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 |
16,145 |
15,695 |
-450 |
-2.8% |
16,890 |
High |
16,145 |
15,870 |
-275 |
-1.7% |
17,185 |
Low |
15,595 |
15,610 |
15 |
0.1% |
16,140 |
Close |
15,665 |
15,790 |
125 |
0.8% |
16,210 |
Range |
550 |
260 |
-290 |
-52.7% |
1,045 |
ATR |
381 |
373 |
-9 |
-2.3% |
0 |
Volume |
19,993 |
14,582 |
-5,411 |
-27.1% |
71,120 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,537 |
16,423 |
15,933 |
|
R3 |
16,277 |
16,163 |
15,862 |
|
R2 |
16,017 |
16,017 |
15,838 |
|
R1 |
15,903 |
15,903 |
15,814 |
15,960 |
PP |
15,757 |
15,757 |
15,757 |
15,785 |
S1 |
15,643 |
15,643 |
15,766 |
15,700 |
S2 |
15,497 |
15,497 |
15,742 |
|
S3 |
15,237 |
15,383 |
15,719 |
|
S4 |
14,977 |
15,123 |
15,647 |
|
|
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 |
17,085 |
15,595 |
1,490 |
9.4% |
411 |
2.6% |
13% |
False |
False |
17,802 |
10 |
17,185 |
15,595 |
1,590 |
10.1% |
330 |
2.1% |
12% |
False |
False |
13,872 |
20 |
17,270 |
15,595 |
1,675 |
10.6% |
373 |
2.4% |
12% |
False |
False |
13,970 |
40 |
17,270 |
14,820 |
2,450 |
15.5% |
382 |
2.4% |
40% |
False |
False |
8,054 |
60 |
17,870 |
14,820 |
3,050 |
19.3% |
365 |
2.3% |
32% |
False |
False |
5,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,975 |
2.618 |
16,551 |
1.618 |
16,291 |
1.000 |
16,130 |
0.618 |
16,031 |
HIGH |
15,870 |
0.618 |
15,771 |
0.500 |
15,740 |
0.382 |
15,709 |
LOW |
15,610 |
0.618 |
15,449 |
1.000 |
15,350 |
1.618 |
15,189 |
2.618 |
14,929 |
4.250 |
14,505 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
15,773 |
15,940 |
PP |
15,757 |
15,890 |
S1 |
15,740 |
15,840 |
|