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 |
17,716.05 |
17,661.74 |
-54.31 |
-0.3% |
17,526.08 |
High |
17,755.70 |
17,811.48 |
55.78 |
0.3% |
17,811.48 |
Low |
17,669.72 |
17,568.02 |
-101.70 |
-0.6% |
17,434.27 |
Close |
17,685.09 |
17,792.75 |
107.66 |
0.6% |
17,792.75 |
Range |
85.98 |
243.46 |
157.48 |
183.2% |
377.21 |
ATR |
170.14 |
175.38 |
5.24 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,454.46 |
18,367.07 |
17,926.65 |
|
R3 |
18,211.00 |
18,123.61 |
17,859.70 |
|
R2 |
17,967.54 |
17,967.54 |
17,837.38 |
|
R1 |
17,880.15 |
17,880.15 |
17,815.07 |
17,923.85 |
PP |
17,724.08 |
17,724.08 |
17,724.08 |
17,745.93 |
S1 |
17,636.69 |
17,636.69 |
17,770.43 |
17,680.39 |
S2 |
17,480.62 |
17,480.62 |
17,748.12 |
|
S3 |
17,237.16 |
17,393.23 |
17,725.80 |
|
S4 |
16,993.70 |
17,149.77 |
17,658.85 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,811.13 |
18,679.15 |
18,000.22 |
|
R3 |
18,433.92 |
18,301.94 |
17,896.48 |
|
R2 |
18,056.71 |
18,056.71 |
17,861.91 |
|
R1 |
17,924.73 |
17,924.73 |
17,827.33 |
17,990.72 |
PP |
17,679.50 |
17,679.50 |
17,679.50 |
17,712.50 |
S1 |
17,547.52 |
17,547.52 |
17,758.17 |
17,613.51 |
S2 |
17,302.29 |
17,302.29 |
17,723.59 |
|
S3 |
16,925.08 |
17,170.31 |
17,689.02 |
|
S4 |
16,547.87 |
16,793.10 |
17,585.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,811.48 |
17,434.27 |
377.21 |
2.1% |
153.30 |
0.9% |
95% |
True |
False |
|
10 |
17,811.48 |
17,399.01 |
412.47 |
2.3% |
132.85 |
0.7% |
95% |
True |
False |
|
20 |
17,811.48 |
16,821.86 |
989.62 |
5.6% |
153.39 |
0.9% |
98% |
True |
False |
|
40 |
17,811.48 |
15,503.01 |
2,308.47 |
13.0% |
196.66 |
1.1% |
99% |
True |
False |
|
60 |
17,811.48 |
15,450.56 |
2,360.92 |
13.3% |
243.82 |
1.4% |
99% |
True |
False |
|
80 |
17,845.49 |
15,450.56 |
2,394.93 |
13.5% |
241.21 |
1.4% |
98% |
False |
False |
|
100 |
17,914.34 |
15,450.56 |
2,463.78 |
13.8% |
229.58 |
1.3% |
95% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.2% |
216.16 |
1.2% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,846.19 |
2.618 |
18,448.86 |
1.618 |
18,205.40 |
1.000 |
18,054.94 |
0.618 |
17,961.94 |
HIGH |
17,811.48 |
0.618 |
17,718.48 |
0.500 |
17,689.75 |
0.382 |
17,661.02 |
LOW |
17,568.02 |
0.618 |
17,417.56 |
1.000 |
17,324.56 |
1.618 |
17,174.10 |
2.618 |
16,930.64 |
4.250 |
16,533.32 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,758.42 |
17,758.42 |
PP |
17,724.08 |
17,724.08 |
S1 |
17,689.75 |
17,689.75 |
|