Trading Metrics calculated at close of trading on 01-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,625 |
17,613 |
-12 |
-0.1% |
17,464 |
High |
17,659 |
17,713 |
54 |
0.3% |
17,713 |
Low |
17,564 |
17,468 |
-96 |
-0.5% |
17,333 |
Close |
17,595 |
17,706 |
111 |
0.6% |
17,706 |
Range |
95 |
245 |
150 |
157.9% |
380 |
ATR |
190 |
194 |
4 |
2.1% |
0 |
Volume |
120,671 |
163,740 |
43,069 |
35.7% |
622,100 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,364 |
18,280 |
17,841 |
|
R3 |
18,119 |
18,035 |
17,774 |
|
R2 |
17,874 |
17,874 |
17,751 |
|
R1 |
17,790 |
17,790 |
17,729 |
17,832 |
PP |
17,629 |
17,629 |
17,629 |
17,650 |
S1 |
17,545 |
17,545 |
17,684 |
17,587 |
S2 |
17,384 |
17,384 |
17,661 |
|
S3 |
17,139 |
17,300 |
17,639 |
|
S4 |
16,894 |
17,055 |
17,571 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,724 |
18,595 |
17,915 |
|
R3 |
18,344 |
18,215 |
17,811 |
|
R2 |
17,964 |
17,964 |
17,776 |
|
R1 |
17,835 |
17,835 |
17,741 |
17,900 |
PP |
17,584 |
17,584 |
17,584 |
17,616 |
S1 |
17,455 |
17,455 |
17,671 |
17,520 |
S2 |
17,204 |
17,204 |
17,636 |
|
S3 |
16,824 |
17,075 |
17,602 |
|
S4 |
16,444 |
16,695 |
17,497 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,713 |
17,333 |
380 |
2.1% |
171 |
1.0% |
98% |
True |
False |
124,420 |
10 |
17,713 |
17,299 |
414 |
2.3% |
154 |
0.9% |
98% |
True |
False |
125,978 |
20 |
17,713 |
16,722 |
991 |
5.6% |
176 |
1.0% |
99% |
True |
False |
97,051 |
40 |
17,713 |
15,370 |
2,343 |
13.2% |
221 |
1.2% |
100% |
True |
False |
48,687 |
60 |
17,713 |
15,299 |
2,414 |
13.6% |
263 |
1.5% |
100% |
True |
False |
32,504 |
80 |
17,713 |
15,299 |
2,414 |
13.6% |
235 |
1.3% |
100% |
True |
False |
24,385 |
100 |
17,713 |
15,299 |
2,414 |
13.6% |
197 |
1.1% |
100% |
True |
False |
19,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,754 |
2.618 |
18,355 |
1.618 |
18,110 |
1.000 |
17,958 |
0.618 |
17,865 |
HIGH |
17,713 |
0.618 |
17,620 |
0.500 |
17,591 |
0.382 |
17,562 |
LOW |
17,468 |
0.618 |
17,317 |
1.000 |
17,223 |
1.618 |
17,072 |
2.618 |
16,827 |
4.250 |
16,427 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,668 |
17,668 |
PP |
17,629 |
17,629 |
S1 |
17,591 |
17,591 |
|