Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,243.8 |
1,228.5 |
-15.3 |
-1.2% |
1,241.8 |
High |
1,245.9 |
1,237.6 |
-8.3 |
-0.7% |
1,264.7 |
Low |
1,225.4 |
1,226.8 |
1.4 |
0.1% |
1,225.4 |
Close |
1,226.5 |
1,234.6 |
8.1 |
0.7% |
1,234.6 |
Range |
20.5 |
10.8 |
-9.7 |
-47.3% |
39.3 |
ATR |
21.0 |
20.3 |
-0.7 |
-3.4% |
0.0 |
Volume |
204,794 |
121,270 |
-83,524 |
-40.8% |
800,225 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.4 |
1,260.8 |
1,240.5 |
|
R3 |
1,254.6 |
1,250.0 |
1,237.6 |
|
R2 |
1,243.8 |
1,243.8 |
1,236.6 |
|
R1 |
1,239.2 |
1,239.2 |
1,235.6 |
1,241.5 |
PP |
1,233.0 |
1,233.0 |
1,233.0 |
1,234.2 |
S1 |
1,228.4 |
1,228.4 |
1,233.6 |
1,230.7 |
S2 |
1,222.2 |
1,222.2 |
1,232.6 |
|
S3 |
1,211.4 |
1,217.6 |
1,231.6 |
|
S4 |
1,200.6 |
1,206.8 |
1,228.7 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.5 |
1,336.3 |
1,256.2 |
|
R3 |
1,320.2 |
1,297.0 |
1,245.4 |
|
R2 |
1,280.9 |
1,280.9 |
1,241.8 |
|
R1 |
1,257.7 |
1,257.7 |
1,238.2 |
1,249.7 |
PP |
1,241.6 |
1,241.6 |
1,241.6 |
1,237.5 |
S1 |
1,218.4 |
1,218.4 |
1,231.0 |
1,210.4 |
S2 |
1,202.3 |
1,202.3 |
1,227.4 |
|
S3 |
1,163.0 |
1,179.1 |
1,223.8 |
|
S4 |
1,123.7 |
1,139.8 |
1,213.0 |
|
|
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% |
15.9 |
1.3% |
23% |
False |
False |
160,045 |
10 |
1,264.7 |
1,215.7 |
49.0 |
4.0% |
16.2 |
1.3% |
39% |
False |
False |
150,548 |
20 |
1,268.9 |
1,207.7 |
61.2 |
5.0% |
18.7 |
1.5% |
44% |
False |
False |
128,622 |
40 |
1,287.8 |
1,203.0 |
84.8 |
6.9% |
21.7 |
1.8% |
37% |
False |
False |
73,524 |
60 |
1,287.8 |
1,093.1 |
194.7 |
15.8% |
21.5 |
1.7% |
73% |
False |
False |
51,358 |
80 |
1,287.8 |
1,059.0 |
228.8 |
18.5% |
19.5 |
1.6% |
77% |
False |
False |
39,188 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.5% |
18.7 |
1.5% |
78% |
False |
False |
31,802 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.5% |
17.8 |
1.4% |
78% |
False |
False |
26,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.5 |
2.618 |
1,265.9 |
1.618 |
1,255.1 |
1.000 |
1,248.4 |
0.618 |
1,244.3 |
HIGH |
1,237.6 |
0.618 |
1,233.5 |
0.500 |
1,232.2 |
0.382 |
1,230.9 |
LOW |
1,226.8 |
0.618 |
1,220.1 |
1.000 |
1,216.0 |
1.618 |
1,209.3 |
2.618 |
1,198.5 |
4.250 |
1,180.9 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,233.8 |
1,242.1 |
PP |
1,233.0 |
1,239.6 |
S1 |
1,232.2 |
1,237.1 |
|