Trading Metrics calculated at close of trading on 07-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,605.45 |
17,687.28 |
81.83 |
0.5% |
17,526.08 |
High |
17,723.55 |
17,687.28 |
-36.27 |
-0.2% |
17,811.48 |
Low |
17,542.54 |
17,484.23 |
-58.31 |
-0.3% |
17,434.27 |
Close |
17,716.05 |
17,541.96 |
-174.09 |
-1.0% |
17,792.75 |
Range |
181.01 |
203.05 |
22.04 |
12.2% |
377.21 |
ATR |
169.68 |
174.12 |
4.44 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,180.31 |
18,064.18 |
17,653.64 |
|
R3 |
17,977.26 |
17,861.13 |
17,597.80 |
|
R2 |
17,774.21 |
17,774.21 |
17,579.19 |
|
R1 |
17,658.08 |
17,658.08 |
17,560.57 |
17,614.62 |
PP |
17,571.16 |
17,571.16 |
17,571.16 |
17,549.43 |
S1 |
17,455.03 |
17,455.03 |
17,523.35 |
17,411.57 |
S2 |
17,368.11 |
17,368.11 |
17,504.73 |
|
S3 |
17,165.06 |
17,251.98 |
17,486.12 |
|
S4 |
16,962.01 |
17,048.93 |
17,430.28 |
|
|
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 |
17,484.23 |
327.25 |
1.9% |
172.34 |
1.0% |
18% |
False |
True |
|
10 |
17,811.48 |
17,399.01 |
412.47 |
2.4% |
150.29 |
0.9% |
35% |
False |
False |
|
20 |
17,811.48 |
16,821.86 |
989.62 |
5.6% |
155.59 |
0.9% |
73% |
False |
False |
|
40 |
17,811.48 |
15,503.01 |
2,308.47 |
13.2% |
184.30 |
1.1% |
88% |
False |
False |
|
60 |
17,811.48 |
15,450.56 |
2,360.92 |
13.5% |
231.97 |
1.3% |
89% |
False |
False |
|
80 |
17,811.48 |
15,450.56 |
2,360.92 |
13.5% |
236.28 |
1.3% |
89% |
False |
False |
|
100 |
17,914.34 |
15,450.56 |
2,463.78 |
14.0% |
229.79 |
1.3% |
85% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.4% |
216.97 |
1.2% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,550.24 |
2.618 |
18,218.86 |
1.618 |
18,015.81 |
1.000 |
17,890.33 |
0.618 |
17,812.76 |
HIGH |
17,687.28 |
0.618 |
17,609.71 |
0.500 |
17,585.76 |
0.382 |
17,561.80 |
LOW |
17,484.23 |
0.618 |
17,358.75 |
1.000 |
17,281.18 |
1.618 |
17,155.70 |
2.618 |
16,952.65 |
4.250 |
16,621.27 |
|
|
Fisher Pivots for day following 07-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,585.76 |
17,603.89 |
PP |
17,571.16 |
17,583.25 |
S1 |
17,556.56 |
17,562.60 |
|