Trading Metrics calculated at close of trading on 18-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,228.5 |
1,236.3 |
7.8 |
0.6% |
1,241.8 |
High |
1,237.6 |
1,243.3 |
5.7 |
0.5% |
1,264.7 |
Low |
1,226.8 |
1,231.7 |
4.9 |
0.4% |
1,225.4 |
Close |
1,234.6 |
1,235.0 |
0.4 |
0.0% |
1,234.6 |
Range |
10.8 |
11.6 |
0.8 |
7.4% |
39.3 |
ATR |
20.3 |
19.7 |
-0.6 |
-3.1% |
0.0 |
Volume |
121,270 |
148,658 |
27,388 |
22.6% |
800,225 |
|
Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.5 |
1,264.8 |
1,241.4 |
|
R3 |
1,259.9 |
1,253.2 |
1,238.2 |
|
R2 |
1,248.3 |
1,248.3 |
1,237.1 |
|
R1 |
1,241.6 |
1,241.6 |
1,236.1 |
1,239.2 |
PP |
1,236.7 |
1,236.7 |
1,236.7 |
1,235.4 |
S1 |
1,230.0 |
1,230.0 |
1,233.9 |
1,227.6 |
S2 |
1,225.1 |
1,225.1 |
1,232.9 |
|
S3 |
1,213.5 |
1,218.4 |
1,231.8 |
|
S4 |
1,201.9 |
1,206.8 |
1,228.6 |
|
|
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% |
14.4 |
1.2% |
24% |
False |
False |
157,591 |
10 |
1,264.7 |
1,216.0 |
48.7 |
3.9% |
16.5 |
1.3% |
39% |
False |
False |
156,308 |
20 |
1,264.7 |
1,207.7 |
57.0 |
4.6% |
18.3 |
1.5% |
48% |
False |
False |
134,864 |
40 |
1,287.8 |
1,203.0 |
84.8 |
6.9% |
21.6 |
1.8% |
38% |
False |
False |
77,160 |
60 |
1,287.8 |
1,094.5 |
193.3 |
15.7% |
21.5 |
1.7% |
73% |
False |
False |
53,740 |
80 |
1,287.8 |
1,059.0 |
228.8 |
18.5% |
19.5 |
1.6% |
77% |
False |
False |
41,035 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.5% |
18.7 |
1.5% |
78% |
False |
False |
33,260 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.5% |
17.7 |
1.4% |
78% |
False |
False |
28,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.6 |
2.618 |
1,273.7 |
1.618 |
1,262.1 |
1.000 |
1,254.9 |
0.618 |
1,250.5 |
HIGH |
1,243.3 |
0.618 |
1,238.9 |
0.500 |
1,237.5 |
0.382 |
1,236.1 |
LOW |
1,231.7 |
0.618 |
1,224.5 |
1.000 |
1,220.1 |
1.618 |
1,212.9 |
2.618 |
1,201.3 |
4.250 |
1,182.4 |
|
|
Fisher Pivots for day following 18-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,237.5 |
1,235.7 |
PP |
1,236.7 |
1,235.4 |
S1 |
1,235.8 |
1,235.2 |
|