Trading Metrics calculated at close of trading on 29-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,247.3 |
1,268.0 |
20.7 |
1.7% |
1,234.5 |
High |
1,271.7 |
1,299.0 |
27.3 |
2.1% |
1,299.0 |
Low |
1,239.1 |
1,267.0 |
27.9 |
2.3% |
1,231.3 |
Close |
1,266.4 |
1,290.5 |
24.1 |
1.9% |
1,290.5 |
Range |
32.6 |
32.0 |
-0.6 |
-1.8% |
67.7 |
ATR |
20.5 |
21.3 |
0.9 |
4.2% |
0.0 |
Volume |
227,214 |
273,994 |
46,780 |
20.6% |
941,600 |
|
Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.5 |
1,368.0 |
1,308.1 |
|
R3 |
1,349.5 |
1,336.0 |
1,299.3 |
|
R2 |
1,317.5 |
1,317.5 |
1,296.4 |
|
R1 |
1,304.0 |
1,304.0 |
1,293.4 |
1,310.8 |
PP |
1,285.5 |
1,285.5 |
1,285.5 |
1,288.9 |
S1 |
1,272.0 |
1,272.0 |
1,287.6 |
1,278.8 |
S2 |
1,253.5 |
1,253.5 |
1,284.6 |
|
S3 |
1,221.5 |
1,240.0 |
1,281.7 |
|
S4 |
1,189.5 |
1,208.0 |
1,272.9 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.7 |
1,451.3 |
1,327.7 |
|
R3 |
1,409.0 |
1,383.6 |
1,309.1 |
|
R2 |
1,341.3 |
1,341.3 |
1,302.9 |
|
R1 |
1,315.9 |
1,315.9 |
1,296.7 |
1,328.6 |
PP |
1,273.6 |
1,273.6 |
1,273.6 |
1,280.0 |
S1 |
1,248.2 |
1,248.2 |
1,284.3 |
1,260.9 |
S2 |
1,205.9 |
1,205.9 |
1,278.1 |
|
S3 |
1,138.2 |
1,180.5 |
1,271.9 |
|
S4 |
1,070.5 |
1,112.8 |
1,253.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,299.0 |
1,231.3 |
67.7 |
5.2% |
21.0 |
1.6% |
87% |
True |
False |
188,320 |
10 |
1,299.0 |
1,228.5 |
70.5 |
5.5% |
21.5 |
1.7% |
88% |
True |
False |
195,533 |
20 |
1,299.0 |
1,215.7 |
83.3 |
6.5% |
18.9 |
1.5% |
90% |
True |
False |
173,040 |
40 |
1,299.0 |
1,207.7 |
91.3 |
7.1% |
21.1 |
1.6% |
91% |
True |
False |
119,948 |
60 |
1,299.0 |
1,141.0 |
158.0 |
12.2% |
22.9 |
1.8% |
95% |
True |
False |
82,794 |
80 |
1,299.0 |
1,071.8 |
227.2 |
17.6% |
21.0 |
1.6% |
96% |
True |
False |
63,448 |
100 |
1,299.0 |
1,048.3 |
250.7 |
19.4% |
19.3 |
1.5% |
97% |
True |
False |
51,105 |
120 |
1,299.0 |
1,047.2 |
251.8 |
19.5% |
18.4 |
1.4% |
97% |
True |
False |
43,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,435.0 |
2.618 |
1,382.8 |
1.618 |
1,350.8 |
1.000 |
1,331.0 |
0.618 |
1,318.8 |
HIGH |
1,299.0 |
0.618 |
1,286.8 |
0.500 |
1,283.0 |
0.382 |
1,279.2 |
LOW |
1,267.0 |
0.618 |
1,247.2 |
1.000 |
1,235.0 |
1.618 |
1,215.2 |
2.618 |
1,183.2 |
4.250 |
1,131.0 |
|
|
Fisher Pivots for day following 29-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,288.0 |
1,283.4 |
PP |
1,285.5 |
1,276.2 |
S1 |
1,283.0 |
1,269.1 |
|