Trading Metrics calculated at close of trading on 08-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,946.0 |
4,886.0 |
-60.0 |
-1.2% |
4,993.0 |
High |
4,969.0 |
4,935.0 |
-34.0 |
-0.7% |
5,031.0 |
Low |
4,933.0 |
4,871.0 |
-62.0 |
-1.3% |
4,871.0 |
Close |
4,945.0 |
4,912.0 |
-33.0 |
-0.7% |
4,912.0 |
Range |
36.0 |
64.0 |
28.0 |
77.8% |
160.0 |
ATR |
68.7 |
69.1 |
0.4 |
0.6% |
0.0 |
Volume |
20,529 |
24,260 |
3,731 |
18.2% |
126,814 |
|
Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,098.0 |
5,069.0 |
4,947.2 |
|
R3 |
5,034.0 |
5,005.0 |
4,929.6 |
|
R2 |
4,970.0 |
4,970.0 |
4,923.7 |
|
R1 |
4,941.0 |
4,941.0 |
4,917.9 |
4,955.5 |
PP |
4,906.0 |
4,906.0 |
4,906.0 |
4,913.3 |
S1 |
4,877.0 |
4,877.0 |
4,906.1 |
4,891.5 |
S2 |
4,842.0 |
4,842.0 |
4,900.3 |
|
S3 |
4,778.0 |
4,813.0 |
4,894.4 |
|
S4 |
4,714.0 |
4,749.0 |
4,876.8 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,418.0 |
5,325.0 |
5,000.0 |
|
R3 |
5,258.0 |
5,165.0 |
4,956.0 |
|
R2 |
5,098.0 |
5,098.0 |
4,941.3 |
|
R1 |
5,005.0 |
5,005.0 |
4,926.7 |
4,971.5 |
PP |
4,938.0 |
4,938.0 |
4,938.0 |
4,921.3 |
S1 |
4,845.0 |
4,845.0 |
4,897.3 |
4,811.5 |
S2 |
4,778.0 |
4,778.0 |
4,882.7 |
|
S3 |
4,618.0 |
4,685.0 |
4,868.0 |
|
S4 |
4,458.0 |
4,525.0 |
4,824.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,031.0 |
4,871.0 |
160.0 |
3.3% |
61.2 |
1.2% |
26% |
False |
True |
25,362 |
10 |
5,100.0 |
4,871.0 |
229.0 |
4.7% |
67.4 |
1.4% |
18% |
False |
True |
27,409 |
20 |
5,214.0 |
4,871.0 |
343.0 |
7.0% |
60.4 |
1.2% |
12% |
False |
True |
34,232 |
40 |
5,214.0 |
4,685.0 |
529.0 |
10.8% |
58.7 |
1.2% |
43% |
False |
False |
17,400 |
60 |
5,214.0 |
4,649.0 |
565.0 |
11.5% |
51.5 |
1.0% |
47% |
False |
False |
11,616 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.9% |
42.6 |
0.9% |
42% |
False |
False |
8,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,207.0 |
2.618 |
5,102.6 |
1.618 |
5,038.6 |
1.000 |
4,999.0 |
0.618 |
4,974.6 |
HIGH |
4,935.0 |
0.618 |
4,910.6 |
0.500 |
4,903.0 |
0.382 |
4,895.4 |
LOW |
4,871.0 |
0.618 |
4,831.4 |
1.000 |
4,807.0 |
1.618 |
4,767.4 |
2.618 |
4,703.4 |
4.250 |
4,599.0 |
|
|
Fisher Pivots for day following 08-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,909.0 |
4,920.0 |
PP |
4,906.0 |
4,917.3 |
S1 |
4,903.0 |
4,914.7 |
|