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 |
4,526.75 |
4,499.75 |
-27.00 |
-0.6% |
4,401.50 |
High |
4,543.75 |
4,501.50 |
-42.25 |
-0.9% |
4,529.50 |
Low |
4,495.25 |
4,456.50 |
-38.75 |
-0.9% |
4,374.00 |
Close |
4,500.25 |
4,469.50 |
-30.75 |
-0.7% |
4,528.50 |
Range |
48.50 |
45.00 |
-3.50 |
-7.2% |
155.50 |
ATR |
64.61 |
63.21 |
-1.40 |
-2.2% |
0.00 |
Volume |
189,635 |
218,944 |
29,309 |
15.5% |
1,022,179 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,610.75 |
4,585.25 |
4,494.25 |
|
R3 |
4,565.75 |
4,540.25 |
4,482.00 |
|
R2 |
4,520.75 |
4,520.75 |
4,477.75 |
|
R1 |
4,495.25 |
4,495.25 |
4,473.50 |
4,485.50 |
PP |
4,475.75 |
4,475.75 |
4,475.75 |
4,471.00 |
S1 |
4,450.25 |
4,450.25 |
4,465.50 |
4,440.50 |
S2 |
4,430.75 |
4,430.75 |
4,461.25 |
|
S3 |
4,385.75 |
4,405.25 |
4,457.00 |
|
S4 |
4,340.75 |
4,360.25 |
4,444.75 |
|
|
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 |
4,441.50 |
102.25 |
2.3% |
53.75 |
1.2% |
27% |
False |
False |
213,502 |
10 |
4,543.75 |
4,365.00 |
178.75 |
4.0% |
55.25 |
1.2% |
58% |
False |
False |
202,903 |
20 |
4,543.75 |
4,220.25 |
323.50 |
7.2% |
56.25 |
1.3% |
77% |
False |
False |
186,605 |
40 |
4,543.75 |
3,856.50 |
687.25 |
15.4% |
72.75 |
1.6% |
89% |
False |
False |
93,733 |
60 |
4,543.75 |
3,856.50 |
687.25 |
15.4% |
90.50 |
2.0% |
89% |
False |
False |
62,558 |
80 |
4,691.00 |
3,856.50 |
834.50 |
18.7% |
86.75 |
1.9% |
73% |
False |
False |
46,932 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.3% |
77.75 |
1.7% |
71% |
False |
False |
37,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,692.75 |
2.618 |
4,619.25 |
1.618 |
4,574.25 |
1.000 |
4,546.50 |
0.618 |
4,529.25 |
HIGH |
4,501.50 |
0.618 |
4,484.25 |
0.500 |
4,479.00 |
0.382 |
4,473.75 |
LOW |
4,456.50 |
0.618 |
4,428.75 |
1.000 |
4,411.50 |
1.618 |
4,383.75 |
2.618 |
4,338.75 |
4.250 |
4,265.25 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,479.00 |
4,492.50 |
PP |
4,475.75 |
4,485.00 |
S1 |
4,472.75 |
4,477.25 |
|