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 |
67.63 |
66.18 |
-1.45 |
-2.1% |
66.50 |
High |
68.11 |
66.81 |
-1.30 |
-1.9% |
68.11 |
Low |
67.00 |
65.80 |
-1.20 |
-1.8% |
65.47 |
Close |
67.05 |
66.01 |
-1.04 |
-1.6% |
66.01 |
Range |
1.11 |
1.01 |
-0.10 |
-9.0% |
2.64 |
ATR |
1.34 |
1.33 |
-0.01 |
-0.5% |
0.00 |
Volume |
4,275,000 |
18,969,500 |
14,694,500 |
343.7% |
33,809,300 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.24 |
68.63 |
66.57 |
|
R3 |
68.23 |
67.62 |
66.29 |
|
R2 |
67.22 |
67.22 |
66.20 |
|
R1 |
66.61 |
66.61 |
66.10 |
66.41 |
PP |
66.21 |
66.21 |
66.21 |
66.11 |
S1 |
65.60 |
65.60 |
65.92 |
65.40 |
S2 |
65.20 |
65.20 |
65.82 |
|
S3 |
64.19 |
64.59 |
65.73 |
|
S4 |
63.18 |
63.58 |
65.45 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.45 |
72.87 |
67.46 |
|
R3 |
71.81 |
70.23 |
66.74 |
|
R2 |
69.17 |
69.17 |
66.49 |
|
R1 |
67.59 |
67.59 |
66.25 |
67.06 |
PP |
66.53 |
66.53 |
66.53 |
66.27 |
S1 |
64.95 |
64.95 |
65.77 |
64.42 |
S2 |
63.89 |
63.89 |
65.53 |
|
S3 |
61.25 |
62.31 |
65.28 |
|
S4 |
58.61 |
59.67 |
64.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.11 |
65.47 |
2.64 |
4.0% |
1.01 |
1.5% |
20% |
False |
False |
6,761,860 |
10 |
68.11 |
65.21 |
2.90 |
4.4% |
1.15 |
1.7% |
28% |
False |
False |
4,406,410 |
20 |
68.79 |
65.21 |
3.58 |
5.4% |
1.25 |
1.9% |
22% |
False |
False |
3,060,975 |
40 |
68.79 |
60.89 |
7.90 |
12.0% |
1.36 |
2.1% |
65% |
False |
False |
2,739,707 |
60 |
68.79 |
56.16 |
12.63 |
19.1% |
1.51 |
2.3% |
78% |
False |
False |
2,797,171 |
80 |
68.79 |
56.16 |
12.63 |
19.1% |
1.44 |
2.2% |
78% |
False |
False |
2,530,311 |
100 |
69.15 |
56.16 |
12.99 |
19.7% |
1.42 |
2.1% |
76% |
False |
False |
2,405,811 |
120 |
71.22 |
56.16 |
15.06 |
22.8% |
1.44 |
2.2% |
65% |
False |
False |
2,376,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.10 |
2.618 |
69.45 |
1.618 |
68.44 |
1.000 |
67.82 |
0.618 |
67.43 |
HIGH |
66.81 |
0.618 |
66.42 |
0.500 |
66.31 |
0.382 |
66.19 |
LOW |
65.80 |
0.618 |
65.18 |
1.000 |
64.79 |
1.618 |
64.17 |
2.618 |
63.16 |
4.250 |
61.51 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
66.31 |
66.96 |
PP |
66.21 |
66.64 |
S1 |
66.11 |
66.33 |
|