Trading Metrics calculated at close of trading on 07-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,230.4 |
1,224.8 |
-5.6 |
-0.5% |
1,216.0 |
High |
1,230.4 |
1,242.9 |
12.5 |
1.0% |
1,245.0 |
Low |
1,217.6 |
1,224.6 |
7.0 |
0.6% |
1,206.0 |
Close |
1,222.5 |
1,236.2 |
13.7 |
1.1% |
1,222.2 |
Range |
12.8 |
18.3 |
5.5 |
43.0% |
39.0 |
ATR |
22.1 |
22.0 |
-0.1 |
-0.6% |
0.0 |
Volume |
248 |
375 |
127 |
51.2% |
385,642 |
|
Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.5 |
1,281.1 |
1,246.3 |
|
R3 |
1,271.2 |
1,262.8 |
1,241.2 |
|
R2 |
1,252.9 |
1,252.9 |
1,239.6 |
|
R1 |
1,244.5 |
1,244.5 |
1,237.9 |
1,248.7 |
PP |
1,234.6 |
1,234.6 |
1,234.6 |
1,236.7 |
S1 |
1,226.2 |
1,226.2 |
1,234.5 |
1,230.4 |
S2 |
1,216.3 |
1,216.3 |
1,232.8 |
|
S3 |
1,198.0 |
1,207.9 |
1,231.2 |
|
S4 |
1,179.7 |
1,189.6 |
1,226.1 |
|
|
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 |
1,242.9 |
1,209.2 |
33.7 |
2.7% |
17.1 |
1.4% |
80% |
True |
False |
948 |
10 |
1,245.0 |
1,206.0 |
39.0 |
3.2% |
18.1 |
1.5% |
77% |
False |
False |
55,848 |
20 |
1,287.8 |
1,206.0 |
81.8 |
6.6% |
22.1 |
1.8% |
37% |
False |
False |
135,032 |
40 |
1,287.8 |
1,181.6 |
106.2 |
8.6% |
24.4 |
2.0% |
51% |
False |
False |
179,091 |
60 |
1,287.8 |
1,071.3 |
216.5 |
17.5% |
22.0 |
1.8% |
76% |
False |
False |
154,016 |
80 |
1,287.8 |
1,047.4 |
240.4 |
19.4% |
20.0 |
1.6% |
79% |
False |
False |
117,654 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.5% |
19.0 |
1.5% |
79% |
False |
False |
95,121 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.5% |
17.9 |
1.4% |
79% |
False |
False |
79,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,320.7 |
2.618 |
1,290.8 |
1.618 |
1,272.5 |
1.000 |
1,261.2 |
0.618 |
1,254.2 |
HIGH |
1,242.9 |
0.618 |
1,235.9 |
0.500 |
1,233.8 |
0.382 |
1,231.6 |
LOW |
1,224.6 |
0.618 |
1,213.3 |
1.000 |
1,206.3 |
1.618 |
1,195.0 |
2.618 |
1,176.7 |
4.250 |
1,146.8 |
|
|
Fisher Pivots for day following 07-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,235.4 |
1,233.9 |
PP |
1,234.6 |
1,231.5 |
S1 |
1,233.8 |
1,229.2 |
|