Trading Metrics calculated at close of trading on 04-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,661.74 |
17,799.39 |
137.65 |
0.8% |
17,526.08 |
High |
17,811.48 |
17,806.38 |
-5.10 |
0.0% |
17,811.48 |
Low |
17,568.02 |
17,710.67 |
142.65 |
0.8% |
17,434.27 |
Close |
17,792.75 |
17,737.00 |
-55.75 |
-0.3% |
17,792.75 |
Range |
243.46 |
95.71 |
-147.75 |
-60.7% |
377.21 |
ATR |
175.38 |
169.69 |
-5.69 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,038.48 |
17,983.45 |
17,789.64 |
|
R3 |
17,942.77 |
17,887.74 |
17,763.32 |
|
R2 |
17,847.06 |
17,847.06 |
17,754.55 |
|
R1 |
17,792.03 |
17,792.03 |
17,745.77 |
17,771.69 |
PP |
17,751.35 |
17,751.35 |
17,751.35 |
17,741.18 |
S1 |
17,696.32 |
17,696.32 |
17,728.23 |
17,675.98 |
S2 |
17,655.64 |
17,655.64 |
17,719.45 |
|
S3 |
17,559.93 |
17,600.61 |
17,710.68 |
|
S4 |
17,464.22 |
17,504.90 |
17,684.36 |
|
|
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% |
154.29 |
0.9% |
80% |
False |
False |
|
10 |
17,811.48 |
17,399.01 |
412.47 |
2.3% |
128.51 |
0.7% |
82% |
False |
False |
|
20 |
17,811.48 |
16,821.86 |
989.62 |
5.6% |
149.99 |
0.8% |
92% |
False |
False |
|
40 |
17,811.48 |
15,503.01 |
2,308.47 |
13.0% |
193.57 |
1.1% |
97% |
False |
False |
|
60 |
17,811.48 |
15,450.56 |
2,360.92 |
13.3% |
239.80 |
1.4% |
97% |
False |
False |
|
80 |
17,811.48 |
15,450.56 |
2,360.92 |
13.3% |
239.82 |
1.4% |
97% |
False |
False |
|
100 |
17,914.34 |
15,450.56 |
2,463.78 |
13.9% |
229.10 |
1.3% |
93% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.2% |
216.26 |
1.2% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,213.15 |
2.618 |
18,056.95 |
1.618 |
17,961.24 |
1.000 |
17,902.09 |
0.618 |
17,865.53 |
HIGH |
17,806.38 |
0.618 |
17,769.82 |
0.500 |
17,758.53 |
0.382 |
17,747.23 |
LOW |
17,710.67 |
0.618 |
17,651.52 |
1.000 |
17,614.96 |
1.618 |
17,555.81 |
2.618 |
17,460.10 |
4.250 |
17,303.90 |
|
|
Fisher Pivots for day following 04-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,758.53 |
17,721.25 |
PP |
17,751.35 |
17,705.50 |
S1 |
17,744.18 |
17,689.75 |
|