Trading Metrics calculated at close of trading on 04-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,232.3 |
1,221.7 |
-10.6 |
-0.9% |
1,216.0 |
High |
1,235.2 |
1,222.3 |
-12.9 |
-1.0% |
1,245.0 |
Low |
1,209.2 |
1,215.0 |
5.8 |
0.5% |
1,206.0 |
Close |
1,222.2 |
1,218.0 |
-4.2 |
-0.3% |
1,222.2 |
Range |
26.0 |
7.3 |
-18.7 |
-71.9% |
39.0 |
ATR |
24.2 |
23.0 |
-1.2 |
-5.0% |
0.0 |
Volume |
1,602 |
2,038 |
436 |
27.2% |
385,642 |
|
Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,240.3 |
1,236.5 |
1,222.0 |
|
R3 |
1,233.0 |
1,229.2 |
1,220.0 |
|
R2 |
1,225.7 |
1,225.7 |
1,219.3 |
|
R1 |
1,221.9 |
1,221.9 |
1,218.7 |
1,220.2 |
PP |
1,218.4 |
1,218.4 |
1,218.4 |
1,217.6 |
S1 |
1,214.6 |
1,214.6 |
1,217.3 |
1,212.9 |
S2 |
1,211.1 |
1,211.1 |
1,216.7 |
|
S3 |
1,203.8 |
1,207.3 |
1,216.0 |
|
S4 |
1,196.5 |
1,200.0 |
1,214.0 |
|
|
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 |
1,209.2 |
35.8 |
2.9% |
19.6 |
1.6% |
25% |
False |
False |
48,999 |
10 |
1,260.9 |
1,206.0 |
54.9 |
4.5% |
19.6 |
1.6% |
22% |
False |
False |
119,590 |
20 |
1,287.8 |
1,206.0 |
81.8 |
6.7% |
22.4 |
1.8% |
15% |
False |
False |
167,080 |
40 |
1,287.8 |
1,145.5 |
142.3 |
11.7% |
25.1 |
2.1% |
51% |
False |
False |
195,443 |
60 |
1,287.8 |
1,071.3 |
216.5 |
17.8% |
22.0 |
1.8% |
68% |
False |
False |
155,412 |
80 |
1,287.8 |
1,047.4 |
240.4 |
19.7% |
19.8 |
1.6% |
71% |
False |
False |
117,742 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.8% |
18.7 |
1.5% |
71% |
False |
False |
95,235 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.8% |
17.9 |
1.5% |
71% |
False |
False |
79,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,253.3 |
2.618 |
1,241.4 |
1.618 |
1,234.1 |
1.000 |
1,229.6 |
0.618 |
1,226.8 |
HIGH |
1,222.3 |
0.618 |
1,219.5 |
0.500 |
1,218.7 |
0.382 |
1,217.8 |
LOW |
1,215.0 |
0.618 |
1,210.5 |
1.000 |
1,207.7 |
1.618 |
1,203.2 |
2.618 |
1,195.9 |
4.250 |
1,184.0 |
|
|
Fisher Pivots for day following 04-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,218.7 |
1,224.4 |
PP |
1,218.4 |
1,222.3 |
S1 |
1,218.2 |
1,220.1 |
|