Trading Metrics calculated at close of trading on 05-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,221.7 |
1,215.4 |
-6.3 |
-0.5% |
1,216.0 |
High |
1,222.3 |
1,236.7 |
14.4 |
1.2% |
1,245.0 |
Low |
1,215.0 |
1,215.4 |
0.4 |
0.0% |
1,206.0 |
Close |
1,218.0 |
1,228.4 |
10.4 |
0.9% |
1,222.2 |
Range |
7.3 |
21.3 |
14.0 |
191.8% |
39.0 |
ATR |
23.0 |
22.8 |
-0.1 |
-0.5% |
0.0 |
Volume |
2,038 |
477 |
-1,561 |
-76.6% |
385,642 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,290.7 |
1,280.9 |
1,240.1 |
|
R3 |
1,269.4 |
1,259.6 |
1,234.3 |
|
R2 |
1,248.1 |
1,248.1 |
1,232.3 |
|
R1 |
1,238.3 |
1,238.3 |
1,230.4 |
1,243.2 |
PP |
1,226.8 |
1,226.8 |
1,226.8 |
1,229.3 |
S1 |
1,217.0 |
1,217.0 |
1,226.4 |
1,221.9 |
S2 |
1,205.5 |
1,205.5 |
1,224.5 |
|
S3 |
1,184.2 |
1,195.7 |
1,222.5 |
|
S4 |
1,162.9 |
1,174.4 |
1,216.7 |
|
|
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% |
18.3 |
1.5% |
54% |
False |
False |
11,148 |
10 |
1,260.9 |
1,206.0 |
54.9 |
4.5% |
20.2 |
1.6% |
41% |
False |
False |
101,975 |
20 |
1,287.8 |
1,206.0 |
81.8 |
6.7% |
22.6 |
1.8% |
27% |
False |
False |
156,465 |
40 |
1,287.8 |
1,164.5 |
123.3 |
10.0% |
24.9 |
2.0% |
52% |
False |
False |
190,082 |
60 |
1,287.8 |
1,071.3 |
216.5 |
17.6% |
22.1 |
1.8% |
73% |
False |
False |
155,149 |
80 |
1,287.8 |
1,047.4 |
240.4 |
19.6% |
19.9 |
1.6% |
75% |
False |
False |
117,702 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.6% |
18.9 |
1.5% |
75% |
False |
False |
95,202 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.6% |
18.0 |
1.5% |
75% |
False |
False |
79,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,327.2 |
2.618 |
1,292.5 |
1.618 |
1,271.2 |
1.000 |
1,258.0 |
0.618 |
1,249.9 |
HIGH |
1,236.7 |
0.618 |
1,228.6 |
0.500 |
1,226.1 |
0.382 |
1,223.5 |
LOW |
1,215.4 |
0.618 |
1,202.2 |
1.000 |
1,194.1 |
1.618 |
1,180.9 |
2.618 |
1,159.6 |
4.250 |
1,124.9 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,227.6 |
1,226.6 |
PP |
1,226.8 |
1,224.8 |
S1 |
1,226.1 |
1,223.0 |
|