Trading Metrics calculated at close of trading on 01-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
10,058.0 |
9,915.0 |
-143.0 |
-1.4% |
9,945.0 |
High |
10,070.5 |
9,919.0 |
-151.5 |
-1.5% |
10,139.0 |
Low |
9,963.0 |
9,712.5 |
-250.5 |
-2.5% |
9,712.5 |
Close |
10,000.0 |
9,838.0 |
-162.0 |
-1.6% |
9,838.0 |
Range |
107.5 |
206.5 |
99.0 |
92.1% |
426.5 |
ATR |
209.2 |
214.8 |
5.6 |
2.7% |
0.0 |
Volume |
143,509 |
116,125 |
-27,384 |
-19.1% |
436,455 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,442.7 |
10,346.8 |
9,951.6 |
|
R3 |
10,236.2 |
10,140.3 |
9,894.8 |
|
R2 |
10,029.7 |
10,029.7 |
9,875.9 |
|
R1 |
9,933.8 |
9,933.8 |
9,856.9 |
9,878.5 |
PP |
9,823.2 |
9,823.2 |
9,823.2 |
9,795.5 |
S1 |
9,727.3 |
9,727.3 |
9,819.1 |
9,672.0 |
S2 |
9,616.7 |
9,616.7 |
9,800.1 |
|
S3 |
9,410.2 |
9,520.8 |
9,781.2 |
|
S4 |
9,203.7 |
9,314.3 |
9,724.4 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,176.0 |
10,933.5 |
10,072.6 |
|
R3 |
10,749.5 |
10,507.0 |
9,955.3 |
|
R2 |
10,323.0 |
10,323.0 |
9,916.2 |
|
R1 |
10,080.5 |
10,080.5 |
9,877.1 |
9,988.5 |
PP |
9,896.5 |
9,896.5 |
9,896.5 |
9,850.5 |
S1 |
9,654.0 |
9,654.0 |
9,798.9 |
9,562.0 |
S2 |
9,470.0 |
9,470.0 |
9,759.8 |
|
S3 |
9,043.5 |
9,227.5 |
9,720.7 |
|
S4 |
8,617.0 |
8,801.0 |
9,603.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,139.0 |
9,712.5 |
426.5 |
4.3% |
156.9 |
1.6% |
29% |
False |
True |
105,213 |
10 |
10,153.0 |
9,712.5 |
440.5 |
4.5% |
189.0 |
1.9% |
28% |
False |
True |
93,535 |
20 |
10,153.0 |
9,436.5 |
716.5 |
7.3% |
189.6 |
1.9% |
56% |
False |
False |
61,254 |
40 |
10,153.0 |
8,730.0 |
1,423.0 |
14.5% |
204.2 |
2.1% |
78% |
False |
False |
31,050 |
60 |
10,201.5 |
8,730.0 |
1,471.5 |
15.0% |
220.1 |
2.2% |
75% |
False |
False |
21,023 |
80 |
11,026.0 |
8,730.0 |
2,296.0 |
23.3% |
212.0 |
2.2% |
48% |
False |
False |
15,926 |
100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.7% |
196.9 |
2.0% |
41% |
False |
False |
12,752 |
120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.7% |
179.6 |
1.8% |
41% |
False |
False |
10,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,796.6 |
2.618 |
10,459.6 |
1.618 |
10,253.1 |
1.000 |
10,125.5 |
0.618 |
10,046.6 |
HIGH |
9,919.0 |
0.618 |
9,840.1 |
0.500 |
9,815.8 |
0.382 |
9,791.4 |
LOW |
9,712.5 |
0.618 |
9,584.9 |
1.000 |
9,506.0 |
1.618 |
9,378.4 |
2.618 |
9,171.9 |
4.250 |
8,834.9 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
9,830.6 |
9,925.8 |
PP |
9,823.2 |
9,896.5 |
S1 |
9,815.8 |
9,867.3 |
|