Trading Metrics calculated at close of trading on 11-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,242.8 |
1,245.7 |
2.9 |
0.2% |
1,223.5 |
High |
1,245.6 |
1,262.0 |
16.4 |
1.3% |
1,246.2 |
Low |
1,232.8 |
1,245.7 |
12.9 |
1.0% |
1,217.5 |
Close |
1,245.3 |
1,259.6 |
14.3 |
1.1% |
1,245.3 |
Range |
12.8 |
16.3 |
3.5 |
27.3% |
28.7 |
ATR |
20.4 |
20.1 |
-0.3 |
-1.3% |
0.0 |
Volume |
4,897 |
7,343 |
2,446 |
49.9% |
17,042 |
|
Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.7 |
1,298.4 |
1,268.6 |
|
R3 |
1,288.4 |
1,282.1 |
1,264.1 |
|
R2 |
1,272.1 |
1,272.1 |
1,262.6 |
|
R1 |
1,265.8 |
1,265.8 |
1,261.1 |
1,269.0 |
PP |
1,255.8 |
1,255.8 |
1,255.8 |
1,257.3 |
S1 |
1,249.5 |
1,249.5 |
1,258.1 |
1,252.7 |
S2 |
1,239.5 |
1,239.5 |
1,256.6 |
|
S3 |
1,223.2 |
1,233.2 |
1,255.1 |
|
S4 |
1,206.9 |
1,216.9 |
1,250.6 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.4 |
1,312.6 |
1,261.1 |
|
R3 |
1,293.7 |
1,283.9 |
1,253.2 |
|
R2 |
1,265.0 |
1,265.0 |
1,250.6 |
|
R1 |
1,255.2 |
1,255.2 |
1,247.9 |
1,260.1 |
PP |
1,236.3 |
1,236.3 |
1,236.3 |
1,238.8 |
S1 |
1,226.5 |
1,226.5 |
1,242.7 |
1,231.4 |
S2 |
1,207.6 |
1,207.6 |
1,240.0 |
|
S3 |
1,178.9 |
1,197.8 |
1,237.4 |
|
S4 |
1,150.2 |
1,169.1 |
1,229.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,262.0 |
1,218.2 |
43.8 |
3.5% |
17.3 |
1.4% |
95% |
True |
False |
4,470 |
10 |
1,262.0 |
1,211.8 |
50.2 |
4.0% |
18.2 |
1.4% |
95% |
True |
False |
4,186 |
20 |
1,274.0 |
1,211.8 |
62.2 |
4.9% |
19.1 |
1.5% |
77% |
False |
False |
4,244 |
40 |
1,286.0 |
1,193.2 |
92.8 |
7.4% |
21.2 |
1.7% |
72% |
False |
False |
3,540 |
60 |
1,286.0 |
1,074.0 |
212.0 |
16.8% |
19.7 |
1.6% |
88% |
False |
False |
2,961 |
80 |
1,286.0 |
1,049.4 |
236.6 |
18.8% |
17.4 |
1.4% |
89% |
False |
False |
2,371 |
100 |
1,286.0 |
1,049.4 |
236.6 |
18.8% |
15.8 |
1.3% |
89% |
False |
False |
1,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.3 |
2.618 |
1,304.7 |
1.618 |
1,288.4 |
1.000 |
1,278.3 |
0.618 |
1,272.1 |
HIGH |
1,262.0 |
0.618 |
1,255.8 |
0.500 |
1,253.9 |
0.382 |
1,251.9 |
LOW |
1,245.7 |
0.618 |
1,235.6 |
1.000 |
1,229.4 |
1.618 |
1,219.3 |
2.618 |
1,203.0 |
4.250 |
1,176.4 |
|
|
Fisher Pivots for day following 11-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,257.7 |
1,254.4 |
PP |
1,255.8 |
1,249.1 |
S1 |
1,253.9 |
1,243.9 |
|