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 |
15,820 |
15,750 |
-70 |
-0.4% |
16,210 |
High |
15,950 |
16,185 |
235 |
1.5% |
16,285 |
Low |
15,565 |
15,705 |
140 |
0.9% |
15,375 |
Close |
15,755 |
16,115 |
360 |
2.3% |
15,825 |
Range |
385 |
480 |
95 |
24.7% |
910 |
ATR |
399 |
405 |
6 |
1.4% |
0 |
Volume |
19,381 |
19,055 |
-326 |
-1.7% |
95,102 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,442 |
17,258 |
16,379 |
|
R3 |
16,962 |
16,778 |
16,247 |
|
R2 |
16,482 |
16,482 |
16,203 |
|
R1 |
16,298 |
16,298 |
16,159 |
16,390 |
PP |
16,002 |
16,002 |
16,002 |
16,048 |
S1 |
15,818 |
15,818 |
16,071 |
15,910 |
S2 |
15,522 |
15,522 |
16,027 |
|
S3 |
15,042 |
15,338 |
15,983 |
|
S4 |
14,562 |
14,858 |
15,851 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,558 |
18,102 |
16,326 |
|
R3 |
17,648 |
17,192 |
16,075 |
|
R2 |
16,738 |
16,738 |
15,992 |
|
R1 |
16,282 |
16,282 |
15,909 |
16,055 |
PP |
15,828 |
15,828 |
15,828 |
15,715 |
S1 |
15,372 |
15,372 |
15,742 |
15,145 |
S2 |
14,918 |
14,918 |
15,658 |
|
S3 |
14,008 |
14,462 |
15,575 |
|
S4 |
13,098 |
13,552 |
15,325 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,185 |
15,375 |
810 |
5.0% |
454 |
2.8% |
91% |
True |
False |
20,074 |
10 |
17,160 |
15,375 |
1,785 |
11.1% |
432 |
2.7% |
41% |
False |
False |
18,585 |
20 |
17,255 |
15,375 |
1,880 |
11.7% |
380 |
2.4% |
39% |
False |
False |
15,405 |
40 |
17,270 |
15,375 |
1,895 |
11.8% |
385 |
2.4% |
39% |
False |
False |
10,178 |
60 |
17,870 |
14,820 |
3,050 |
18.9% |
390 |
2.4% |
42% |
False |
False |
6,803 |
80 |
19,595 |
14,820 |
4,775 |
29.6% |
323 |
2.0% |
27% |
False |
False |
5,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,225 |
2.618 |
17,442 |
1.618 |
16,962 |
1.000 |
16,665 |
0.618 |
16,482 |
HIGH |
16,185 |
0.618 |
16,002 |
0.500 |
15,945 |
0.382 |
15,888 |
LOW |
15,705 |
0.618 |
15,408 |
1.000 |
15,225 |
1.618 |
14,928 |
2.618 |
14,448 |
4.250 |
13,665 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
16,058 |
16,018 |
PP |
16,002 |
15,922 |
S1 |
15,945 |
15,825 |
|