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 |
1,232.6 |
1,224.0 |
-8.6 |
-0.7% |
1,217.8 |
High |
1,233.8 |
1,245.0 |
11.2 |
0.9% |
1,246.8 |
Low |
1,217.2 |
1,224.0 |
6.8 |
0.6% |
1,207.7 |
Close |
1,223.8 |
1,237.5 |
13.7 |
1.1% |
1,223.5 |
Range |
16.6 |
21.0 |
4.4 |
26.5% |
39.1 |
ATR |
22.6 |
22.5 |
-0.1 |
-0.4% |
0.0 |
Volume |
135,333 |
189,413 |
54,080 |
40.0% |
788,733 |
|
Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.5 |
1,289.0 |
1,249.1 |
|
R3 |
1,277.5 |
1,268.0 |
1,243.3 |
|
R2 |
1,256.5 |
1,256.5 |
1,241.4 |
|
R1 |
1,247.0 |
1,247.0 |
1,239.4 |
1,251.8 |
PP |
1,235.5 |
1,235.5 |
1,235.5 |
1,237.9 |
S1 |
1,226.0 |
1,226.0 |
1,235.6 |
1,230.8 |
S2 |
1,214.5 |
1,214.5 |
1,233.7 |
|
S3 |
1,193.5 |
1,205.0 |
1,231.7 |
|
S4 |
1,172.5 |
1,184.0 |
1,226.0 |
|
|
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 |
1,245.0 |
1,210.3 |
34.7 |
2.8% |
19.1 |
1.5% |
78% |
True |
False |
153,958 |
10 |
1,246.8 |
1,207.7 |
39.1 |
3.2% |
19.3 |
1.6% |
76% |
False |
False |
142,412 |
20 |
1,287.8 |
1,207.7 |
80.1 |
6.5% |
22.6 |
1.8% |
37% |
False |
False |
89,737 |
40 |
1,287.8 |
1,182.2 |
105.6 |
8.5% |
24.3 |
2.0% |
52% |
False |
False |
51,274 |
60 |
1,287.8 |
1,071.8 |
216.0 |
17.5% |
21.7 |
1.8% |
77% |
False |
False |
36,235 |
80 |
1,287.8 |
1,048.3 |
239.5 |
19.4% |
19.6 |
1.6% |
79% |
False |
False |
27,675 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.4% |
18.5 |
1.5% |
79% |
False |
False |
22,678 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.4% |
17.5 |
1.4% |
79% |
False |
False |
19,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.3 |
2.618 |
1,300.0 |
1.618 |
1,279.0 |
1.000 |
1,266.0 |
0.618 |
1,258.0 |
HIGH |
1,245.0 |
0.618 |
1,237.0 |
0.500 |
1,234.5 |
0.382 |
1,232.0 |
LOW |
1,224.0 |
0.618 |
1,211.0 |
1.000 |
1,203.0 |
1.618 |
1,190.0 |
2.618 |
1,169.0 |
4.250 |
1,134.8 |
|
|
Fisher Pivots for day following 07-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,236.5 |
1,235.2 |
PP |
1,235.5 |
1,232.8 |
S1 |
1,234.5 |
1,230.5 |
|