Trading Metrics calculated at close of trading on 22-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,244.5 |
1,248.5 |
4.0 |
0.3% |
1,236.3 |
High |
1,272.4 |
1,254.2 |
-18.2 |
-1.4% |
1,272.4 |
Low |
1,244.4 |
1,228.5 |
-15.9 |
-1.3% |
1,228.5 |
Close |
1,250.3 |
1,230.0 |
-20.3 |
-1.6% |
1,230.0 |
Range |
28.0 |
25.7 |
-2.3 |
-8.2% |
43.9 |
ATR |
20.6 |
21.0 |
0.4 |
1.8% |
0.0 |
Volume |
272,941 |
209,494 |
-63,447 |
-23.2% |
1,013,732 |
|
Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.7 |
1,298.0 |
1,244.1 |
|
R3 |
1,289.0 |
1,272.3 |
1,237.1 |
|
R2 |
1,263.3 |
1,263.3 |
1,234.7 |
|
R1 |
1,246.6 |
1,246.6 |
1,232.4 |
1,242.1 |
PP |
1,237.6 |
1,237.6 |
1,237.6 |
1,235.3 |
S1 |
1,220.9 |
1,220.9 |
1,227.6 |
1,216.4 |
S2 |
1,211.9 |
1,211.9 |
1,225.3 |
|
S3 |
1,186.2 |
1,195.2 |
1,222.9 |
|
S4 |
1,160.5 |
1,169.5 |
1,215.9 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.3 |
1,346.6 |
1,254.1 |
|
R3 |
1,331.4 |
1,302.7 |
1,242.1 |
|
R2 |
1,287.5 |
1,287.5 |
1,238.0 |
|
R1 |
1,258.8 |
1,258.8 |
1,234.0 |
1,251.2 |
PP |
1,243.6 |
1,243.6 |
1,243.6 |
1,239.9 |
S1 |
1,214.9 |
1,214.9 |
1,226.0 |
1,207.3 |
S2 |
1,199.7 |
1,199.7 |
1,222.0 |
|
S3 |
1,155.8 |
1,171.0 |
1,217.9 |
|
S4 |
1,111.9 |
1,127.1 |
1,205.9 |
|
|
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 |
1,228.5 |
43.9 |
3.6% |
22.1 |
1.8% |
3% |
False |
True |
202,746 |
10 |
1,272.4 |
1,225.4 |
47.0 |
3.8% |
19.0 |
1.5% |
10% |
False |
False |
181,395 |
20 |
1,272.4 |
1,207.7 |
64.7 |
5.3% |
19.2 |
1.6% |
34% |
False |
False |
165,397 |
40 |
1,287.8 |
1,207.7 |
80.1 |
6.5% |
21.6 |
1.8% |
28% |
False |
False |
97,968 |
60 |
1,287.8 |
1,110.0 |
177.8 |
14.5% |
22.3 |
1.8% |
67% |
False |
False |
67,440 |
80 |
1,287.8 |
1,059.0 |
228.8 |
18.6% |
20.4 |
1.7% |
75% |
False |
False |
51,800 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.6% |
19.1 |
1.6% |
76% |
False |
False |
41,759 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.6% |
18.1 |
1.5% |
76% |
False |
False |
35,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.4 |
2.618 |
1,321.5 |
1.618 |
1,295.8 |
1.000 |
1,279.9 |
0.618 |
1,270.1 |
HIGH |
1,254.2 |
0.618 |
1,244.4 |
0.500 |
1,241.4 |
0.382 |
1,238.3 |
LOW |
1,228.5 |
0.618 |
1,212.6 |
1.000 |
1,202.8 |
1.618 |
1,186.9 |
2.618 |
1,161.2 |
4.250 |
1,119.3 |
|
|
Fisher Pivots for day following 22-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,241.4 |
1,250.5 |
PP |
1,237.6 |
1,243.6 |
S1 |
1,233.8 |
1,236.8 |
|