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 |
1,228.9 |
1,236.0 |
7.1 |
0.6% |
1,219.2 |
High |
1,243.5 |
1,237.9 |
-5.6 |
-0.5% |
1,246.8 |
Low |
1,228.0 |
1,211.8 |
-16.2 |
-1.3% |
1,211.8 |
Close |
1,237.0 |
1,224.9 |
-12.1 |
-1.0% |
1,224.9 |
Range |
15.5 |
26.1 |
10.6 |
68.4% |
35.0 |
ATR |
22.2 |
22.5 |
0.3 |
1.3% |
0.0 |
Volume |
1,401 |
7,949 |
6,548 |
467.4% |
20,043 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.2 |
1,290.1 |
1,239.3 |
|
R3 |
1,277.1 |
1,264.0 |
1,232.1 |
|
R2 |
1,251.0 |
1,251.0 |
1,229.7 |
|
R1 |
1,237.9 |
1,237.9 |
1,227.3 |
1,231.4 |
PP |
1,224.9 |
1,224.9 |
1,224.9 |
1,221.6 |
S1 |
1,211.8 |
1,211.8 |
1,222.5 |
1,205.3 |
S2 |
1,198.8 |
1,198.8 |
1,220.1 |
|
S3 |
1,172.7 |
1,185.7 |
1,217.7 |
|
S4 |
1,146.6 |
1,159.6 |
1,210.5 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.8 |
1,313.9 |
1,244.2 |
|
R3 |
1,297.8 |
1,278.9 |
1,234.5 |
|
R2 |
1,262.8 |
1,262.8 |
1,231.3 |
|
R1 |
1,243.9 |
1,243.9 |
1,228.1 |
1,253.4 |
PP |
1,227.8 |
1,227.8 |
1,227.8 |
1,232.6 |
S1 |
1,208.9 |
1,208.9 |
1,221.7 |
1,218.4 |
S2 |
1,192.8 |
1,192.8 |
1,218.5 |
|
S3 |
1,157.8 |
1,173.9 |
1,215.3 |
|
S4 |
1,122.8 |
1,138.9 |
1,205.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,246.8 |
1,211.8 |
35.0 |
2.9% |
20.2 |
1.6% |
37% |
False |
True |
4,008 |
10 |
1,268.7 |
1,211.8 |
56.9 |
4.6% |
19.6 |
1.6% |
23% |
False |
True |
4,607 |
20 |
1,286.0 |
1,211.8 |
74.2 |
6.1% |
21.6 |
1.8% |
18% |
False |
True |
4,115 |
40 |
1,286.0 |
1,142.5 |
143.5 |
11.7% |
23.0 |
1.9% |
57% |
False |
False |
3,380 |
60 |
1,286.0 |
1,074.0 |
212.0 |
17.3% |
19.6 |
1.6% |
71% |
False |
False |
2,655 |
80 |
1,286.0 |
1,049.4 |
236.6 |
19.3% |
17.1 |
1.4% |
74% |
False |
False |
2,090 |
100 |
1,286.0 |
1,049.4 |
236.6 |
19.3% |
15.3 |
1.3% |
74% |
False |
False |
1,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,348.8 |
2.618 |
1,306.2 |
1.618 |
1,280.1 |
1.000 |
1,264.0 |
0.618 |
1,254.0 |
HIGH |
1,237.9 |
0.618 |
1,227.9 |
0.500 |
1,224.9 |
0.382 |
1,221.8 |
LOW |
1,211.8 |
0.618 |
1,195.7 |
1.000 |
1,185.7 |
1.618 |
1,169.6 |
2.618 |
1,143.5 |
4.250 |
1,100.9 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,224.9 |
1,229.3 |
PP |
1,224.9 |
1,227.8 |
S1 |
1,224.9 |
1,226.4 |
|