Trading Metrics calculated at close of trading on 14-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,257.2 |
1,243.8 |
-13.4 |
-1.1% |
1,223.0 |
High |
1,258.7 |
1,245.9 |
-12.8 |
-1.0% |
1,245.0 |
Low |
1,241.4 |
1,225.4 |
-16.0 |
-1.3% |
1,215.7 |
Close |
1,248.3 |
1,226.5 |
-21.8 |
-1.7% |
1,243.8 |
Range |
17.3 |
20.5 |
3.2 |
18.5% |
29.3 |
ATR |
20.8 |
21.0 |
0.1 |
0.7% |
0.0 |
Volume |
155,992 |
204,794 |
48,802 |
31.3% |
705,257 |
|
Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.1 |
1,280.8 |
1,237.8 |
|
R3 |
1,273.6 |
1,260.3 |
1,232.1 |
|
R2 |
1,253.1 |
1,253.1 |
1,230.3 |
|
R1 |
1,239.8 |
1,239.8 |
1,228.4 |
1,236.2 |
PP |
1,232.6 |
1,232.6 |
1,232.6 |
1,230.8 |
S1 |
1,219.3 |
1,219.3 |
1,224.6 |
1,215.7 |
S2 |
1,212.1 |
1,212.1 |
1,222.7 |
|
S3 |
1,191.6 |
1,198.8 |
1,220.9 |
|
S4 |
1,171.1 |
1,178.3 |
1,215.2 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.7 |
1,312.6 |
1,259.9 |
|
R3 |
1,293.4 |
1,283.3 |
1,251.9 |
|
R2 |
1,264.1 |
1,264.1 |
1,249.2 |
|
R1 |
1,254.0 |
1,254.0 |
1,246.5 |
1,259.1 |
PP |
1,234.8 |
1,234.8 |
1,234.8 |
1,237.4 |
S1 |
1,224.7 |
1,224.7 |
1,241.1 |
1,229.8 |
S2 |
1,205.5 |
1,205.5 |
1,238.4 |
|
S3 |
1,176.2 |
1,195.4 |
1,235.7 |
|
S4 |
1,146.9 |
1,166.1 |
1,227.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,264.7 |
1,225.4 |
39.3 |
3.2% |
16.5 |
1.3% |
3% |
False |
True |
162,264 |
10 |
1,264.7 |
1,210.3 |
54.4 |
4.4% |
17.8 |
1.5% |
30% |
False |
False |
158,111 |
20 |
1,273.0 |
1,207.7 |
65.3 |
5.3% |
19.0 |
1.5% |
29% |
False |
False |
123,589 |
40 |
1,287.8 |
1,202.0 |
85.8 |
7.0% |
22.4 |
1.8% |
29% |
False |
False |
70,707 |
60 |
1,287.8 |
1,089.2 |
198.6 |
16.2% |
21.6 |
1.8% |
69% |
False |
False |
49,421 |
80 |
1,287.8 |
1,052.0 |
235.8 |
19.2% |
19.6 |
1.6% |
74% |
False |
False |
37,683 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.6% |
18.7 |
1.5% |
75% |
False |
False |
30,610 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.6% |
17.8 |
1.4% |
75% |
False |
False |
25,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,333.0 |
2.618 |
1,299.6 |
1.618 |
1,279.1 |
1.000 |
1,266.4 |
0.618 |
1,258.6 |
HIGH |
1,245.9 |
0.618 |
1,238.1 |
0.500 |
1,235.7 |
0.382 |
1,233.2 |
LOW |
1,225.4 |
0.618 |
1,212.7 |
1.000 |
1,204.9 |
1.618 |
1,192.2 |
2.618 |
1,171.7 |
4.250 |
1,138.3 |
|
|
Fisher Pivots for day following 14-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,235.7 |
1,245.1 |
PP |
1,232.6 |
1,238.9 |
S1 |
1,229.6 |
1,232.7 |
|