Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,233.9 |
1,251.3 |
17.4 |
1.4% |
1,241.8 |
High |
1,258.5 |
1,259.8 |
1.3 |
0.1% |
1,264.7 |
Low |
1,229.0 |
1,244.0 |
15.0 |
1.2% |
1,225.4 |
Close |
1,254.3 |
1,254.4 |
0.1 |
0.0% |
1,234.6 |
Range |
29.5 |
15.8 |
-13.7 |
-46.4% |
39.3 |
ATR |
20.4 |
20.0 |
-0.3 |
-1.6% |
0.0 |
Volume |
217,385 |
165,254 |
-52,131 |
-24.0% |
800,225 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.1 |
1,293.1 |
1,263.1 |
|
R3 |
1,284.3 |
1,277.3 |
1,258.7 |
|
R2 |
1,268.5 |
1,268.5 |
1,257.3 |
|
R1 |
1,261.5 |
1,261.5 |
1,255.8 |
1,265.0 |
PP |
1,252.7 |
1,252.7 |
1,252.7 |
1,254.5 |
S1 |
1,245.7 |
1,245.7 |
1,253.0 |
1,249.2 |
S2 |
1,236.9 |
1,236.9 |
1,251.5 |
|
S3 |
1,221.1 |
1,229.9 |
1,250.1 |
|
S4 |
1,205.3 |
1,214.1 |
1,245.7 |
|
|
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 |
1,259.8 |
1,225.4 |
34.4 |
2.7% |
17.6 |
1.4% |
84% |
True |
False |
171,472 |
10 |
1,264.7 |
1,224.0 |
40.7 |
3.2% |
17.1 |
1.4% |
75% |
False |
False |
165,330 |
20 |
1,264.7 |
1,207.7 |
57.0 |
4.5% |
18.9 |
1.5% |
82% |
False |
False |
148,286 |
40 |
1,287.8 |
1,207.7 |
80.1 |
6.4% |
21.6 |
1.7% |
58% |
False |
False |
86,443 |
60 |
1,287.8 |
1,108.0 |
179.8 |
14.3% |
21.9 |
1.7% |
81% |
False |
False |
59,669 |
80 |
1,287.8 |
1,059.0 |
228.8 |
18.2% |
19.9 |
1.6% |
85% |
False |
False |
45,786 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.2% |
18.9 |
1.5% |
86% |
False |
False |
36,988 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.2% |
18.0 |
1.4% |
86% |
False |
False |
31,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,327.0 |
2.618 |
1,301.2 |
1.618 |
1,285.4 |
1.000 |
1,275.6 |
0.618 |
1,269.6 |
HIGH |
1,259.8 |
0.618 |
1,253.8 |
0.500 |
1,251.9 |
0.382 |
1,250.0 |
LOW |
1,244.0 |
0.618 |
1,234.2 |
1.000 |
1,228.2 |
1.618 |
1,218.4 |
2.618 |
1,202.6 |
4.250 |
1,176.9 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,253.6 |
1,251.1 |
PP |
1,252.7 |
1,247.7 |
S1 |
1,251.9 |
1,244.4 |
|