Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,487 |
17,457 |
-30 |
-0.2% |
17,702 |
High |
17,647 |
17,656 |
9 |
0.1% |
17,753 |
Low |
17,412 |
17,437 |
25 |
0.1% |
17,396 |
Close |
17,473 |
17,637 |
164 |
0.9% |
17,485 |
Range |
235 |
219 |
-16 |
-6.8% |
357 |
ATR |
195 |
196 |
2 |
0.9% |
0 |
Volume |
165,005 |
174,972 |
9,967 |
6.0% |
766,934 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,234 |
18,154 |
17,758 |
|
R3 |
18,015 |
17,935 |
17,697 |
|
R2 |
17,796 |
17,796 |
17,677 |
|
R1 |
17,716 |
17,716 |
17,657 |
17,756 |
PP |
17,577 |
17,577 |
17,577 |
17,597 |
S1 |
17,497 |
17,497 |
17,617 |
17,537 |
S2 |
17,358 |
17,358 |
17,597 |
|
S3 |
17,139 |
17,278 |
17,577 |
|
S4 |
16,920 |
17,059 |
17,517 |
|
|
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 |
17,656 |
17,396 |
260 |
1.5% |
216 |
1.2% |
93% |
True |
False |
166,909 |
10 |
17,753 |
17,396 |
357 |
2.0% |
186 |
1.1% |
68% |
False |
False |
151,250 |
20 |
17,753 |
17,023 |
730 |
4.1% |
176 |
1.0% |
84% |
False |
False |
139,115 |
40 |
17,753 |
15,900 |
1,853 |
10.5% |
199 |
1.1% |
94% |
False |
False |
76,337 |
60 |
17,753 |
15,299 |
2,454 |
13.9% |
241 |
1.4% |
95% |
False |
False |
50,933 |
80 |
17,753 |
15,299 |
2,454 |
13.9% |
245 |
1.4% |
95% |
False |
False |
38,220 |
100 |
17,753 |
15,299 |
2,454 |
13.9% |
207 |
1.2% |
95% |
False |
False |
30,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,587 |
2.618 |
18,229 |
1.618 |
18,010 |
1.000 |
17,875 |
0.618 |
17,791 |
HIGH |
17,656 |
0.618 |
17,572 |
0.500 |
17,547 |
0.382 |
17,521 |
LOW |
17,437 |
0.618 |
17,302 |
1.000 |
17,218 |
1.618 |
17,083 |
2.618 |
16,864 |
4.250 |
16,506 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,607 |
17,603 |
PP |
17,577 |
17,568 |
S1 |
17,547 |
17,534 |
|