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 |
1,224.0 |
1,241.8 |
17.8 |
1.5% |
1,223.0 |
High |
1,245.0 |
1,244.6 |
-0.4 |
0.0% |
1,245.0 |
Low |
1,224.0 |
1,231.0 |
7.0 |
0.6% |
1,215.7 |
Close |
1,237.5 |
1,243.8 |
6.3 |
0.5% |
1,243.8 |
Range |
21.0 |
13.6 |
-7.4 |
-35.2% |
29.3 |
ATR |
22.5 |
21.8 |
-0.6 |
-2.8% |
0.0 |
Volume |
189,413 |
132,368 |
-57,045 |
-30.1% |
705,257 |
|
Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.6 |
1,275.8 |
1,251.3 |
|
R3 |
1,267.0 |
1,262.2 |
1,247.5 |
|
R2 |
1,253.4 |
1,253.4 |
1,246.3 |
|
R1 |
1,248.6 |
1,248.6 |
1,245.0 |
1,251.0 |
PP |
1,239.8 |
1,239.8 |
1,239.8 |
1,241.0 |
S1 |
1,235.0 |
1,235.0 |
1,242.6 |
1,237.4 |
S2 |
1,226.2 |
1,226.2 |
1,241.3 |
|
S3 |
1,212.6 |
1,221.4 |
1,240.1 |
|
S4 |
1,199.0 |
1,207.8 |
1,236.3 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.7 |
1,312.6 |
1,259.9 |
|
R3 |
1,293.4 |
1,283.3 |
1,251.9 |
|
R2 |
1,264.1 |
1,264.1 |
1,249.2 |
|
R1 |
1,254.0 |
1,254.0 |
1,246.5 |
1,259.1 |
PP |
1,234.8 |
1,234.8 |
1,234.8 |
1,237.4 |
S1 |
1,224.7 |
1,224.7 |
1,241.1 |
1,229.8 |
S2 |
1,205.5 |
1,205.5 |
1,238.4 |
|
S3 |
1,176.2 |
1,195.4 |
1,235.7 |
|
S4 |
1,146.9 |
1,166.1 |
1,227.7 |
|
|
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 |
1,215.7 |
29.3 |
2.4% |
16.5 |
1.3% |
96% |
False |
False |
141,051 |
10 |
1,246.8 |
1,207.7 |
39.1 |
3.1% |
19.4 |
1.6% |
92% |
False |
False |
149,399 |
20 |
1,287.8 |
1,207.7 |
80.1 |
6.4% |
21.5 |
1.7% |
45% |
False |
False |
94,974 |
40 |
1,287.8 |
1,192.1 |
95.7 |
7.7% |
24.3 |
2.0% |
54% |
False |
False |
54,511 |
60 |
1,287.8 |
1,071.8 |
216.0 |
17.4% |
21.7 |
1.7% |
80% |
False |
False |
38,390 |
80 |
1,287.8 |
1,048.3 |
239.5 |
19.3% |
19.6 |
1.6% |
82% |
False |
False |
29,307 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.3% |
18.5 |
1.5% |
82% |
False |
False |
23,933 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.3% |
17.5 |
1.4% |
82% |
False |
False |
20,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,302.4 |
2.618 |
1,280.2 |
1.618 |
1,266.6 |
1.000 |
1,258.2 |
0.618 |
1,253.0 |
HIGH |
1,244.6 |
0.618 |
1,239.4 |
0.500 |
1,237.8 |
0.382 |
1,236.2 |
LOW |
1,231.0 |
0.618 |
1,222.6 |
1.000 |
1,217.4 |
1.618 |
1,209.0 |
2.618 |
1,195.4 |
4.250 |
1,173.2 |
|
|
Fisher Pivots for day following 08-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1,241.8 |
1,239.6 |
PP |
1,239.8 |
1,235.3 |
S1 |
1,237.8 |
1,231.1 |
|