Trading Metrics calculated at close of trading on 08-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
17,687.28 |
17,555.39 |
-131.89 |
-0.7% |
17,799.39 |
High |
17,687.28 |
17,694.51 |
7.23 |
0.0% |
17,806.38 |
Low |
17,484.23 |
17,528.16 |
43.93 |
0.3% |
17,484.23 |
Close |
17,541.96 |
17,576.96 |
35.00 |
0.2% |
17,576.96 |
Range |
203.05 |
166.35 |
-36.70 |
-18.1% |
322.15 |
ATR |
174.12 |
173.57 |
-0.56 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,098.93 |
18,004.29 |
17,668.45 |
|
R3 |
17,932.58 |
17,837.94 |
17,622.71 |
|
R2 |
17,766.23 |
17,766.23 |
17,607.46 |
|
R1 |
17,671.59 |
17,671.59 |
17,592.21 |
17,718.91 |
PP |
17,599.88 |
17,599.88 |
17,599.88 |
17,623.54 |
S1 |
17,505.24 |
17,505.24 |
17,561.71 |
17,552.56 |
S2 |
17,433.53 |
17,433.53 |
17,546.46 |
|
S3 |
17,267.18 |
17,338.89 |
17,531.21 |
|
S4 |
17,100.83 |
17,172.54 |
17,485.47 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,588.97 |
18,405.12 |
17,754.14 |
|
R3 |
18,266.82 |
18,082.97 |
17,665.55 |
|
R2 |
17,944.67 |
17,944.67 |
17,636.02 |
|
R1 |
17,760.82 |
17,760.82 |
17,606.49 |
17,691.67 |
PP |
17,622.52 |
17,622.52 |
17,622.52 |
17,587.95 |
S1 |
17,438.67 |
17,438.67 |
17,547.43 |
17,369.52 |
S2 |
17,300.37 |
17,300.37 |
17,517.90 |
|
S3 |
16,978.22 |
17,116.52 |
17,488.37 |
|
S4 |
16,656.07 |
16,794.37 |
17,399.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,806.38 |
17,484.23 |
322.15 |
1.8% |
156.92 |
0.9% |
29% |
False |
False |
|
10 |
17,811.48 |
17,434.27 |
377.21 |
2.1% |
155.11 |
0.9% |
38% |
False |
False |
|
20 |
17,811.48 |
17,014.99 |
796.49 |
4.5% |
148.50 |
0.8% |
71% |
False |
False |
|
40 |
17,811.48 |
15,503.01 |
2,308.47 |
13.1% |
180.91 |
1.0% |
90% |
False |
False |
|
60 |
17,811.48 |
15,450.56 |
2,360.92 |
13.4% |
230.26 |
1.3% |
90% |
False |
False |
|
80 |
17,811.48 |
15,450.56 |
2,360.92 |
13.4% |
234.06 |
1.3% |
90% |
False |
False |
|
100 |
17,914.34 |
15,450.56 |
2,463.78 |
14.0% |
228.96 |
1.3% |
86% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.4% |
216.60 |
1.2% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,401.50 |
2.618 |
18,130.01 |
1.618 |
17,963.66 |
1.000 |
17,860.86 |
0.618 |
17,797.31 |
HIGH |
17,694.51 |
0.618 |
17,630.96 |
0.500 |
17,611.34 |
0.382 |
17,591.71 |
LOW |
17,528.16 |
0.618 |
17,425.36 |
1.000 |
17,361.81 |
1.618 |
17,259.01 |
2.618 |
17,092.66 |
4.250 |
16,821.17 |
|
|
Fisher Pivots for day following 08-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
17,611.34 |
17,603.89 |
PP |
17,599.88 |
17,594.91 |
S1 |
17,588.42 |
17,585.94 |
|