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 |
16,210 |
16,145 |
-65 |
-0.4% |
16,890 |
High |
16,285 |
16,145 |
-140 |
-0.9% |
17,185 |
Low |
16,065 |
15,595 |
-470 |
-2.9% |
16,140 |
Close |
16,150 |
15,665 |
-485 |
-3.0% |
16,210 |
Range |
220 |
550 |
330 |
150.0% |
1,045 |
ATR |
368 |
381 |
13 |
3.6% |
0 |
Volume |
13,173 |
19,993 |
6,820 |
51.8% |
71,120 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,452 |
17,108 |
15,968 |
|
R3 |
16,902 |
16,558 |
15,816 |
|
R2 |
16,352 |
16,352 |
15,766 |
|
R1 |
16,008 |
16,008 |
15,716 |
15,905 |
PP |
15,802 |
15,802 |
15,802 |
15,750 |
S1 |
15,458 |
15,458 |
15,615 |
15,355 |
S2 |
15,252 |
15,252 |
15,564 |
|
S3 |
14,702 |
14,908 |
15,514 |
|
S4 |
14,152 |
14,358 |
15,363 |
|
|
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 |
17,160 |
15,595 |
1,565 |
10.0% |
409 |
2.6% |
4% |
False |
True |
17,096 |
10 |
17,185 |
15,595 |
1,590 |
10.2% |
336 |
2.1% |
4% |
False |
True |
13,941 |
20 |
17,270 |
15,595 |
1,675 |
10.7% |
377 |
2.4% |
4% |
False |
True |
13,790 |
40 |
17,270 |
14,820 |
2,450 |
15.6% |
378 |
2.4% |
34% |
False |
False |
7,689 |
60 |
17,870 |
14,820 |
3,050 |
19.5% |
368 |
2.3% |
28% |
False |
False |
5,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,483 |
2.618 |
17,585 |
1.618 |
17,035 |
1.000 |
16,695 |
0.618 |
16,485 |
HIGH |
16,145 |
0.618 |
15,935 |
0.500 |
15,870 |
0.382 |
15,805 |
LOW |
15,595 |
0.618 |
15,255 |
1.000 |
15,045 |
1.618 |
14,705 |
2.618 |
14,155 |
4.250 |
13,258 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
15,870 |
16,225 |
PP |
15,802 |
16,038 |
S1 |
15,733 |
15,852 |
|