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 |
205.91 |
204.35 |
-1.56 |
-0.8% |
203.61 |
High |
206.41 |
207.14 |
0.73 |
0.4% |
207.14 |
Low |
205.33 |
203.98 |
-1.35 |
-0.7% |
202.40 |
Close |
205.52 |
206.92 |
1.40 |
0.7% |
206.92 |
Range |
1.08 |
3.16 |
2.08 |
192.6% |
4.74 |
ATR |
2.12 |
2.20 |
0.07 |
3.5% |
0.00 |
Volume |
94,584,096 |
114,423,400 |
19,839,304 |
21.0% |
450,703,692 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
215.49 |
214.37 |
208.66 |
|
R3 |
212.33 |
211.21 |
207.79 |
|
R2 |
209.17 |
209.17 |
207.50 |
|
R1 |
208.05 |
208.05 |
207.21 |
208.61 |
PP |
206.01 |
206.01 |
206.01 |
206.30 |
S1 |
204.89 |
204.89 |
206.63 |
205.45 |
S2 |
202.85 |
202.85 |
206.34 |
|
S3 |
199.69 |
201.73 |
206.05 |
|
S4 |
196.53 |
198.57 |
205.18 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
219.71 |
218.05 |
209.53 |
|
R3 |
214.97 |
213.31 |
208.22 |
|
R2 |
210.23 |
210.23 |
207.79 |
|
R1 |
208.57 |
208.57 |
207.35 |
209.40 |
PP |
205.49 |
205.49 |
205.49 |
205.90 |
S1 |
203.83 |
203.83 |
206.49 |
204.66 |
S2 |
200.75 |
200.75 |
206.05 |
|
S3 |
196.01 |
199.09 |
205.62 |
|
S4 |
191.27 |
194.35 |
204.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
207.14 |
202.40 |
4.74 |
2.3% |
1.91 |
0.9% |
95% |
True |
False |
90,140,738 |
10 |
207.14 |
201.74 |
5.40 |
2.6% |
1.61 |
0.8% |
96% |
True |
False |
92,488,789 |
20 |
207.14 |
197.38 |
9.76 |
4.7% |
1.89 |
0.9% |
98% |
True |
False |
104,917,109 |
40 |
207.14 |
181.09 |
26.05 |
12.6% |
2.27 |
1.1% |
99% |
True |
False |
120,869,409 |
60 |
207.14 |
181.02 |
26.12 |
12.6% |
2.78 |
1.3% |
99% |
True |
False |
145,636,734 |
80 |
209.73 |
181.02 |
28.71 |
13.9% |
2.69 |
1.3% |
90% |
False |
False |
142,885,617 |
100 |
211.00 |
181.02 |
29.98 |
14.5% |
2.57 |
1.2% |
86% |
False |
False |
135,645,954 |
120 |
211.66 |
181.02 |
30.64 |
14.8% |
2.44 |
1.2% |
85% |
False |
False |
130,014,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
220.57 |
2.618 |
215.41 |
1.618 |
212.25 |
1.000 |
210.30 |
0.618 |
209.09 |
HIGH |
207.14 |
0.618 |
205.93 |
0.500 |
205.56 |
0.382 |
205.19 |
LOW |
203.98 |
0.618 |
202.03 |
1.000 |
200.82 |
1.618 |
198.87 |
2.618 |
195.71 |
4.250 |
190.55 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
206.47 |
206.47 |
PP |
206.01 |
206.01 |
S1 |
205.56 |
205.56 |
|