Trading Metrics calculated at close of trading on 01-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
5,040.0 |
5,037.0 |
-3.0 |
-0.1% |
5,064.0 |
High |
5,086.0 |
5,040.0 |
-46.0 |
-0.9% |
5,100.0 |
Low |
5,035.0 |
4,957.0 |
-78.0 |
-1.5% |
4,957.0 |
Close |
5,066.0 |
4,976.0 |
-90.0 |
-1.8% |
4,976.0 |
Range |
51.0 |
83.0 |
32.0 |
62.7% |
143.0 |
ATR |
68.9 |
71.7 |
2.9 |
4.2% |
0.0 |
Volume |
30,741 |
36,009 |
5,268 |
17.1% |
123,410 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,240.0 |
5,191.0 |
5,021.7 |
|
R3 |
5,157.0 |
5,108.0 |
4,998.8 |
|
R2 |
5,074.0 |
5,074.0 |
4,991.2 |
|
R1 |
5,025.0 |
5,025.0 |
4,983.6 |
5,008.0 |
PP |
4,991.0 |
4,991.0 |
4,991.0 |
4,982.5 |
S1 |
4,942.0 |
4,942.0 |
4,968.4 |
4,925.0 |
S2 |
4,908.0 |
4,908.0 |
4,960.8 |
|
S3 |
4,825.0 |
4,859.0 |
4,953.2 |
|
S4 |
4,742.0 |
4,776.0 |
4,930.4 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,440.0 |
5,351.0 |
5,054.7 |
|
R3 |
5,297.0 |
5,208.0 |
5,015.3 |
|
R2 |
5,154.0 |
5,154.0 |
5,002.2 |
|
R1 |
5,065.0 |
5,065.0 |
4,989.1 |
5,038.0 |
PP |
5,011.0 |
5,011.0 |
5,011.0 |
4,997.5 |
S1 |
4,922.0 |
4,922.0 |
4,962.9 |
4,895.0 |
S2 |
4,868.0 |
4,868.0 |
4,949.8 |
|
S3 |
4,725.0 |
4,779.0 |
4,936.7 |
|
S4 |
4,582.0 |
4,636.0 |
4,897.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,100.0 |
4,957.0 |
143.0 |
2.9% |
73.6 |
1.5% |
13% |
False |
True |
29,456 |
10 |
5,214.0 |
4,957.0 |
257.0 |
5.2% |
63.9 |
1.3% |
7% |
False |
True |
26,718 |
20 |
5,214.0 |
4,957.0 |
257.0 |
5.2% |
57.4 |
1.2% |
7% |
False |
True |
28,228 |
40 |
5,214.0 |
4,649.0 |
565.0 |
11.4% |
58.8 |
1.2% |
58% |
False |
False |
14,239 |
60 |
5,214.0 |
4,649.0 |
565.0 |
11.4% |
47.4 |
1.0% |
58% |
False |
False |
9,503 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.7% |
38.8 |
0.8% |
52% |
False |
False |
7,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,392.8 |
2.618 |
5,257.3 |
1.618 |
5,174.3 |
1.000 |
5,123.0 |
0.618 |
5,091.3 |
HIGH |
5,040.0 |
0.618 |
5,008.3 |
0.500 |
4,998.5 |
0.382 |
4,988.7 |
LOW |
4,957.0 |
0.618 |
4,905.7 |
1.000 |
4,874.0 |
1.618 |
4,822.7 |
2.618 |
4,739.7 |
4.250 |
4,604.3 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,998.5 |
5,021.5 |
PP |
4,991.0 |
5,006.3 |
S1 |
4,983.5 |
4,991.2 |
|