Trading Metrics calculated at close of trading on 04-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1,234.1 |
1,223.0 |
-11.1 |
-0.9% |
1,217.8 |
High |
1,237.2 |
1,224.1 |
-13.1 |
-1.1% |
1,246.8 |
Low |
1,210.3 |
1,215.7 |
5.4 |
0.4% |
1,207.7 |
Close |
1,223.5 |
1,219.3 |
-4.2 |
-0.3% |
1,223.5 |
Range |
26.9 |
8.4 |
-18.5 |
-68.8% |
39.1 |
ATR |
24.2 |
23.0 |
-1.1 |
-4.7% |
0.0 |
Volume |
196,902 |
91,057 |
-105,845 |
-53.8% |
788,733 |
|
Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,244.9 |
1,240.5 |
1,223.9 |
|
R3 |
1,236.5 |
1,232.1 |
1,221.6 |
|
R2 |
1,228.1 |
1,228.1 |
1,220.8 |
|
R1 |
1,223.7 |
1,223.7 |
1,220.1 |
1,221.7 |
PP |
1,219.7 |
1,219.7 |
1,219.7 |
1,218.7 |
S1 |
1,215.3 |
1,215.3 |
1,218.5 |
1,213.3 |
S2 |
1,211.3 |
1,211.3 |
1,217.8 |
|
S3 |
1,202.9 |
1,206.9 |
1,217.0 |
|
S4 |
1,194.5 |
1,198.5 |
1,214.7 |
|
|
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 |
1,210.3 |
36.5 |
3.0% |
20.5 |
1.7% |
25% |
False |
False |
158,191 |
10 |
1,262.2 |
1,207.7 |
54.5 |
4.5% |
20.1 |
1.6% |
21% |
False |
False |
113,421 |
20 |
1,287.8 |
1,207.7 |
80.1 |
6.6% |
22.4 |
1.8% |
14% |
False |
False |
70,325 |
40 |
1,287.8 |
1,146.1 |
141.7 |
11.6% |
24.8 |
2.0% |
52% |
False |
False |
39,723 |
60 |
1,287.8 |
1,071.8 |
216.0 |
17.7% |
21.6 |
1.8% |
68% |
False |
False |
28,400 |
80 |
1,287.8 |
1,048.3 |
239.5 |
19.6% |
19.2 |
1.6% |
71% |
False |
False |
21,738 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.7% |
18.2 |
1.5% |
72% |
False |
False |
17,939 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.7% |
17.5 |
1.4% |
72% |
False |
False |
15,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,259.8 |
2.618 |
1,246.1 |
1.618 |
1,237.7 |
1.000 |
1,232.5 |
0.618 |
1,229.3 |
HIGH |
1,224.1 |
0.618 |
1,220.9 |
0.500 |
1,219.9 |
0.382 |
1,218.9 |
LOW |
1,215.7 |
0.618 |
1,210.5 |
1.000 |
1,207.3 |
1.618 |
1,202.1 |
2.618 |
1,193.7 |
4.250 |
1,180.0 |
|
|
Fisher Pivots for day following 04-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,219.9 |
1,226.3 |
PP |
1,219.7 |
1,224.0 |
S1 |
1,219.5 |
1,221.6 |
|