Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,499.75 |
4,476.00 |
-23.75 |
-0.5% |
4,401.50 |
High |
4,501.50 |
4,537.75 |
36.25 |
0.8% |
4,529.50 |
Low |
4,456.50 |
4,467.25 |
10.75 |
0.2% |
4,374.00 |
Close |
4,469.50 |
4,535.00 |
65.50 |
1.5% |
4,528.50 |
Range |
45.00 |
70.50 |
25.50 |
56.7% |
155.50 |
ATR |
63.21 |
63.73 |
0.52 |
0.8% |
0.00 |
Volume |
218,944 |
241,958 |
23,014 |
10.5% |
1,022,179 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,724.75 |
4,700.50 |
4,573.75 |
|
R3 |
4,654.25 |
4,630.00 |
4,554.50 |
|
R2 |
4,583.75 |
4,583.75 |
4,548.00 |
|
R1 |
4,559.50 |
4,559.50 |
4,541.50 |
4,571.50 |
PP |
4,513.25 |
4,513.25 |
4,513.25 |
4,519.50 |
S1 |
4,489.00 |
4,489.00 |
4,528.50 |
4,501.00 |
S2 |
4,442.75 |
4,442.75 |
4,522.00 |
|
S3 |
4,372.25 |
4,418.50 |
4,515.50 |
|
S4 |
4,301.75 |
4,348.00 |
4,496.25 |
|
|
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% |
57.00 |
1.3% |
91% |
False |
False |
217,395 |
10 |
4,543.75 |
4,365.00 |
178.75 |
3.9% |
56.75 |
1.2% |
95% |
False |
False |
208,076 |
20 |
4,543.75 |
4,220.25 |
323.50 |
7.1% |
57.00 |
1.3% |
97% |
False |
False |
198,299 |
40 |
4,543.75 |
3,856.50 |
687.25 |
15.2% |
70.50 |
1.6% |
99% |
False |
False |
99,771 |
60 |
4,543.75 |
3,856.50 |
687.25 |
15.2% |
89.75 |
2.0% |
99% |
False |
False |
66,588 |
80 |
4,691.00 |
3,856.50 |
834.50 |
18.4% |
86.50 |
1.9% |
81% |
False |
False |
49,956 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.0% |
78.25 |
1.7% |
79% |
False |
False |
39,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,837.50 |
2.618 |
4,722.25 |
1.618 |
4,651.75 |
1.000 |
4,608.25 |
0.618 |
4,581.25 |
HIGH |
4,537.75 |
0.618 |
4,510.75 |
0.500 |
4,502.50 |
0.382 |
4,494.25 |
LOW |
4,467.25 |
0.618 |
4,423.75 |
1.000 |
4,396.75 |
1.618 |
4,353.25 |
2.618 |
4,282.75 |
4.250 |
4,167.50 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,524.25 |
4,523.50 |
PP |
4,513.25 |
4,511.75 |
S1 |
4,502.50 |
4,500.00 |
|