Trading Metrics calculated at close of trading on 21-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,251.3 |
1,244.5 |
-6.8 |
-0.5% |
1,241.8 |
High |
1,259.8 |
1,272.4 |
12.6 |
1.0% |
1,264.7 |
Low |
1,244.0 |
1,244.4 |
0.4 |
0.0% |
1,225.4 |
Close |
1,254.4 |
1,250.3 |
-4.1 |
-0.3% |
1,234.6 |
Range |
15.8 |
28.0 |
12.2 |
77.2% |
39.3 |
ATR |
20.0 |
20.6 |
0.6 |
2.8% |
0.0 |
Volume |
165,254 |
272,941 |
107,687 |
65.2% |
800,225 |
|
Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.7 |
1,323.0 |
1,265.7 |
|
R3 |
1,311.7 |
1,295.0 |
1,258.0 |
|
R2 |
1,283.7 |
1,283.7 |
1,255.4 |
|
R1 |
1,267.0 |
1,267.0 |
1,252.9 |
1,275.4 |
PP |
1,255.7 |
1,255.7 |
1,255.7 |
1,259.9 |
S1 |
1,239.0 |
1,239.0 |
1,247.7 |
1,247.4 |
S2 |
1,227.7 |
1,227.7 |
1,245.2 |
|
S3 |
1,199.7 |
1,211.0 |
1,242.6 |
|
S4 |
1,171.7 |
1,183.0 |
1,234.9 |
|
|
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 |
1,272.4 |
1,226.8 |
45.6 |
3.6% |
19.1 |
1.5% |
52% |
True |
False |
185,101 |
10 |
1,272.4 |
1,225.4 |
47.0 |
3.8% |
17.8 |
1.4% |
53% |
True |
False |
173,683 |
20 |
1,272.4 |
1,207.7 |
64.7 |
5.2% |
18.6 |
1.5% |
66% |
True |
False |
158,048 |
40 |
1,287.8 |
1,207.7 |
80.1 |
6.4% |
21.5 |
1.7% |
53% |
False |
False |
93,018 |
60 |
1,287.8 |
1,110.0 |
177.8 |
14.2% |
22.1 |
1.8% |
79% |
False |
False |
64,057 |
80 |
1,287.8 |
1,059.0 |
228.8 |
18.3% |
20.1 |
1.6% |
84% |
False |
False |
49,192 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.2% |
19.1 |
1.5% |
84% |
False |
False |
39,685 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.2% |
18.0 |
1.4% |
84% |
False |
False |
33,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,391.4 |
2.618 |
1,345.7 |
1.618 |
1,317.7 |
1.000 |
1,300.4 |
0.618 |
1,289.7 |
HIGH |
1,272.4 |
0.618 |
1,261.7 |
0.500 |
1,258.4 |
0.382 |
1,255.1 |
LOW |
1,244.4 |
0.618 |
1,227.1 |
1.000 |
1,216.4 |
1.618 |
1,199.1 |
2.618 |
1,171.1 |
4.250 |
1,125.4 |
|
|
Fisher Pivots for day following 21-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,258.4 |
1,250.7 |
PP |
1,255.7 |
1,250.6 |
S1 |
1,253.0 |
1,250.4 |
|