Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,718.03 |
17,605.45 |
-112.58 |
-0.6% |
17,526.08 |
High |
17,718.03 |
17,723.55 |
5.52 |
0.0% |
17,811.48 |
Low |
17,579.56 |
17,542.54 |
-37.02 |
-0.2% |
17,434.27 |
Close |
17,603.32 |
17,716.05 |
112.73 |
0.6% |
17,792.75 |
Range |
138.47 |
181.01 |
42.54 |
30.7% |
377.21 |
ATR |
168.81 |
169.68 |
0.87 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,203.74 |
18,140.91 |
17,815.61 |
|
R3 |
18,022.73 |
17,959.90 |
17,765.83 |
|
R2 |
17,841.72 |
17,841.72 |
17,749.24 |
|
R1 |
17,778.89 |
17,778.89 |
17,732.64 |
17,810.31 |
PP |
17,660.71 |
17,660.71 |
17,660.71 |
17,676.42 |
S1 |
17,597.88 |
17,597.88 |
17,699.46 |
17,629.30 |
S2 |
17,479.70 |
17,479.70 |
17,682.86 |
|
S3 |
17,298.69 |
17,416.87 |
17,666.27 |
|
S4 |
17,117.68 |
17,235.86 |
17,616.49 |
|
|
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 |
17,542.54 |
268.94 |
1.5% |
148.93 |
0.8% |
65% |
False |
True |
|
10 |
17,811.48 |
17,399.01 |
412.47 |
2.3% |
140.24 |
0.8% |
77% |
False |
False |
|
20 |
17,811.48 |
16,821.86 |
989.62 |
5.6% |
150.47 |
0.8% |
90% |
False |
False |
|
40 |
17,811.48 |
15,503.01 |
2,308.47 |
13.0% |
185.61 |
1.0% |
96% |
False |
False |
|
60 |
17,811.48 |
15,450.56 |
2,360.92 |
13.3% |
232.42 |
1.3% |
96% |
False |
False |
|
80 |
17,811.48 |
15,450.56 |
2,360.92 |
13.3% |
236.53 |
1.3% |
96% |
False |
False |
|
100 |
17,914.34 |
15,450.56 |
2,463.78 |
13.9% |
228.86 |
1.3% |
92% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.3% |
217.14 |
1.2% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,492.84 |
2.618 |
18,197.43 |
1.618 |
18,016.42 |
1.000 |
17,904.56 |
0.618 |
17,835.41 |
HIGH |
17,723.55 |
0.618 |
17,654.40 |
0.500 |
17,633.05 |
0.382 |
17,611.69 |
LOW |
17,542.54 |
0.618 |
17,430.68 |
1.000 |
17,361.53 |
1.618 |
17,249.67 |
2.618 |
17,068.66 |
4.250 |
16,773.25 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,688.38 |
17,702.19 |
PP |
17,660.71 |
17,688.32 |
S1 |
17,633.05 |
17,674.46 |
|