1,115.3 |
172.5 |
13.9% |
21.9 |
1.8% |
74% |
False |
False |
140,413 |
80 |
1,287.8 |
1,058.1 |
229.7 |
18.5% |
20.3 |
1.6% |
80% |
False |
False |
116,980 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.4% |
19.2 |
1.5% |
81% |
False |
False |
94,397 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.4% |
18.2 |
1.5% |
81% |
False |
False |
79,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,291.8 |
2.618 |
1,273.5 |
1.618 |
1,262.3 |
1.000 |
1,255.4 |
0.618 |
1,251.1 |
HIGH |
1,244.2 |
0.618 |
1,239.9 |
0.500 |
1,238.6 |
0.382 |
1,237.3 |
LOW |
1,233.0 |
0.618 |
1,226.1 |
1.000 |
1,221.8 |
1.618 |
1,214.9 |
2.618 |
1,203.7 |
4.250 |
1,185.4 |
|
|
Fisher Pivots for day following 26-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,241.0 |
1,240.9 |
PP |
1,239.8 |
1,239.6 |
S1 |
1,238.6 |
1,238.3 |
|