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 |
17,460 |
17,487 |
27 |
0.2% |
17,702 |
High |
17,609 |
17,647 |
38 |
0.2% |
17,753 |
Low |
17,422 |
17,412 |
-10 |
-0.1% |
17,396 |
Close |
17,485 |
17,473 |
-12 |
-0.1% |
17,485 |
Range |
187 |
235 |
48 |
25.7% |
357 |
ATR |
191 |
195 |
3 |
1.6% |
0 |
Volume |
157,032 |
165,005 |
7,973 |
5.1% |
766,934 |
|
Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,216 |
18,079 |
17,602 |
|
R3 |
17,981 |
17,844 |
17,538 |
|
R2 |
17,746 |
17,746 |
17,516 |
|
R1 |
17,609 |
17,609 |
17,495 |
17,560 |
PP |
17,511 |
17,511 |
17,511 |
17,486 |
S1 |
17,374 |
17,374 |
17,452 |
17,325 |
S2 |
17,276 |
17,276 |
17,430 |
|
S3 |
17,041 |
17,139 |
17,409 |
|
S4 |
16,806 |
16,904 |
17,344 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,616 |
18,407 |
17,681 |
|
R3 |
18,259 |
18,050 |
17,583 |
|
R2 |
17,902 |
17,902 |
17,551 |
|
R1 |
17,693 |
17,693 |
17,518 |
17,619 |
PP |
17,545 |
17,545 |
17,545 |
17,508 |
S1 |
17,336 |
17,336 |
17,452 |
17,262 |
S2 |
17,188 |
17,188 |
17,420 |
|
S3 |
16,831 |
16,979 |
17,387 |
|
S4 |
16,474 |
16,622 |
17,289 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,647 |
17,396 |
251 |
1.4% |
200 |
1.1% |
31% |
True |
False |
161,561 |
10 |
17,753 |
17,333 |
420 |
2.4% |
186 |
1.1% |
33% |
False |
False |
147,147 |
20 |
17,753 |
17,023 |
730 |
4.2% |
171 |
1.0% |
62% |
False |
False |
134,861 |
40 |
17,753 |
15,513 |
2,240 |
12.8% |
202 |
1.2% |
88% |
False |
False |
71,966 |
60 |
17,753 |
15,299 |
2,454 |
14.0% |
244 |
1.4% |
89% |
False |
False |
48,025 |
80 |
17,753 |
15,299 |
2,454 |
14.0% |
245 |
1.4% |
89% |
False |
False |
36,034 |
100 |
17,753 |
15,299 |
2,454 |
14.0% |
206 |
1.2% |
89% |
False |
False |
28,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,646 |
2.618 |
18,262 |
1.618 |
18,027 |
1.000 |
17,882 |
0.618 |
17,792 |
HIGH |
17,647 |
0.618 |
17,557 |
0.500 |
17,530 |
0.382 |
17,502 |
LOW |
17,412 |
0.618 |
17,267 |
1.000 |
17,177 |
1.618 |
17,032 |
2.618 |
16,797 |
4.250 |
16,413 |
|
|
Fisher Pivots for day following 11-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,530 |
17,522 |
PP |
17,511 |
17,505 |
S1 |
17,492 |
17,489 |
|