Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,975.0 |
4,904.0 |
-71.0 |
-1.4% |
5,064.0 |
High |
4,980.0 |
4,942.0 |
-38.0 |
-0.8% |
5,100.0 |
Low |
4,888.0 |
4,886.0 |
-2.0 |
0.0% |
4,957.0 |
Close |
4,908.0 |
4,932.0 |
24.0 |
0.5% |
4,976.0 |
Range |
92.0 |
56.0 |
-36.0 |
-39.1% |
143.0 |
ATR |
72.3 |
71.1 |
-1.2 |
-1.6% |
0.0 |
Volume |
33,171 |
27,304 |
-5,867 |
-17.7% |
123,410 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,088.0 |
5,066.0 |
4,962.8 |
|
R3 |
5,032.0 |
5,010.0 |
4,947.4 |
|
R2 |
4,976.0 |
4,976.0 |
4,942.3 |
|
R1 |
4,954.0 |
4,954.0 |
4,937.1 |
4,965.0 |
PP |
4,920.0 |
4,920.0 |
4,920.0 |
4,925.5 |
S1 |
4,898.0 |
4,898.0 |
4,926.9 |
4,909.0 |
S2 |
4,864.0 |
4,864.0 |
4,921.7 |
|
S3 |
4,808.0 |
4,842.0 |
4,916.6 |
|
S4 |
4,752.0 |
4,786.0 |
4,901.2 |
|
|
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 |
5,086.0 |
4,886.0 |
200.0 |
4.1% |
68.0 |
1.4% |
23% |
False |
True |
29,755 |
10 |
5,180.0 |
4,886.0 |
294.0 |
6.0% |
67.0 |
1.4% |
16% |
False |
True |
26,838 |
20 |
5,214.0 |
4,886.0 |
328.0 |
6.7% |
63.0 |
1.3% |
14% |
False |
True |
32,260 |
40 |
5,214.0 |
4,649.0 |
565.0 |
11.5% |
62.7 |
1.3% |
50% |
False |
False |
16,286 |
60 |
5,214.0 |
4,649.0 |
565.0 |
11.5% |
50.4 |
1.0% |
50% |
False |
False |
10,870 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.8% |
41.4 |
0.8% |
45% |
False |
False |
8,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,180.0 |
2.618 |
5,088.6 |
1.618 |
5,032.6 |
1.000 |
4,998.0 |
0.618 |
4,976.6 |
HIGH |
4,942.0 |
0.618 |
4,920.6 |
0.500 |
4,914.0 |
0.382 |
4,907.4 |
LOW |
4,886.0 |
0.618 |
4,851.4 |
1.000 |
4,830.0 |
1.618 |
4,795.4 |
2.618 |
4,739.4 |
4.250 |
4,648.0 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,926.0 |
4,958.5 |
PP |
4,920.0 |
4,949.7 |
S1 |
4,914.0 |
4,940.8 |
|