Trading Metrics calculated at close of trading on 05-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,799.39 |
17,718.03 |
-81.36 |
-0.5% |
17,526.08 |
High |
17,806.38 |
17,718.03 |
-88.35 |
-0.5% |
17,811.48 |
Low |
17,710.67 |
17,579.56 |
-131.11 |
-0.7% |
17,434.27 |
Close |
17,737.00 |
17,603.32 |
-133.68 |
-0.8% |
17,792.75 |
Range |
95.71 |
138.47 |
42.76 |
44.7% |
377.21 |
ATR |
169.69 |
168.81 |
-0.87 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,049.05 |
17,964.65 |
17,679.48 |
|
R3 |
17,910.58 |
17,826.18 |
17,641.40 |
|
R2 |
17,772.11 |
17,772.11 |
17,628.71 |
|
R1 |
17,687.71 |
17,687.71 |
17,616.01 |
17,660.68 |
PP |
17,633.64 |
17,633.64 |
17,633.64 |
17,620.12 |
S1 |
17,549.24 |
17,549.24 |
17,590.63 |
17,522.21 |
S2 |
17,495.17 |
17,495.17 |
17,577.93 |
|
S3 |
17,356.70 |
17,410.77 |
17,565.24 |
|
S4 |
17,218.23 |
17,272.30 |
17,527.16 |
|
|
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 |
17,568.02 |
243.46 |
1.4% |
140.27 |
0.8% |
14% |
False |
False |
|
10 |
17,811.48 |
17,399.01 |
412.47 |
2.3% |
132.99 |
0.8% |
50% |
False |
False |
|
20 |
17,811.48 |
16,821.86 |
989.62 |
5.6% |
148.98 |
0.8% |
79% |
False |
False |
|
40 |
17,811.48 |
15,503.01 |
2,308.47 |
13.1% |
189.68 |
1.1% |
91% |
False |
False |
|
60 |
17,811.48 |
15,450.56 |
2,360.92 |
13.4% |
235.03 |
1.3% |
91% |
False |
False |
|
80 |
17,811.48 |
15,450.56 |
2,360.92 |
13.4% |
238.82 |
1.4% |
91% |
False |
False |
|
100 |
17,914.34 |
15,450.56 |
2,463.78 |
14.0% |
228.16 |
1.3% |
87% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.4% |
216.79 |
1.2% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,306.53 |
2.618 |
18,080.54 |
1.618 |
17,942.07 |
1.000 |
17,856.50 |
0.618 |
17,803.60 |
HIGH |
17,718.03 |
0.618 |
17,665.13 |
0.500 |
17,648.80 |
0.382 |
17,632.46 |
LOW |
17,579.56 |
0.618 |
17,493.99 |
1.000 |
17,441.09 |
1.618 |
17,355.52 |
2.618 |
17,217.05 |
4.250 |
16,991.06 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,648.80 |
17,689.75 |
PP |
17,633.64 |
17,660.94 |
S1 |
17,618.48 |
17,632.13 |
|