Trading Metrics calculated at close of trading on 11-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,886.0 |
4,932.0 |
46.0 |
0.9% |
4,993.0 |
High |
4,935.0 |
4,937.0 |
2.0 |
0.0% |
5,031.0 |
Low |
4,871.0 |
4,889.0 |
18.0 |
0.4% |
4,871.0 |
Close |
4,912.0 |
4,902.0 |
-10.0 |
-0.2% |
4,912.0 |
Range |
64.0 |
48.0 |
-16.0 |
-25.0% |
160.0 |
ATR |
69.1 |
67.5 |
-1.5 |
-2.2% |
0.0 |
Volume |
24,260 |
17,160 |
-7,100 |
-29.3% |
126,814 |
|
Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,053.3 |
5,025.7 |
4,928.4 |
|
R3 |
5,005.3 |
4,977.7 |
4,915.2 |
|
R2 |
4,957.3 |
4,957.3 |
4,910.8 |
|
R1 |
4,929.7 |
4,929.7 |
4,906.4 |
4,919.5 |
PP |
4,909.3 |
4,909.3 |
4,909.3 |
4,904.3 |
S1 |
4,881.7 |
4,881.7 |
4,897.6 |
4,871.5 |
S2 |
4,861.3 |
4,861.3 |
4,893.2 |
|
S3 |
4,813.3 |
4,833.7 |
4,888.8 |
|
S4 |
4,765.3 |
4,785.7 |
4,875.6 |
|
|
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 |
4,980.0 |
4,871.0 |
109.0 |
2.2% |
59.2 |
1.2% |
28% |
False |
False |
24,484 |
10 |
5,100.0 |
4,871.0 |
229.0 |
4.7% |
68.0 |
1.4% |
14% |
False |
False |
26,738 |
20 |
5,214.0 |
4,871.0 |
343.0 |
7.0% |
61.3 |
1.3% |
9% |
False |
False |
34,940 |
40 |
5,214.0 |
4,685.0 |
529.0 |
10.8% |
58.8 |
1.2% |
41% |
False |
False |
17,826 |
60 |
5,214.0 |
4,649.0 |
565.0 |
11.5% |
52.3 |
1.1% |
45% |
False |
False |
11,902 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.9% |
43.2 |
0.9% |
40% |
False |
False |
8,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,141.0 |
2.618 |
5,062.7 |
1.618 |
5,014.7 |
1.000 |
4,985.0 |
0.618 |
4,966.7 |
HIGH |
4,937.0 |
0.618 |
4,918.7 |
0.500 |
4,913.0 |
0.382 |
4,907.3 |
LOW |
4,889.0 |
0.618 |
4,859.3 |
1.000 |
4,841.0 |
1.618 |
4,811.3 |
2.618 |
4,763.3 |
4.250 |
4,685.0 |
|
|
Fisher Pivots for day following 11-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,913.0 |
4,920.0 |
PP |
4,909.3 |
4,914.0 |
S1 |
4,905.7 |
4,908.0 |
|