Trading Metrics calculated at close of trading on 11-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
4,467.50 |
4,470.00 |
2.50 |
0.1% |
4,526.75 |
High |
4,509.75 |
4,509.75 |
0.00 |
0.0% |
4,543.75 |
Low |
4,451.50 |
4,446.00 |
-5.50 |
-0.1% |
4,450.75 |
Close |
4,467.25 |
4,451.50 |
-15.75 |
-0.4% |
4,467.25 |
Range |
58.25 |
63.75 |
5.50 |
9.4% |
93.00 |
ATR |
65.00 |
64.91 |
-0.09 |
-0.1% |
0.00 |
Volume |
232,565 |
243,297 |
10,732 |
4.6% |
1,143,919 |
|
Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,660.25 |
4,619.75 |
4,486.50 |
|
R3 |
4,596.50 |
4,556.00 |
4,469.00 |
|
R2 |
4,532.75 |
4,532.75 |
4,463.25 |
|
R1 |
4,492.25 |
4,492.25 |
4,457.25 |
4,480.50 |
PP |
4,469.00 |
4,469.00 |
4,469.00 |
4,463.25 |
S1 |
4,428.50 |
4,428.50 |
4,445.75 |
4,417.00 |
S2 |
4,405.25 |
4,405.25 |
4,439.75 |
|
S3 |
4,341.50 |
4,364.75 |
4,434.00 |
|
S4 |
4,277.75 |
4,301.00 |
4,416.50 |
|
|
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 |
4,539.50 |
4,446.00 |
93.50 |
2.1% |
65.25 |
1.5% |
6% |
False |
True |
239,516 |
10 |
4,543.75 |
4,374.00 |
169.75 |
3.8% |
64.00 |
1.4% |
46% |
False |
False |
227,567 |
20 |
4,543.75 |
4,329.50 |
214.25 |
4.8% |
55.50 |
1.2% |
57% |
False |
False |
220,038 |
40 |
4,543.75 |
3,947.25 |
596.50 |
13.4% |
67.25 |
1.5% |
85% |
False |
False |
118,172 |
60 |
4,543.75 |
3,856.50 |
687.25 |
15.4% |
87.00 |
2.0% |
87% |
False |
False |
78,860 |
80 |
4,691.00 |
3,856.50 |
834.50 |
18.7% |
86.25 |
1.9% |
71% |
False |
False |
59,164 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.4% |
79.00 |
1.8% |
69% |
False |
False |
47,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,780.75 |
2.618 |
4,676.75 |
1.618 |
4,613.00 |
1.000 |
4,573.50 |
0.618 |
4,549.25 |
HIGH |
4,509.75 |
0.618 |
4,485.50 |
0.500 |
4,478.00 |
0.382 |
4,470.25 |
LOW |
4,446.00 |
0.618 |
4,406.50 |
1.000 |
4,382.25 |
1.618 |
4,342.75 |
2.618 |
4,279.00 |
4.250 |
4,175.00 |
|
|
Fisher Pivots for day following 11-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
4,478.00 |
4,492.75 |
PP |
4,469.00 |
4,479.00 |
S1 |
4,460.25 |
4,465.25 |
|