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 |
1,217.1 |
1,232.6 |
15.5 |
1.3% |
1,217.8 |
High |
1,238.8 |
1,233.8 |
-5.0 |
-0.4% |
1,246.8 |
Low |
1,216.0 |
1,217.2 |
1.2 |
0.1% |
1,207.7 |
Close |
1,229.6 |
1,223.8 |
-5.8 |
-0.5% |
1,223.5 |
Range |
22.8 |
16.6 |
-6.2 |
-27.2% |
39.1 |
ATR |
23.0 |
22.6 |
-0.5 |
-2.0% |
0.0 |
Volume |
157,086 |
135,333 |
-21,753 |
-13.8% |
788,733 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.7 |
1,265.9 |
1,232.9 |
|
R3 |
1,258.1 |
1,249.3 |
1,228.4 |
|
R2 |
1,241.5 |
1,241.5 |
1,226.8 |
|
R1 |
1,232.7 |
1,232.7 |
1,225.3 |
1,228.8 |
PP |
1,224.9 |
1,224.9 |
1,224.9 |
1,223.0 |
S1 |
1,216.1 |
1,216.1 |
1,222.3 |
1,212.2 |
S2 |
1,208.3 |
1,208.3 |
1,220.8 |
|
S3 |
1,191.7 |
1,199.5 |
1,219.2 |
|
S4 |
1,175.1 |
1,182.9 |
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 |
1,242.3 |
1,210.3 |
32.0 |
2.6% |
18.4 |
1.5% |
42% |
False |
False |
140,139 |
10 |
1,251.4 |
1,207.7 |
43.7 |
3.6% |
20.7 |
1.7% |
37% |
False |
False |
131,242 |
20 |
1,287.8 |
1,207.7 |
80.1 |
6.5% |
22.7 |
1.9% |
20% |
False |
False |
81,999 |
40 |
1,287.8 |
1,182.2 |
105.6 |
8.6% |
24.1 |
2.0% |
39% |
False |
False |
46,706 |
60 |
1,287.8 |
1,071.8 |
216.0 |
17.6% |
21.6 |
1.8% |
70% |
False |
False |
33,162 |
80 |
1,287.8 |
1,048.3 |
239.5 |
19.6% |
19.4 |
1.6% |
73% |
False |
False |
25,330 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.7% |
18.4 |
1.5% |
73% |
False |
False |
20,817 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.7% |
17.5 |
1.4% |
73% |
False |
False |
17,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,304.4 |
2.618 |
1,277.3 |
1.618 |
1,260.7 |
1.000 |
1,250.4 |
0.618 |
1,244.1 |
HIGH |
1,233.8 |
0.618 |
1,227.5 |
0.500 |
1,225.5 |
0.382 |
1,223.5 |
LOW |
1,217.2 |
0.618 |
1,206.9 |
1.000 |
1,200.6 |
1.618 |
1,190.3 |
2.618 |
1,173.7 |
4.250 |
1,146.7 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,225.5 |
1,227.3 |
PP |
1,224.9 |
1,226.1 |
S1 |
1,224.4 |
1,225.0 |
|