Trading Metrics calculated at close of trading on 08-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,533.50 |
4,467.50 |
-66.00 |
-1.5% |
4,526.75 |
High |
4,539.50 |
4,509.75 |
-29.75 |
-0.7% |
4,543.75 |
Low |
4,450.75 |
4,451.50 |
0.75 |
0.0% |
4,450.75 |
Close |
4,470.25 |
4,467.25 |
-3.00 |
-0.1% |
4,467.25 |
Range |
88.75 |
58.25 |
-30.50 |
-34.4% |
93.00 |
ATR |
65.52 |
65.00 |
-0.52 |
-0.8% |
0.00 |
Volume |
260,817 |
232,565 |
-28,252 |
-10.8% |
1,143,919 |
|
Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,651.00 |
4,617.25 |
4,499.25 |
|
R3 |
4,592.75 |
4,559.00 |
4,483.25 |
|
R2 |
4,534.50 |
4,534.50 |
4,478.00 |
|
R1 |
4,500.75 |
4,500.75 |
4,472.50 |
4,488.50 |
PP |
4,476.25 |
4,476.25 |
4,476.25 |
4,470.00 |
S1 |
4,442.50 |
4,442.50 |
4,462.00 |
4,430.25 |
S2 |
4,418.00 |
4,418.00 |
4,456.50 |
|
S3 |
4,359.75 |
4,384.25 |
4,451.25 |
|
S4 |
4,301.50 |
4,326.00 |
4,435.25 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,766.25 |
4,709.75 |
4,518.50 |
|
R3 |
4,673.25 |
4,616.75 |
4,492.75 |
|
R2 |
4,580.25 |
4,580.25 |
4,484.25 |
|
R1 |
4,523.75 |
4,523.75 |
4,475.75 |
4,505.50 |
PP |
4,487.25 |
4,487.25 |
4,487.25 |
4,478.00 |
S1 |
4,430.75 |
4,430.75 |
4,458.75 |
4,412.50 |
S2 |
4,394.25 |
4,394.25 |
4,450.25 |
|
S3 |
4,301.25 |
4,337.75 |
4,441.75 |
|
S4 |
4,208.25 |
4,244.75 |
4,416.00 |
|
|
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 |
4,450.75 |
93.00 |
2.1% |
62.25 |
1.4% |
18% |
False |
False |
228,783 |
10 |
4,543.75 |
4,374.00 |
169.75 |
3.8% |
62.00 |
1.4% |
55% |
False |
False |
216,609 |
20 |
4,543.75 |
4,272.75 |
271.00 |
6.1% |
56.25 |
1.3% |
72% |
False |
False |
218,582 |
40 |
4,543.75 |
3,856.50 |
687.25 |
15.4% |
68.75 |
1.5% |
89% |
False |
False |
112,093 |
60 |
4,543.75 |
3,856.50 |
687.25 |
15.4% |
89.00 |
2.0% |
89% |
False |
False |
74,807 |
80 |
4,691.00 |
3,856.50 |
834.50 |
18.7% |
86.50 |
1.9% |
73% |
False |
False |
56,123 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.3% |
78.75 |
1.8% |
71% |
False |
False |
44,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,757.25 |
2.618 |
4,662.25 |
1.618 |
4,604.00 |
1.000 |
4,568.00 |
0.618 |
4,545.75 |
HIGH |
4,509.75 |
0.618 |
4,487.50 |
0.500 |
4,480.50 |
0.382 |
4,473.75 |
LOW |
4,451.50 |
0.618 |
4,415.50 |
1.000 |
4,393.25 |
1.618 |
4,357.25 |
2.618 |
4,299.00 |
4.250 |
4,204.00 |
|
|
Fisher Pivots for day following 08-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,480.50 |
4,495.00 |
PP |
4,476.25 |
4,485.75 |
S1 |
4,471.75 |
4,476.50 |
|