Trading Metrics calculated at close of trading on 01-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,225.6 |
1,232.3 |
6.7 |
0.5% |
1,216.0 |
High |
1,239.6 |
1,235.2 |
-4.4 |
-0.4% |
1,245.0 |
Low |
1,224.5 |
1,209.2 |
-15.3 |
-1.2% |
1,206.0 |
Close |
1,234.2 |
1,222.2 |
-12.0 |
-1.0% |
1,222.2 |
Range |
15.1 |
26.0 |
10.9 |
72.2% |
39.0 |
ATR |
24.0 |
24.2 |
0.1 |
0.6% |
0.0 |
Volume |
3,377 |
1,602 |
-1,775 |
-52.6% |
385,642 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.2 |
1,287.2 |
1,236.5 |
|
R3 |
1,274.2 |
1,261.2 |
1,229.4 |
|
R2 |
1,248.2 |
1,248.2 |
1,227.0 |
|
R1 |
1,235.2 |
1,235.2 |
1,224.6 |
1,228.7 |
PP |
1,222.2 |
1,222.2 |
1,222.2 |
1,219.0 |
S1 |
1,209.2 |
1,209.2 |
1,219.8 |
1,202.7 |
S2 |
1,196.2 |
1,196.2 |
1,217.4 |
|
S3 |
1,170.2 |
1,183.2 |
1,215.1 |
|
S4 |
1,144.2 |
1,157.2 |
1,207.9 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.4 |
1,320.8 |
1,243.7 |
|
R3 |
1,302.4 |
1,281.8 |
1,232.9 |
|
R2 |
1,263.4 |
1,263.4 |
1,229.4 |
|
R1 |
1,242.8 |
1,242.8 |
1,225.8 |
1,253.1 |
PP |
1,224.4 |
1,224.4 |
1,224.4 |
1,229.6 |
S1 |
1,203.8 |
1,203.8 |
1,218.6 |
1,214.1 |
S2 |
1,185.4 |
1,185.4 |
1,215.1 |
|
S3 |
1,146.4 |
1,164.8 |
1,211.5 |
|
S4 |
1,107.4 |
1,125.8 |
1,200.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,245.0 |
1,206.0 |
39.0 |
3.2% |
21.6 |
1.8% |
42% |
False |
False |
77,128 |
10 |
1,267.7 |
1,206.0 |
61.7 |
5.0% |
20.8 |
1.7% |
26% |
False |
False |
135,193 |
20 |
1,287.8 |
1,206.0 |
81.8 |
6.7% |
23.5 |
1.9% |
20% |
False |
False |
185,037 |
40 |
1,287.8 |
1,139.7 |
148.1 |
12.1% |
25.3 |
2.1% |
56% |
False |
False |
199,822 |
60 |
1,287.8 |
1,071.3 |
216.5 |
17.7% |
22.2 |
1.8% |
70% |
False |
False |
155,568 |
80 |
1,287.8 |
1,047.4 |
240.4 |
19.7% |
19.9 |
1.6% |
73% |
False |
False |
117,759 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.7% |
18.9 |
1.5% |
73% |
False |
False |
95,272 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.7% |
18.0 |
1.5% |
73% |
False |
False |
79,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,345.7 |
2.618 |
1,303.3 |
1.618 |
1,277.3 |
1.000 |
1,261.2 |
0.618 |
1,251.3 |
HIGH |
1,235.2 |
0.618 |
1,225.3 |
0.500 |
1,222.2 |
0.382 |
1,219.1 |
LOW |
1,209.2 |
0.618 |
1,193.1 |
1.000 |
1,183.2 |
1.618 |
1,167.1 |
2.618 |
1,141.1 |
4.250 |
1,098.7 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,222.2 |
1,227.1 |
PP |
1,222.2 |
1,225.5 |
S1 |
1,222.2 |
1,223.8 |
|