Trading Metrics calculated at close of trading on 08-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,224.8 |
1,241.0 |
16.2 |
1.3% |
1,221.7 |
High |
1,242.9 |
1,242.8 |
-0.1 |
0.0% |
1,242.9 |
Low |
1,224.6 |
1,232.0 |
7.4 |
0.6% |
1,215.0 |
Close |
1,236.2 |
1,242.5 |
6.3 |
0.5% |
1,242.5 |
Range |
18.3 |
10.8 |
-7.5 |
-41.0% |
27.9 |
ATR |
22.0 |
21.2 |
-0.8 |
-3.6% |
0.0 |
Volume |
375 |
409 |
34 |
9.1% |
3,547 |
|
Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.5 |
1,267.8 |
1,248.4 |
|
R3 |
1,260.7 |
1,257.0 |
1,245.5 |
|
R2 |
1,249.9 |
1,249.9 |
1,244.5 |
|
R1 |
1,246.2 |
1,246.2 |
1,243.5 |
1,248.1 |
PP |
1,239.1 |
1,239.1 |
1,239.1 |
1,240.0 |
S1 |
1,235.4 |
1,235.4 |
1,241.5 |
1,237.3 |
S2 |
1,228.3 |
1,228.3 |
1,240.5 |
|
S3 |
1,217.5 |
1,224.6 |
1,239.5 |
|
S4 |
1,206.7 |
1,213.8 |
1,236.6 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.2 |
1,307.7 |
1,257.8 |
|
R3 |
1,289.3 |
1,279.8 |
1,250.2 |
|
R2 |
1,261.4 |
1,261.4 |
1,247.6 |
|
R1 |
1,251.9 |
1,251.9 |
1,245.1 |
1,256.7 |
PP |
1,233.5 |
1,233.5 |
1,233.5 |
1,235.8 |
S1 |
1,224.0 |
1,224.0 |
1,239.9 |
1,228.8 |
S2 |
1,205.6 |
1,205.6 |
1,237.4 |
|
S3 |
1,177.7 |
1,196.1 |
1,234.8 |
|
S4 |
1,149.8 |
1,168.2 |
1,227.2 |
|
|
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 |
1,215.0 |
27.9 |
2.2% |
14.1 |
1.1% |
99% |
False |
False |
709 |
10 |
1,245.0 |
1,206.0 |
39.0 |
3.1% |
17.9 |
1.4% |
94% |
False |
False |
38,918 |
20 |
1,287.8 |
1,206.0 |
81.8 |
6.6% |
20.8 |
1.7% |
45% |
False |
False |
119,804 |
40 |
1,287.8 |
1,191.5 |
96.3 |
7.8% |
24.2 |
1.9% |
53% |
False |
False |
174,886 |
60 |
1,287.8 |
1,071.3 |
216.5 |
17.4% |
21.9 |
1.8% |
79% |
False |
False |
153,568 |
80 |
1,287.8 |
1,047.4 |
240.4 |
19.3% |
20.0 |
1.6% |
81% |
False |
False |
117,613 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.4% |
19.0 |
1.5% |
81% |
False |
False |
95,064 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.4% |
17.9 |
1.4% |
81% |
False |
False |
79,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.7 |
2.618 |
1,271.1 |
1.618 |
1,260.3 |
1.000 |
1,253.6 |
0.618 |
1,249.5 |
HIGH |
1,242.8 |
0.618 |
1,238.7 |
0.500 |
1,237.4 |
0.382 |
1,236.1 |
LOW |
1,232.0 |
0.618 |
1,225.3 |
1.000 |
1,221.2 |
1.618 |
1,214.5 |
2.618 |
1,203.7 |
4.250 |
1,186.1 |
|
|
Fisher Pivots for day following 08-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,240.8 |
1,238.4 |
PP |
1,239.1 |
1,234.3 |
S1 |
1,237.4 |
1,230.3 |
|