Trading Metrics calculated at close of trading on 04-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,477.75 |
4,526.75 |
49.00 |
1.1% |
4,401.50 |
High |
4,529.50 |
4,543.75 |
14.25 |
0.3% |
4,529.50 |
Low |
4,441.50 |
4,495.25 |
53.75 |
1.2% |
4,374.00 |
Close |
4,528.50 |
4,500.25 |
-28.25 |
-0.6% |
4,528.50 |
Range |
88.00 |
48.50 |
-39.50 |
-44.9% |
155.50 |
ATR |
65.85 |
64.61 |
-1.24 |
-1.9% |
0.00 |
Volume |
245,916 |
189,635 |
-56,281 |
-22.9% |
1,022,179 |
|
Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,658.50 |
4,628.00 |
4,527.00 |
|
R3 |
4,610.00 |
4,579.50 |
4,513.50 |
|
R2 |
4,561.50 |
4,561.50 |
4,509.25 |
|
R1 |
4,531.00 |
4,531.00 |
4,504.75 |
4,522.00 |
PP |
4,513.00 |
4,513.00 |
4,513.00 |
4,508.50 |
S1 |
4,482.50 |
4,482.50 |
4,495.75 |
4,473.50 |
S2 |
4,464.50 |
4,464.50 |
4,491.25 |
|
S3 |
4,416.00 |
4,434.00 |
4,487.00 |
|
S4 |
4,367.50 |
4,385.50 |
4,473.50 |
|
|
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 |
4,543.75 |
4,374.00 |
169.75 |
3.8% |
62.50 |
1.4% |
74% |
True |
False |
215,618 |
10 |
4,543.75 |
4,365.00 |
178.75 |
4.0% |
55.25 |
1.2% |
76% |
True |
False |
197,981 |
20 |
4,543.75 |
4,220.25 |
323.50 |
7.2% |
57.00 |
1.3% |
87% |
True |
False |
175,898 |
40 |
4,543.75 |
3,856.50 |
687.25 |
15.3% |
76.00 |
1.7% |
94% |
True |
False |
88,269 |
60 |
4,543.75 |
3,856.50 |
687.25 |
15.3% |
92.50 |
2.1% |
94% |
True |
False |
58,912 |
80 |
4,692.25 |
3,856.50 |
835.75 |
18.6% |
87.00 |
1.9% |
77% |
False |
False |
44,195 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.2% |
77.50 |
1.7% |
75% |
False |
False |
35,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,750.00 |
2.618 |
4,670.75 |
1.618 |
4,622.25 |
1.000 |
4,592.25 |
0.618 |
4,573.75 |
HIGH |
4,543.75 |
0.618 |
4,525.25 |
0.500 |
4,519.50 |
0.382 |
4,513.75 |
LOW |
4,495.25 |
0.618 |
4,465.25 |
1.000 |
4,446.75 |
1.618 |
4,416.75 |
2.618 |
4,368.25 |
4.250 |
4,289.00 |
|
|
Fisher Pivots for day following 04-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,519.50 |
4,497.75 |
PP |
4,513.00 |
4,495.25 |
S1 |
4,506.75 |
4,492.50 |
|