Trading Metrics calculated at close of trading on 07-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,476.00 |
4,533.50 |
57.50 |
1.3% |
4,401.50 |
High |
4,537.75 |
4,539.50 |
1.75 |
0.0% |
4,529.50 |
Low |
4,467.25 |
4,450.75 |
-16.50 |
-0.4% |
4,374.00 |
Close |
4,535.00 |
4,470.25 |
-64.75 |
-1.4% |
4,528.50 |
Range |
70.50 |
88.75 |
18.25 |
25.9% |
155.50 |
ATR |
63.73 |
65.52 |
1.79 |
2.8% |
0.00 |
Volume |
241,958 |
260,817 |
18,859 |
7.8% |
1,022,179 |
|
Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,753.00 |
4,700.50 |
4,519.00 |
|
R3 |
4,664.25 |
4,611.75 |
4,494.75 |
|
R2 |
4,575.50 |
4,575.50 |
4,486.50 |
|
R1 |
4,523.00 |
4,523.00 |
4,478.50 |
4,505.00 |
PP |
4,486.75 |
4,486.75 |
4,486.75 |
4,477.75 |
S1 |
4,434.25 |
4,434.25 |
4,462.00 |
4,416.00 |
S2 |
4,398.00 |
4,398.00 |
4,454.00 |
|
S3 |
4,309.25 |
4,345.50 |
4,445.75 |
|
S4 |
4,220.50 |
4,256.75 |
4,421.50 |
|
|
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 |
4,441.50 |
102.25 |
2.3% |
68.25 |
1.5% |
28% |
False |
False |
231,454 |
10 |
4,543.75 |
4,365.00 |
178.75 |
4.0% |
59.75 |
1.3% |
59% |
False |
False |
212,954 |
20 |
4,543.75 |
4,220.25 |
323.50 |
7.2% |
59.25 |
1.3% |
77% |
False |
False |
210,804 |
40 |
4,543.75 |
3,856.50 |
687.25 |
15.4% |
70.25 |
1.6% |
89% |
False |
False |
106,289 |
60 |
4,543.75 |
3,856.50 |
687.25 |
15.4% |
89.75 |
2.0% |
89% |
False |
False |
70,933 |
80 |
4,691.00 |
3,856.50 |
834.50 |
18.7% |
87.25 |
1.9% |
74% |
False |
False |
53,216 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.3% |
78.75 |
1.8% |
71% |
False |
False |
42,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,916.75 |
2.618 |
4,771.75 |
1.618 |
4,683.00 |
1.000 |
4,628.25 |
0.618 |
4,594.25 |
HIGH |
4,539.50 |
0.618 |
4,505.50 |
0.500 |
4,495.00 |
0.382 |
4,484.75 |
LOW |
4,450.75 |
0.618 |
4,396.00 |
1.000 |
4,362.00 |
1.618 |
4,307.25 |
2.618 |
4,218.50 |
4.250 |
4,073.50 |
|
|
Fisher Pivots for day following 07-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,495.00 |
4,495.00 |
PP |
4,486.75 |
4,486.75 |
S1 |
4,478.50 |
4,478.50 |
|