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 |
1,223.5 |
1,218.2 |
-5.3 |
-0.4% |
1,219.2 |
High |
1,225.2 |
1,240.0 |
14.8 |
1.2% |
1,246.8 |
Low |
1,217.5 |
1,218.2 |
0.7 |
0.1% |
1,211.8 |
Close |
1,220.7 |
1,231.0 |
10.3 |
0.8% |
1,224.9 |
Range |
7.7 |
21.8 |
14.1 |
183.1% |
35.0 |
ATR |
21.4 |
21.4 |
0.0 |
0.1% |
0.0 |
Volume |
2,034 |
3,220 |
1,186 |
58.3% |
20,043 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.1 |
1,284.9 |
1,243.0 |
|
R3 |
1,273.3 |
1,263.1 |
1,237.0 |
|
R2 |
1,251.5 |
1,251.5 |
1,235.0 |
|
R1 |
1,241.3 |
1,241.3 |
1,233.0 |
1,246.4 |
PP |
1,229.7 |
1,229.7 |
1,229.7 |
1,232.3 |
S1 |
1,219.5 |
1,219.5 |
1,229.0 |
1,224.6 |
S2 |
1,207.9 |
1,207.9 |
1,227.0 |
|
S3 |
1,186.1 |
1,197.7 |
1,225.0 |
|
S4 |
1,164.3 |
1,175.9 |
1,219.0 |
|
|
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 |
2.8% |
18.3 |
1.5% |
55% |
False |
False |
3,542 |
10 |
1,262.8 |
1,211.8 |
51.0 |
4.1% |
19.3 |
1.6% |
38% |
False |
False |
4,307 |
20 |
1,286.0 |
1,211.8 |
74.2 |
6.0% |
21.1 |
1.7% |
26% |
False |
False |
4,014 |
40 |
1,286.0 |
1,166.9 |
119.1 |
9.7% |
22.7 |
1.8% |
54% |
False |
False |
3,372 |
60 |
1,286.0 |
1,074.0 |
212.0 |
17.2% |
19.5 |
1.6% |
74% |
False |
False |
2,710 |
80 |
1,286.0 |
1,049.4 |
236.6 |
19.2% |
17.2 |
1.4% |
77% |
False |
False |
2,148 |
100 |
1,286.0 |
1,049.4 |
236.6 |
19.2% |
15.5 |
1.3% |
77% |
False |
False |
1,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,332.7 |
2.618 |
1,297.1 |
1.618 |
1,275.3 |
1.000 |
1,261.8 |
0.618 |
1,253.5 |
HIGH |
1,240.0 |
0.618 |
1,231.7 |
0.500 |
1,229.1 |
0.382 |
1,226.5 |
LOW |
1,218.2 |
0.618 |
1,204.7 |
1.000 |
1,196.4 |
1.618 |
1,182.9 |
2.618 |
1,161.1 |
4.250 |
1,125.6 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,230.4 |
1,229.3 |
PP |
1,229.7 |
1,227.6 |
S1 |
1,229.1 |
1,225.9 |
|