Trading Metrics calculated at close of trading on 04-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,613 |
17,702 |
89 |
0.5% |
17,464 |
High |
17,713 |
17,753 |
40 |
0.2% |
17,713 |
Low |
17,468 |
17,615 |
147 |
0.8% |
17,333 |
Close |
17,706 |
17,642 |
-64 |
-0.4% |
17,706 |
Range |
245 |
138 |
-107 |
-43.7% |
380 |
ATR |
194 |
190 |
-4 |
-2.1% |
0 |
Volume |
163,740 |
124,133 |
-39,607 |
-24.2% |
622,100 |
|
Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,084 |
18,001 |
17,718 |
|
R3 |
17,946 |
17,863 |
17,680 |
|
R2 |
17,808 |
17,808 |
17,667 |
|
R1 |
17,725 |
17,725 |
17,655 |
17,698 |
PP |
17,670 |
17,670 |
17,670 |
17,656 |
S1 |
17,587 |
17,587 |
17,629 |
17,560 |
S2 |
17,532 |
17,532 |
17,617 |
|
S3 |
17,394 |
17,449 |
17,604 |
|
S4 |
17,256 |
17,311 |
17,566 |
|
|
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 |
17,753 |
17,333 |
420 |
2.4% |
171 |
1.0% |
74% |
True |
False |
132,733 |
10 |
17,753 |
17,299 |
454 |
2.6% |
152 |
0.9% |
76% |
True |
False |
125,565 |
20 |
17,753 |
16,722 |
1,031 |
5.8% |
175 |
1.0% |
89% |
True |
False |
103,183 |
40 |
17,753 |
15,370 |
2,383 |
13.5% |
218 |
1.2% |
95% |
True |
False |
51,787 |
60 |
17,753 |
15,299 |
2,454 |
13.9% |
261 |
1.5% |
95% |
True |
False |
34,572 |
80 |
17,753 |
15,299 |
2,454 |
13.9% |
236 |
1.3% |
95% |
True |
False |
25,936 |
100 |
17,753 |
15,299 |
2,454 |
13.9% |
198 |
1.1% |
95% |
True |
False |
20,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,340 |
2.618 |
18,114 |
1.618 |
17,976 |
1.000 |
17,891 |
0.618 |
17,838 |
HIGH |
17,753 |
0.618 |
17,700 |
0.500 |
17,684 |
0.382 |
17,668 |
LOW |
17,615 |
0.618 |
17,530 |
1.000 |
17,477 |
1.618 |
17,392 |
2.618 |
17,254 |
4.250 |
17,029 |
|
|
Fisher Pivots for day following 04-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,684 |
17,632 |
PP |
17,670 |
17,621 |
S1 |
17,656 |
17,611 |
|