Trading Metrics calculated at close of trading on 27-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,472.25 |
4,405.00 |
-67.25 |
-1.5% |
4,518.75 |
High |
4,489.75 |
4,433.75 |
-56.00 |
-1.2% |
4,584.50 |
Low |
4,420.25 |
4,372.25 |
-48.00 |
-1.1% |
4,431.00 |
Close |
4,452.50 |
4,423.75 |
-28.75 |
-0.6% |
4,465.75 |
Range |
69.50 |
61.50 |
-8.00 |
-11.5% |
153.50 |
ATR |
61.19 |
62.55 |
1.36 |
2.2% |
0.00 |
Volume |
212,776 |
306,378 |
93,602 |
44.0% |
1,155,028 |
|
Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,594.50 |
4,570.50 |
4,457.50 |
|
R3 |
4,533.00 |
4,509.00 |
4,440.75 |
|
R2 |
4,471.50 |
4,471.50 |
4,435.00 |
|
R1 |
4,447.50 |
4,447.50 |
4,429.50 |
4,459.50 |
PP |
4,410.00 |
4,410.00 |
4,410.00 |
4,416.00 |
S1 |
4,386.00 |
4,386.00 |
4,418.00 |
4,398.00 |
S2 |
4,348.50 |
4,348.50 |
4,412.50 |
|
S3 |
4,287.00 |
4,324.50 |
4,406.75 |
|
S4 |
4,225.50 |
4,263.00 |
4,390.00 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,954.25 |
4,863.50 |
4,550.25 |
|
R3 |
4,800.75 |
4,710.00 |
4,508.00 |
|
R2 |
4,647.25 |
4,647.25 |
4,494.00 |
|
R1 |
4,556.50 |
4,556.50 |
4,479.75 |
4,525.00 |
PP |
4,493.75 |
4,493.75 |
4,493.75 |
4,478.00 |
S1 |
4,403.00 |
4,403.00 |
4,451.75 |
4,371.50 |
S2 |
4,340.25 |
4,340.25 |
4,437.50 |
|
S3 |
4,186.75 |
4,249.50 |
4,423.50 |
|
S4 |
4,033.25 |
4,096.00 |
4,381.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,551.75 |
4,372.25 |
179.50 |
4.1% |
61.75 |
1.4% |
29% |
False |
True |
243,364 |
10 |
4,584.50 |
4,372.25 |
212.25 |
4.8% |
55.75 |
1.3% |
24% |
False |
True |
218,231 |
20 |
4,584.50 |
4,372.25 |
212.25 |
4.8% |
59.50 |
1.3% |
24% |
False |
True |
224,342 |
40 |
4,584.50 |
4,220.25 |
364.25 |
8.2% |
58.00 |
1.3% |
56% |
False |
False |
184,530 |
60 |
4,584.50 |
3,856.50 |
728.00 |
16.5% |
72.75 |
1.6% |
78% |
False |
False |
123,199 |
80 |
4,601.00 |
3,856.50 |
744.50 |
16.8% |
86.25 |
2.0% |
76% |
False |
False |
92,448 |
100 |
4,710.50 |
3,856.50 |
854.00 |
19.3% |
81.75 |
1.8% |
66% |
False |
False |
73,964 |
120 |
4,719.75 |
3,856.50 |
863.25 |
19.5% |
73.75 |
1.7% |
66% |
False |
False |
61,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,695.00 |
2.618 |
4,594.75 |
1.618 |
4,533.25 |
1.000 |
4,495.25 |
0.618 |
4,471.75 |
HIGH |
4,433.75 |
0.618 |
4,410.25 |
0.500 |
4,403.00 |
0.382 |
4,395.75 |
LOW |
4,372.25 |
0.618 |
4,334.25 |
1.000 |
4,310.75 |
1.618 |
4,272.75 |
2.618 |
4,211.25 |
4.250 |
4,111.00 |
|
|
Fisher Pivots for day following 27-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,416.75 |
4,431.00 |
PP |
4,410.00 |
4,428.50 |
S1 |
4,403.00 |
4,426.25 |
|