Trading Metrics calculated at close of trading on 19-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,236.3 |
1,233.9 |
-2.4 |
-0.2% |
1,241.8 |
High |
1,243.3 |
1,258.5 |
15.2 |
1.2% |
1,264.7 |
Low |
1,231.7 |
1,229.0 |
-2.7 |
-0.2% |
1,225.4 |
Close |
1,235.0 |
1,254.3 |
19.3 |
1.6% |
1,234.6 |
Range |
11.6 |
29.5 |
17.9 |
154.3% |
39.3 |
ATR |
19.7 |
20.4 |
0.7 |
3.6% |
0.0 |
Volume |
148,658 |
217,385 |
68,727 |
46.2% |
800,225 |
|
Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.8 |
1,324.5 |
1,270.5 |
|
R3 |
1,306.3 |
1,295.0 |
1,262.4 |
|
R2 |
1,276.8 |
1,276.8 |
1,259.7 |
|
R1 |
1,265.5 |
1,265.5 |
1,257.0 |
1,271.2 |
PP |
1,247.3 |
1,247.3 |
1,247.3 |
1,250.1 |
S1 |
1,236.0 |
1,236.0 |
1,251.6 |
1,241.7 |
S2 |
1,217.8 |
1,217.8 |
1,248.9 |
|
S3 |
1,188.3 |
1,206.5 |
1,246.2 |
|
S4 |
1,158.8 |
1,177.0 |
1,238.1 |
|
|
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 |
1,258.7 |
1,225.4 |
33.3 |
2.7% |
17.9 |
1.4% |
87% |
False |
False |
169,619 |
10 |
1,264.7 |
1,217.2 |
47.5 |
3.8% |
17.2 |
1.4% |
78% |
False |
False |
162,338 |
20 |
1,264.7 |
1,207.7 |
57.0 |
4.5% |
19.0 |
1.5% |
82% |
False |
False |
142,892 |
40 |
1,287.8 |
1,207.7 |
80.1 |
6.4% |
21.8 |
1.7% |
58% |
False |
False |
82,542 |
60 |
1,287.8 |
1,098.1 |
189.7 |
15.1% |
21.8 |
1.7% |
82% |
False |
False |
57,276 |
80 |
1,287.8 |
1,059.0 |
228.8 |
18.2% |
19.8 |
1.6% |
85% |
False |
False |
43,740 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.2% |
18.9 |
1.5% |
86% |
False |
False |
35,404 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.2% |
17.9 |
1.4% |
86% |
False |
False |
29,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,383.9 |
2.618 |
1,335.7 |
1.618 |
1,306.2 |
1.000 |
1,288.0 |
0.618 |
1,276.7 |
HIGH |
1,258.5 |
0.618 |
1,247.2 |
0.500 |
1,243.8 |
0.382 |
1,240.3 |
LOW |
1,229.0 |
0.618 |
1,210.8 |
1.000 |
1,199.5 |
1.618 |
1,181.3 |
2.618 |
1,151.8 |
4.250 |
1,103.6 |
|
|
Fisher Pivots for day following 19-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,250.8 |
1,250.4 |
PP |
1,247.3 |
1,246.5 |
S1 |
1,243.8 |
1,242.7 |
|