Trading Metrics calculated at close of trading on 27-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,239.8 |
1,248.6 |
8.8 |
0.7% |
1,238.7 |
High |
1,244.2 |
1,249.5 |
5.3 |
0.4% |
1,270.6 |
Low |
1,233.0 |
1,248.6 |
15.6 |
1.3% |
1,228.0 |
Close |
1,242.2 |
1,249.2 |
7.0 |
0.6% |
1,228.7 |
Range |
11.2 |
0.9 |
-10.3 |
-92.0% |
42.6 |
ATR |
18.2 |
17.4 |
-0.8 |
-4.3% |
0.0 |
Volume |
97 |
35 |
-62 |
-63.9% |
1,182 |
|
Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,251.8 |
1,251.4 |
1,249.7 |
|
R3 |
1,250.9 |
1,250.5 |
1,249.4 |
|
R2 |
1,250.0 |
1,250.0 |
1,249.4 |
|
R1 |
1,249.6 |
1,249.6 |
1,249.3 |
1,249.8 |
PP |
1,249.1 |
1,249.1 |
1,249.1 |
1,249.2 |
S1 |
1,248.7 |
1,248.7 |
1,249.1 |
1,248.9 |
S2 |
1,248.2 |
1,248.2 |
1,249.0 |
|
S3 |
1,247.3 |
1,247.8 |
1,249.0 |
|
S4 |
1,246.4 |
1,246.9 |
1,248.7 |
|
|
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% |
13.0 |
1.0% |
50% |
False |
False |
177 |
10 |
1,270.6 |
1,224.5 |
46.1 |
3.7% |
14.3 |
1.1% |
54% |
False |
False |
211 |
20 |
1,270.6 |
1,209.2 |
61.4 |
4.9% |
14.8 |
1.2% |
65% |
False |
False |
573 |
40 |
1,287.8 |
1,206.0 |
81.8 |
6.5% |
19.4 |
1.6% |
53% |
False |
False |
102,907 |
60 |
1,287.8 |
1,122.6 |
165.2 |
13.2% |
21.6 |
1.7% |
77% |
False |
False |
138,439 |
80 |
1,287.8 |
1,061.9 |
225.9 |
18.1% |
20.2 |
1.6% |
83% |
False |
False |
116,901 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.3% |
19.0 |
1.5% |
84% |
False |
False |
94,370 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.3% |
18.1 |
1.4% |
84% |
False |
False |
79,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,253.3 |
2.618 |
1,251.9 |
1.618 |
1,251.0 |
1.000 |
1,250.4 |
0.618 |
1,250.1 |
HIGH |
1,249.5 |
0.618 |
1,249.2 |
0.500 |
1,249.1 |
0.382 |
1,248.9 |
LOW |
1,248.6 |
0.618 |
1,248.0 |
1.000 |
1,247.7 |
1.618 |
1,247.1 |
2.618 |
1,246.2 |
4.250 |
1,244.8 |
|
|
Fisher Pivots for day following 27-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,249.2 |
1,246.3 |
PP |
1,249.1 |
1,243.4 |
S1 |
1,249.1 |
1,240.6 |
|