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 |
4,480.25 |
4,477.75 |
-2.50 |
-0.1% |
4,401.50 |
High |
4,495.50 |
4,529.50 |
34.00 |
0.8% |
4,529.50 |
Low |
4,462.25 |
4,441.50 |
-20.75 |
-0.5% |
4,374.00 |
Close |
4,476.25 |
4,528.50 |
52.25 |
1.2% |
4,528.50 |
Range |
33.25 |
88.00 |
54.75 |
164.7% |
155.50 |
ATR |
64.15 |
65.85 |
1.70 |
2.7% |
0.00 |
Volume |
190,526 |
245,916 |
55,390 |
29.1% |
1,022,179 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,763.75 |
4,734.25 |
4,577.00 |
|
R3 |
4,675.75 |
4,646.25 |
4,552.75 |
|
R2 |
4,587.75 |
4,587.75 |
4,544.75 |
|
R1 |
4,558.25 |
4,558.25 |
4,536.50 |
4,573.00 |
PP |
4,499.75 |
4,499.75 |
4,499.75 |
4,507.25 |
S1 |
4,470.25 |
4,470.25 |
4,520.50 |
4,485.00 |
S2 |
4,411.75 |
4,411.75 |
4,512.25 |
|
S3 |
4,323.75 |
4,382.25 |
4,504.25 |
|
S4 |
4,235.75 |
4,294.25 |
4,480.00 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,943.75 |
4,891.75 |
4,614.00 |
|
R3 |
4,788.25 |
4,736.25 |
4,571.25 |
|
R2 |
4,632.75 |
4,632.75 |
4,557.00 |
|
R1 |
4,580.75 |
4,580.75 |
4,542.75 |
4,606.75 |
PP |
4,477.25 |
4,477.25 |
4,477.25 |
4,490.50 |
S1 |
4,425.25 |
4,425.25 |
4,514.25 |
4,451.25 |
S2 |
4,321.75 |
4,321.75 |
4,500.00 |
|
S3 |
4,166.25 |
4,269.75 |
4,485.75 |
|
S4 |
4,010.75 |
4,114.25 |
4,443.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,529.50 |
4,374.00 |
155.50 |
3.4% |
61.75 |
1.4% |
99% |
True |
False |
204,435 |
10 |
4,529.50 |
4,365.00 |
164.50 |
3.6% |
54.00 |
1.2% |
99% |
True |
False |
203,062 |
20 |
4,529.50 |
4,220.25 |
309.25 |
6.8% |
57.25 |
1.3% |
100% |
True |
False |
166,479 |
40 |
4,529.50 |
3,856.50 |
673.00 |
14.9% |
76.75 |
1.7% |
100% |
True |
False |
83,532 |
60 |
4,529.50 |
3,856.50 |
673.00 |
14.9% |
93.50 |
2.1% |
100% |
True |
False |
55,753 |
80 |
4,710.50 |
3,856.50 |
854.00 |
18.9% |
87.00 |
1.9% |
79% |
False |
False |
41,825 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.1% |
77.25 |
1.7% |
78% |
False |
False |
33,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,903.50 |
2.618 |
4,760.00 |
1.618 |
4,672.00 |
1.000 |
4,617.50 |
0.618 |
4,584.00 |
HIGH |
4,529.50 |
0.618 |
4,496.00 |
0.500 |
4,485.50 |
0.382 |
4,475.00 |
LOW |
4,441.50 |
0.618 |
4,387.00 |
1.000 |
4,353.50 |
1.618 |
4,299.00 |
2.618 |
4,211.00 |
4.250 |
4,067.50 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,514.25 |
4,514.25 |
PP |
4,499.75 |
4,499.75 |
S1 |
4,485.50 |
4,485.50 |
|