Trading Metrics calculated at close of trading on 29-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
5,085.0 |
5,064.0 |
-21.0 |
-0.4% |
5,179.0 |
High |
5,095.0 |
5,100.0 |
5.0 |
0.1% |
5,189.0 |
Low |
5,053.0 |
4,979.0 |
-74.0 |
-1.5% |
5,053.0 |
Close |
5,081.0 |
4,993.0 |
-88.0 |
-1.7% |
5,081.0 |
Range |
42.0 |
121.0 |
79.0 |
188.1% |
136.0 |
ATR |
62.5 |
66.7 |
4.2 |
6.7% |
0.0 |
Volume |
23,872 |
32,777 |
8,905 |
37.3% |
79,094 |
|
Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,387.0 |
5,311.0 |
5,059.6 |
|
R3 |
5,266.0 |
5,190.0 |
5,026.3 |
|
R2 |
5,145.0 |
5,145.0 |
5,015.2 |
|
R1 |
5,069.0 |
5,069.0 |
5,004.1 |
5,046.5 |
PP |
5,024.0 |
5,024.0 |
5,024.0 |
5,012.8 |
S1 |
4,948.0 |
4,948.0 |
4,981.9 |
4,925.5 |
S2 |
4,903.0 |
4,903.0 |
4,970.8 |
|
S3 |
4,782.0 |
4,827.0 |
4,959.7 |
|
S4 |
4,661.0 |
4,706.0 |
4,926.5 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,515.7 |
5,434.3 |
5,155.8 |
|
R3 |
5,379.7 |
5,298.3 |
5,118.4 |
|
R2 |
5,243.7 |
5,243.7 |
5,105.9 |
|
R1 |
5,162.3 |
5,162.3 |
5,093.5 |
5,135.0 |
PP |
5,107.7 |
5,107.7 |
5,107.7 |
5,094.0 |
S1 |
5,026.3 |
5,026.3 |
5,068.5 |
4,999.0 |
S2 |
4,971.7 |
4,971.7 |
5,056.1 |
|
S3 |
4,835.7 |
4,890.3 |
5,043.6 |
|
S4 |
4,699.7 |
4,754.3 |
5,006.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,189.0 |
4,979.0 |
210.0 |
4.2% |
63.2 |
1.3% |
7% |
False |
True |
22,374 |
10 |
5,214.0 |
4,979.0 |
235.0 |
4.7% |
60.2 |
1.2% |
6% |
False |
True |
45,543 |
20 |
5,214.0 |
4,840.0 |
374.0 |
7.5% |
57.1 |
1.1% |
41% |
False |
False |
23,844 |
40 |
5,214.0 |
4,649.0 |
565.0 |
11.3% |
55.5 |
1.1% |
61% |
False |
False |
11,973 |
60 |
5,276.0 |
4,649.0 |
627.0 |
12.6% |
46.3 |
0.9% |
55% |
False |
False |
7,993 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.7% |
36.2 |
0.7% |
54% |
False |
False |
5,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,614.3 |
2.618 |
5,416.8 |
1.618 |
5,295.8 |
1.000 |
5,221.0 |
0.618 |
5,174.8 |
HIGH |
5,100.0 |
0.618 |
5,053.8 |
0.500 |
5,039.5 |
0.382 |
5,025.2 |
LOW |
4,979.0 |
0.618 |
4,904.2 |
1.000 |
4,858.0 |
1.618 |
4,783.2 |
2.618 |
4,662.2 |
4.250 |
4,464.8 |
|
|
Fisher Pivots for day following 29-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,039.5 |
5,069.0 |
PP |
5,024.0 |
5,043.7 |
S1 |
5,008.5 |
5,018.3 |
|