Trading Metrics calculated at close of trading on 04-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
5,037.0 |
4,993.0 |
-44.0 |
-0.9% |
5,064.0 |
High |
5,040.0 |
5,031.0 |
-9.0 |
-0.2% |
5,100.0 |
Low |
4,957.0 |
4,973.0 |
16.0 |
0.3% |
4,957.0 |
Close |
4,976.0 |
4,980.0 |
4.0 |
0.1% |
4,976.0 |
Range |
83.0 |
58.0 |
-25.0 |
-30.1% |
143.0 |
ATR |
71.7 |
70.7 |
-1.0 |
-1.4% |
0.0 |
Volume |
36,009 |
21,550 |
-14,459 |
-40.2% |
123,410 |
|
Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,168.7 |
5,132.3 |
5,011.9 |
|
R3 |
5,110.7 |
5,074.3 |
4,996.0 |
|
R2 |
5,052.7 |
5,052.7 |
4,990.6 |
|
R1 |
5,016.3 |
5,016.3 |
4,985.3 |
5,005.5 |
PP |
4,994.7 |
4,994.7 |
4,994.7 |
4,989.3 |
S1 |
4,958.3 |
4,958.3 |
4,974.7 |
4,947.5 |
S2 |
4,936.7 |
4,936.7 |
4,969.4 |
|
S3 |
4,878.7 |
4,900.3 |
4,964.1 |
|
S4 |
4,820.7 |
4,842.3 |
4,948.1 |
|
|
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% |
76.8 |
1.5% |
16% |
False |
False |
28,992 |
10 |
5,214.0 |
4,957.0 |
257.0 |
5.2% |
63.5 |
1.3% |
9% |
False |
False |
24,968 |
20 |
5,214.0 |
4,957.0 |
257.0 |
5.2% |
57.0 |
1.1% |
9% |
False |
False |
29,279 |
40 |
5,214.0 |
4,649.0 |
565.0 |
11.3% |
60.2 |
1.2% |
59% |
False |
False |
14,775 |
60 |
5,214.0 |
4,649.0 |
565.0 |
11.3% |
48.4 |
1.0% |
59% |
False |
False |
9,862 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.7% |
39.5 |
0.8% |
52% |
False |
False |
7,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,277.5 |
2.618 |
5,182.8 |
1.618 |
5,124.8 |
1.000 |
5,089.0 |
0.618 |
5,066.8 |
HIGH |
5,031.0 |
0.618 |
5,008.8 |
0.500 |
5,002.0 |
0.382 |
4,995.2 |
LOW |
4,973.0 |
0.618 |
4,937.2 |
1.000 |
4,915.0 |
1.618 |
4,879.2 |
2.618 |
4,821.2 |
4.250 |
4,726.5 |
|
|
Fisher Pivots for day following 04-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
5,002.0 |
5,021.5 |
PP |
4,994.7 |
5,007.7 |
S1 |
4,987.3 |
4,993.8 |
|