Trading Metrics calculated at close of trading on 31-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
5,022.0 |
5,040.0 |
18.0 |
0.4% |
5,179.0 |
High |
5,044.0 |
5,086.0 |
42.0 |
0.8% |
5,189.0 |
Low |
4,973.0 |
5,035.0 |
62.0 |
1.2% |
5,053.0 |
Close |
4,993.0 |
5,066.0 |
73.0 |
1.5% |
5,081.0 |
Range |
71.0 |
51.0 |
-20.0 |
-28.2% |
136.0 |
ATR |
67.0 |
68.9 |
1.9 |
2.8% |
0.0 |
Volume |
23,883 |
30,741 |
6,858 |
28.7% |
79,094 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,215.3 |
5,191.7 |
5,094.1 |
|
R3 |
5,164.3 |
5,140.7 |
5,080.0 |
|
R2 |
5,113.3 |
5,113.3 |
5,075.4 |
|
R1 |
5,089.7 |
5,089.7 |
5,070.7 |
5,101.5 |
PP |
5,062.3 |
5,062.3 |
5,062.3 |
5,068.3 |
S1 |
5,038.7 |
5,038.7 |
5,061.3 |
5,050.5 |
S2 |
5,011.3 |
5,011.3 |
5,056.7 |
|
S3 |
4,960.3 |
4,987.7 |
5,052.0 |
|
S4 |
4,909.3 |
4,936.7 |
5,038.0 |
|
|
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 |
5,159.0 |
4,973.0 |
186.0 |
3.7% |
67.8 |
1.3% |
50% |
False |
False |
26,128 |
10 |
5,214.0 |
4,973.0 |
241.0 |
4.8% |
59.5 |
1.2% |
39% |
False |
False |
29,939 |
20 |
5,214.0 |
4,896.0 |
318.0 |
6.3% |
59.4 |
1.2% |
53% |
False |
False |
26,443 |
40 |
5,214.0 |
4,649.0 |
565.0 |
11.2% |
56.7 |
1.1% |
74% |
False |
False |
13,339 |
60 |
5,214.0 |
4,649.0 |
565.0 |
11.2% |
47.3 |
0.9% |
74% |
False |
False |
8,903 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.5% |
37.8 |
0.7% |
66% |
False |
False |
6,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,302.8 |
2.618 |
5,219.5 |
1.618 |
5,168.5 |
1.000 |
5,137.0 |
0.618 |
5,117.5 |
HIGH |
5,086.0 |
0.618 |
5,066.5 |
0.500 |
5,060.5 |
0.382 |
5,054.5 |
LOW |
5,035.0 |
0.618 |
5,003.5 |
1.000 |
4,984.0 |
1.618 |
4,952.5 |
2.618 |
4,901.5 |
4.250 |
4,818.3 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,064.2 |
5,056.2 |
PP |
5,062.3 |
5,046.3 |
S1 |
5,060.5 |
5,036.5 |
|