Trading Metrics calculated at close of trading on 05-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
9,860.5 |
9,760.0 |
-100.5 |
-1.0% |
9,945.0 |
High |
9,946.0 |
9,760.0 |
-186.0 |
-1.9% |
10,139.0 |
Low |
9,767.0 |
9,556.0 |
-211.0 |
-2.2% |
9,712.5 |
Close |
9,842.0 |
9,614.5 |
-227.5 |
-2.3% |
9,838.0 |
Range |
179.0 |
204.0 |
25.0 |
14.0% |
426.5 |
ATR |
212.3 |
217.5 |
5.3 |
2.5% |
0.0 |
Volume |
118,372 |
113,466 |
-4,906 |
-4.1% |
436,455 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,255.5 |
10,139.0 |
9,726.7 |
|
R3 |
10,051.5 |
9,935.0 |
9,670.6 |
|
R2 |
9,847.5 |
9,847.5 |
9,651.9 |
|
R1 |
9,731.0 |
9,731.0 |
9,633.2 |
9,687.3 |
PP |
9,643.5 |
9,643.5 |
9,643.5 |
9,621.6 |
S1 |
9,527.0 |
9,527.0 |
9,595.8 |
9,483.3 |
S2 |
9,439.5 |
9,439.5 |
9,577.1 |
|
S3 |
9,235.5 |
9,323.0 |
9,558.4 |
|
S4 |
9,031.5 |
9,119.0 |
9,502.3 |
|
|
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 |
9,556.0 |
583.0 |
6.1% |
174.4 |
1.8% |
10% |
False |
True |
116,213 |
10 |
10,153.0 |
9,556.0 |
597.0 |
6.2% |
180.7 |
1.9% |
10% |
False |
True |
97,507 |
20 |
10,153.0 |
9,436.5 |
716.5 |
7.5% |
195.7 |
2.0% |
25% |
False |
False |
72,722 |
40 |
10,153.0 |
8,730.0 |
1,423.0 |
14.8% |
199.5 |
2.1% |
62% |
False |
False |
36,800 |
60 |
10,201.5 |
8,730.0 |
1,471.5 |
15.3% |
216.9 |
2.3% |
60% |
False |
False |
24,861 |
80 |
10,920.5 |
8,730.0 |
2,190.5 |
22.8% |
213.4 |
2.2% |
40% |
False |
False |
18,823 |
100 |
11,454.0 |
8,730.0 |
2,724.0 |
28.3% |
198.8 |
2.1% |
32% |
False |
False |
15,070 |
120 |
11,454.0 |
8,730.0 |
2,724.0 |
28.3% |
182.6 |
1.9% |
32% |
False |
False |
12,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,627.0 |
2.618 |
10,294.1 |
1.618 |
10,090.1 |
1.000 |
9,964.0 |
0.618 |
9,886.1 |
HIGH |
9,760.0 |
0.618 |
9,682.1 |
0.500 |
9,658.0 |
0.382 |
9,633.9 |
LOW |
9,556.0 |
0.618 |
9,429.9 |
1.000 |
9,352.0 |
1.618 |
9,225.9 |
2.618 |
9,021.9 |
4.250 |
8,689.0 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
9,658.0 |
9,751.0 |
PP |
9,643.5 |
9,705.5 |
S1 |
9,629.0 |
9,660.0 |
|