Trading Metrics calculated at close of trading on 07-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,904.0 |
4,946.0 |
42.0 |
0.9% |
5,064.0 |
High |
4,942.0 |
4,969.0 |
27.0 |
0.5% |
5,100.0 |
Low |
4,886.0 |
4,933.0 |
47.0 |
1.0% |
4,957.0 |
Close |
4,932.0 |
4,945.0 |
13.0 |
0.3% |
4,976.0 |
Range |
56.0 |
36.0 |
-20.0 |
-35.7% |
143.0 |
ATR |
71.1 |
68.7 |
-2.4 |
-3.4% |
0.0 |
Volume |
27,304 |
20,529 |
-6,775 |
-24.8% |
123,410 |
|
Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,057.0 |
5,037.0 |
4,964.8 |
|
R3 |
5,021.0 |
5,001.0 |
4,954.9 |
|
R2 |
4,985.0 |
4,985.0 |
4,951.6 |
|
R1 |
4,965.0 |
4,965.0 |
4,948.3 |
4,957.0 |
PP |
4,949.0 |
4,949.0 |
4,949.0 |
4,945.0 |
S1 |
4,929.0 |
4,929.0 |
4,941.7 |
4,921.0 |
S2 |
4,913.0 |
4,913.0 |
4,938.4 |
|
S3 |
4,877.0 |
4,893.0 |
4,935.1 |
|
S4 |
4,841.0 |
4,857.0 |
4,925.2 |
|
|
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 |
5,040.0 |
4,886.0 |
154.0 |
3.1% |
65.0 |
1.3% |
38% |
False |
False |
27,712 |
10 |
5,159.0 |
4,886.0 |
273.0 |
5.5% |
66.4 |
1.3% |
22% |
False |
False |
26,920 |
20 |
5,214.0 |
4,886.0 |
328.0 |
6.6% |
61.0 |
1.2% |
18% |
False |
False |
33,223 |
40 |
5,214.0 |
4,649.0 |
565.0 |
11.4% |
59.9 |
1.2% |
52% |
False |
False |
16,798 |
60 |
5,214.0 |
4,649.0 |
565.0 |
11.4% |
50.7 |
1.0% |
52% |
False |
False |
11,212 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.8% |
41.8 |
0.8% |
47% |
False |
False |
8,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,122.0 |
2.618 |
5,063.2 |
1.618 |
5,027.2 |
1.000 |
5,005.0 |
0.618 |
4,991.2 |
HIGH |
4,969.0 |
0.618 |
4,955.2 |
0.500 |
4,951.0 |
0.382 |
4,946.8 |
LOW |
4,933.0 |
0.618 |
4,910.8 |
1.000 |
4,897.0 |
1.618 |
4,874.8 |
2.618 |
4,838.8 |
4.250 |
4,780.0 |
|
|
Fisher Pivots for day following 07-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,951.0 |
4,941.0 |
PP |
4,949.0 |
4,937.0 |
S1 |
4,947.0 |
4,933.0 |
|