Trading Metrics calculated at close of trading on 05-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,702 |
17,622 |
-80 |
-0.5% |
17,464 |
High |
17,753 |
17,629 |
-124 |
-0.7% |
17,713 |
Low |
17,615 |
17,488 |
-127 |
-0.7% |
17,333 |
Close |
17,642 |
17,527 |
-115 |
-0.7% |
17,706 |
Range |
138 |
141 |
3 |
2.2% |
380 |
ATR |
190 |
187 |
-3 |
-1.4% |
0 |
Volume |
124,133 |
148,233 |
24,100 |
19.4% |
622,100 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,971 |
17,890 |
17,605 |
|
R3 |
17,830 |
17,749 |
17,566 |
|
R2 |
17,689 |
17,689 |
17,553 |
|
R1 |
17,608 |
17,608 |
17,540 |
17,578 |
PP |
17,548 |
17,548 |
17,548 |
17,533 |
S1 |
17,467 |
17,467 |
17,514 |
17,437 |
S2 |
17,407 |
17,407 |
17,501 |
|
S3 |
17,266 |
17,326 |
17,488 |
|
S4 |
17,125 |
17,185 |
17,450 |
|
|
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 |
17,468 |
285 |
1.6% |
156 |
0.9% |
21% |
False |
False |
135,591 |
10 |
17,753 |
17,299 |
454 |
2.6% |
155 |
0.9% |
50% |
False |
False |
130,173 |
20 |
17,753 |
16,722 |
1,031 |
5.9% |
173 |
1.0% |
78% |
False |
False |
110,404 |
40 |
17,753 |
15,370 |
2,383 |
13.6% |
214 |
1.2% |
91% |
False |
False |
55,490 |
60 |
17,753 |
15,299 |
2,454 |
14.0% |
254 |
1.4% |
91% |
False |
False |
37,039 |
80 |
17,753 |
15,299 |
2,454 |
14.0% |
237 |
1.3% |
91% |
False |
False |
27,789 |
100 |
17,753 |
15,299 |
2,454 |
14.0% |
199 |
1.1% |
91% |
False |
False |
22,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,228 |
2.618 |
17,998 |
1.618 |
17,857 |
1.000 |
17,770 |
0.618 |
17,716 |
HIGH |
17,629 |
0.618 |
17,575 |
0.500 |
17,559 |
0.382 |
17,542 |
LOW |
17,488 |
0.618 |
17,401 |
1.000 |
17,347 |
1.618 |
17,260 |
2.618 |
17,119 |
4.250 |
16,889 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,559 |
17,611 |
PP |
17,548 |
17,583 |
S1 |
17,538 |
17,555 |
|