Trading Metrics calculated at close of trading on 01-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,227.0 |
1,234.1 |
7.1 |
0.6% |
1,217.8 |
High |
1,242.3 |
1,237.2 |
-5.1 |
-0.4% |
1,246.8 |
Low |
1,225.1 |
1,210.3 |
-14.8 |
-1.2% |
1,207.7 |
Close |
1,235.6 |
1,223.5 |
-12.1 |
-1.0% |
1,223.5 |
Range |
17.2 |
26.9 |
9.7 |
56.4% |
39.1 |
ATR |
23.9 |
24.2 |
0.2 |
0.9% |
0.0 |
Volume |
120,318 |
196,902 |
76,584 |
63.7% |
788,733 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.4 |
1,290.8 |
1,238.3 |
|
R3 |
1,277.5 |
1,263.9 |
1,230.9 |
|
R2 |
1,250.6 |
1,250.6 |
1,228.4 |
|
R1 |
1,237.0 |
1,237.0 |
1,226.0 |
1,230.4 |
PP |
1,223.7 |
1,223.7 |
1,223.7 |
1,220.3 |
S1 |
1,210.1 |
1,210.1 |
1,221.0 |
1,203.5 |
S2 |
1,196.8 |
1,196.8 |
1,218.6 |
|
S3 |
1,169.9 |
1,183.2 |
1,216.1 |
|
S4 |
1,143.0 |
1,156.3 |
1,208.7 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.3 |
1,322.5 |
1,245.0 |
|
R3 |
1,304.2 |
1,283.4 |
1,234.3 |
|
R2 |
1,265.1 |
1,265.1 |
1,230.7 |
|
R1 |
1,244.3 |
1,244.3 |
1,227.1 |
1,254.7 |
PP |
1,226.0 |
1,226.0 |
1,226.0 |
1,231.2 |
S1 |
1,205.2 |
1,205.2 |
1,219.9 |
1,215.6 |
S2 |
1,186.9 |
1,186.9 |
1,216.3 |
|
S3 |
1,147.8 |
1,166.1 |
1,212.7 |
|
S4 |
1,108.7 |
1,127.0 |
1,202.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,246.8 |
1,207.7 |
39.1 |
3.2% |
22.3 |
1.8% |
40% |
False |
False |
157,746 |
10 |
1,268.9 |
1,207.7 |
61.2 |
5.0% |
21.2 |
1.7% |
26% |
False |
False |
106,696 |
20 |
1,287.8 |
1,207.7 |
80.1 |
6.5% |
23.4 |
1.9% |
20% |
False |
False |
66,857 |
40 |
1,287.8 |
1,141.0 |
146.8 |
12.0% |
25.0 |
2.0% |
56% |
False |
False |
37,671 |
60 |
1,287.8 |
1,071.8 |
216.0 |
17.7% |
21.7 |
1.8% |
70% |
False |
False |
26,917 |
80 |
1,287.8 |
1,048.3 |
239.5 |
19.6% |
19.3 |
1.6% |
73% |
False |
False |
20,621 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.7% |
18.3 |
1.5% |
73% |
False |
False |
17,086 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.7% |
17.5 |
1.4% |
73% |
False |
False |
14,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.5 |
2.618 |
1,307.6 |
1.618 |
1,280.7 |
1.000 |
1,264.1 |
0.618 |
1,253.8 |
HIGH |
1,237.2 |
0.618 |
1,226.9 |
0.500 |
1,223.8 |
0.382 |
1,220.6 |
LOW |
1,210.3 |
0.618 |
1,193.7 |
1.000 |
1,183.4 |
1.618 |
1,166.8 |
2.618 |
1,139.9 |
4.250 |
1,096.0 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,223.8 |
1,228.6 |
PP |
1,223.7 |
1,226.9 |
S1 |
1,223.6 |
1,225.2 |
|