Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,215.4 |
1,230.4 |
15.0 |
1.2% |
1,216.0 |
High |
1,236.7 |
1,230.4 |
-6.3 |
-0.5% |
1,245.0 |
Low |
1,215.4 |
1,217.6 |
2.2 |
0.2% |
1,206.0 |
Close |
1,228.4 |
1,222.5 |
-5.9 |
-0.5% |
1,222.2 |
Range |
21.3 |
12.8 |
-8.5 |
-39.9% |
39.0 |
ATR |
22.8 |
22.1 |
-0.7 |
-3.1% |
0.0 |
Volume |
477 |
248 |
-229 |
-48.0% |
385,642 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.9 |
1,255.0 |
1,229.5 |
|
R3 |
1,249.1 |
1,242.2 |
1,226.0 |
|
R2 |
1,236.3 |
1,236.3 |
1,224.8 |
|
R1 |
1,229.4 |
1,229.4 |
1,223.7 |
1,226.5 |
PP |
1,223.5 |
1,223.5 |
1,223.5 |
1,222.0 |
S1 |
1,216.6 |
1,216.6 |
1,221.3 |
1,213.7 |
S2 |
1,210.7 |
1,210.7 |
1,220.2 |
|
S3 |
1,197.9 |
1,203.8 |
1,219.0 |
|
S4 |
1,185.1 |
1,191.0 |
1,215.5 |
|
|
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 |
1,239.6 |
1,209.2 |
30.4 |
2.5% |
16.5 |
1.3% |
44% |
False |
False |
1,548 |
10 |
1,249.8 |
1,206.0 |
43.8 |
3.6% |
19.7 |
1.6% |
38% |
False |
False |
82,427 |
20 |
1,287.8 |
1,206.0 |
81.8 |
6.7% |
22.3 |
1.8% |
20% |
False |
False |
146,171 |
40 |
1,287.8 |
1,181.6 |
106.2 |
8.7% |
24.2 |
2.0% |
39% |
False |
False |
183,852 |
60 |
1,287.8 |
1,071.3 |
216.5 |
17.7% |
21.9 |
1.8% |
70% |
False |
False |
154,851 |
80 |
1,287.8 |
1,047.4 |
240.4 |
19.7% |
19.9 |
1.6% |
73% |
False |
False |
117,676 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.7% |
18.9 |
1.5% |
73% |
False |
False |
95,168 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.7% |
18.0 |
1.5% |
73% |
False |
False |
79,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,284.8 |
2.618 |
1,263.9 |
1.618 |
1,251.1 |
1.000 |
1,243.2 |
0.618 |
1,238.3 |
HIGH |
1,230.4 |
0.618 |
1,225.5 |
0.500 |
1,224.0 |
0.382 |
1,222.5 |
LOW |
1,217.6 |
0.618 |
1,209.7 |
1.000 |
1,204.8 |
1.618 |
1,196.9 |
2.618 |
1,184.1 |
4.250 |
1,163.2 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,224.0 |
1,225.9 |
PP |
1,223.5 |
1,224.7 |
S1 |
1,223.0 |
1,223.6 |
|