Trading Metrics calculated at close of trading on 26-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,234.5 |
1,239.8 |
5.3 |
0.4% |
1,236.3 |
High |
1,243.8 |
1,246.5 |
2.7 |
0.2% |
1,272.4 |
Low |
1,231.3 |
1,232.7 |
1.4 |
0.1% |
1,228.5 |
Close |
1,240.2 |
1,243.4 |
3.2 |
0.3% |
1,230.0 |
Range |
12.5 |
13.8 |
1.3 |
10.4% |
43.9 |
ATR |
20.5 |
20.0 |
-0.5 |
-2.3% |
0.0 |
Volume |
120,768 |
148,114 |
27,346 |
22.6% |
1,013,732 |
|
Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.3 |
1,276.6 |
1,251.0 |
|
R3 |
1,268.5 |
1,262.8 |
1,247.2 |
|
R2 |
1,254.7 |
1,254.7 |
1,245.9 |
|
R1 |
1,249.0 |
1,249.0 |
1,244.7 |
1,251.9 |
PP |
1,240.9 |
1,240.9 |
1,240.9 |
1,242.3 |
S1 |
1,235.2 |
1,235.2 |
1,242.1 |
1,238.1 |
S2 |
1,227.1 |
1,227.1 |
1,240.9 |
|
S3 |
1,213.3 |
1,221.4 |
1,239.6 |
|
S4 |
1,199.5 |
1,207.6 |
1,235.8 |
|
|
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 |
3.5% |
19.2 |
1.5% |
34% |
False |
False |
183,314 |
10 |
1,272.4 |
1,225.4 |
47.0 |
3.8% |
18.6 |
1.5% |
38% |
False |
False |
176,467 |
20 |
1,272.4 |
1,210.3 |
62.1 |
5.0% |
18.2 |
1.5% |
53% |
False |
False |
164,432 |
40 |
1,287.8 |
1,207.7 |
80.1 |
6.4% |
21.0 |
1.7% |
45% |
False |
False |
104,193 |
60 |
1,287.8 |
1,116.2 |
171.6 |
13.8% |
22.3 |
1.8% |
74% |
False |
False |
71,733 |
80 |
1,287.8 |
1,059.0 |
228.8 |
18.4% |
20.4 |
1.6% |
81% |
False |
False |
55,121 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.4% |
19.1 |
1.5% |
82% |
False |
False |
44,412 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.4% |
18.2 |
1.5% |
82% |
False |
False |
37,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,305.2 |
2.618 |
1,282.6 |
1.618 |
1,268.8 |
1.000 |
1,260.3 |
0.618 |
1,255.0 |
HIGH |
1,246.5 |
0.618 |
1,241.2 |
0.500 |
1,239.6 |
0.382 |
1,238.0 |
LOW |
1,232.7 |
0.618 |
1,224.2 |
1.000 |
1,218.9 |
1.618 |
1,210.4 |
2.618 |
1,196.6 |
4.250 |
1,174.1 |
|
|
Fisher Pivots for day following 26-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,242.1 |
1,242.7 |
PP |
1,240.9 |
1,242.0 |
S1 |
1,239.6 |
1,241.4 |
|