Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,622 |
17,555 |
-67 |
-0.4% |
17,464 |
High |
17,629 |
17,639 |
10 |
0.1% |
17,713 |
Low |
17,488 |
17,452 |
-36 |
-0.2% |
17,333 |
Close |
17,527 |
17,628 |
101 |
0.6% |
17,706 |
Range |
141 |
187 |
46 |
32.6% |
380 |
ATR |
187 |
187 |
0 |
0.0% |
0 |
Volume |
148,233 |
168,209 |
19,976 |
13.5% |
622,100 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,134 |
18,068 |
17,731 |
|
R3 |
17,947 |
17,881 |
17,680 |
|
R2 |
17,760 |
17,760 |
17,662 |
|
R1 |
17,694 |
17,694 |
17,645 |
17,727 |
PP |
17,573 |
17,573 |
17,573 |
17,590 |
S1 |
17,507 |
17,507 |
17,611 |
17,540 |
S2 |
17,386 |
17,386 |
17,594 |
|
S3 |
17,199 |
17,320 |
17,577 |
|
S4 |
17,012 |
17,133 |
17,525 |
|
|
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 |
17,452 |
301 |
1.7% |
161 |
0.9% |
58% |
False |
True |
144,997 |
10 |
17,753 |
17,299 |
454 |
2.6% |
162 |
0.9% |
72% |
False |
False |
134,155 |
20 |
17,753 |
16,722 |
1,031 |
5.8% |
175 |
1.0% |
88% |
False |
False |
118,619 |
40 |
17,753 |
15,370 |
2,383 |
13.5% |
207 |
1.2% |
95% |
False |
False |
59,691 |
60 |
17,753 |
15,299 |
2,454 |
13.9% |
250 |
1.4% |
95% |
False |
False |
39,841 |
80 |
17,753 |
15,299 |
2,454 |
13.9% |
238 |
1.4% |
95% |
False |
False |
29,892 |
100 |
17,753 |
15,299 |
2,454 |
13.9% |
200 |
1.1% |
95% |
False |
False |
23,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,434 |
2.618 |
18,129 |
1.618 |
17,942 |
1.000 |
17,826 |
0.618 |
17,755 |
HIGH |
17,639 |
0.618 |
17,568 |
0.500 |
17,546 |
0.382 |
17,524 |
LOW |
17,452 |
0.618 |
17,337 |
1.000 |
17,265 |
1.618 |
17,150 |
2.618 |
16,963 |
4.250 |
16,657 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,601 |
17,620 |
PP |
17,573 |
17,611 |
S1 |
17,546 |
17,603 |
|