Trading Metrics calculated at close of trading on 01-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,040 |
16,820 |
-220 |
-1.3% |
16,890 |
High |
17,085 |
16,855 |
-230 |
-1.3% |
17,185 |
Low |
16,775 |
16,140 |
-635 |
-3.8% |
16,140 |
Close |
16,820 |
16,210 |
-610 |
-3.6% |
16,210 |
Range |
310 |
715 |
405 |
130.6% |
1,045 |
ATR |
353 |
379 |
26 |
7.3% |
0 |
Volume |
13,306 |
27,958 |
14,652 |
110.1% |
71,120 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,547 |
18,093 |
16,603 |
|
R3 |
17,832 |
17,378 |
16,407 |
|
R2 |
17,117 |
17,117 |
16,341 |
|
R1 |
16,663 |
16,663 |
16,276 |
16,533 |
PP |
16,402 |
16,402 |
16,402 |
16,336 |
S1 |
15,948 |
15,948 |
16,145 |
15,818 |
S2 |
15,687 |
15,687 |
16,079 |
|
S3 |
14,972 |
15,233 |
16,014 |
|
S4 |
14,257 |
14,518 |
15,817 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,647 |
18,973 |
16,785 |
|
R3 |
18,602 |
17,928 |
16,498 |
|
R2 |
17,557 |
17,557 |
16,402 |
|
R1 |
16,883 |
16,883 |
16,306 |
16,698 |
PP |
16,512 |
16,512 |
16,512 |
16,419 |
S1 |
15,838 |
15,838 |
16,114 |
15,653 |
S2 |
15,467 |
15,467 |
16,019 |
|
S3 |
14,422 |
14,793 |
15,923 |
|
S4 |
13,377 |
13,748 |
15,635 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,185 |
16,140 |
1,045 |
6.4% |
337 |
2.1% |
7% |
False |
True |
14,224 |
10 |
17,185 |
16,140 |
1,045 |
6.4% |
322 |
2.0% |
7% |
False |
True |
13,000 |
20 |
17,270 |
16,140 |
1,130 |
7.0% |
369 |
2.3% |
6% |
False |
True |
13,538 |
40 |
17,270 |
14,820 |
2,450 |
15.1% |
369 |
2.3% |
57% |
False |
False |
6,862 |
60 |
18,030 |
14,820 |
3,210 |
19.8% |
359 |
2.2% |
43% |
False |
False |
4,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,894 |
2.618 |
18,727 |
1.618 |
18,012 |
1.000 |
17,570 |
0.618 |
17,297 |
HIGH |
16,855 |
0.618 |
16,582 |
0.500 |
16,498 |
0.382 |
16,413 |
LOW |
16,140 |
0.618 |
15,698 |
1.000 |
15,425 |
1.618 |
14,983 |
2.618 |
14,268 |
4.250 |
13,101 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
16,498 |
16,650 |
PP |
16,402 |
16,503 |
S1 |
16,306 |
16,357 |
|