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 |
1,218.2 |
1,233.1 |
14.9 |
1.2% |
1,219.2 |
High |
1,240.0 |
1,234.4 |
-5.6 |
-0.5% |
1,246.8 |
Low |
1,218.2 |
1,219.0 |
0.8 |
0.1% |
1,211.8 |
Close |
1,231.0 |
1,225.2 |
-5.8 |
-0.5% |
1,224.9 |
Range |
21.8 |
15.4 |
-6.4 |
-29.4% |
35.0 |
ATR |
21.4 |
21.0 |
-0.4 |
-2.0% |
0.0 |
Volume |
3,220 |
1,852 |
-1,368 |
-42.5% |
20,043 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.4 |
1,264.2 |
1,233.7 |
|
R3 |
1,257.0 |
1,248.8 |
1,229.4 |
|
R2 |
1,241.6 |
1,241.6 |
1,228.0 |
|
R1 |
1,233.4 |
1,233.4 |
1,226.6 |
1,229.8 |
PP |
1,226.2 |
1,226.2 |
1,226.2 |
1,224.4 |
S1 |
1,218.0 |
1,218.0 |
1,223.8 |
1,214.4 |
S2 |
1,210.8 |
1,210.8 |
1,222.4 |
|
S3 |
1,195.4 |
1,202.6 |
1,221.0 |
|
S4 |
1,180.0 |
1,187.2 |
1,216.7 |
|
|
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 |
1,243.5 |
1,211.8 |
31.7 |
2.6% |
17.3 |
1.4% |
42% |
False |
False |
3,291 |
10 |
1,252.2 |
1,211.8 |
40.4 |
3.3% |
19.1 |
1.6% |
33% |
False |
False |
3,736 |
20 |
1,286.0 |
1,211.8 |
74.2 |
6.1% |
21.0 |
1.7% |
18% |
False |
False |
3,963 |
40 |
1,286.0 |
1,183.1 |
102.9 |
8.4% |
22.2 |
1.8% |
41% |
False |
False |
3,305 |
60 |
1,286.0 |
1,074.0 |
212.0 |
17.3% |
19.5 |
1.6% |
71% |
False |
False |
2,709 |
80 |
1,286.0 |
1,049.4 |
236.6 |
19.3% |
17.2 |
1.4% |
74% |
False |
False |
2,165 |
100 |
1,286.0 |
1,049.4 |
236.6 |
19.3% |
15.6 |
1.3% |
74% |
False |
False |
1,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,299.9 |
2.618 |
1,274.7 |
1.618 |
1,259.3 |
1.000 |
1,249.8 |
0.618 |
1,243.9 |
HIGH |
1,234.4 |
0.618 |
1,228.5 |
0.500 |
1,226.7 |
0.382 |
1,224.9 |
LOW |
1,219.0 |
0.618 |
1,209.5 |
1.000 |
1,203.6 |
1.618 |
1,194.1 |
2.618 |
1,178.7 |
4.250 |
1,153.6 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,226.7 |
1,228.8 |
PP |
1,226.2 |
1,227.6 |
S1 |
1,225.7 |
1,226.4 |
|