Trading Metrics calculated at close of trading on 28-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,395.00 |
4,401.50 |
6.50 |
0.1% |
4,394.75 |
High |
4,401.00 |
4,425.75 |
24.75 |
0.6% |
4,441.25 |
Low |
4,365.00 |
4,381.50 |
16.50 |
0.4% |
4,365.00 |
Close |
4,397.25 |
4,389.50 |
-7.75 |
-0.2% |
4,397.25 |
Range |
36.00 |
44.25 |
8.25 |
22.9% |
76.25 |
ATR |
67.48 |
65.82 |
-1.66 |
-2.5% |
0.00 |
Volume |
196,013 |
133,720 |
-62,293 |
-31.8% |
767,996 |
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,531.75 |
4,504.75 |
4,413.75 |
|
R3 |
4,487.50 |
4,460.50 |
4,401.75 |
|
R2 |
4,443.25 |
4,443.25 |
4,397.50 |
|
R1 |
4,416.25 |
4,416.25 |
4,393.50 |
4,407.50 |
PP |
4,399.00 |
4,399.00 |
4,399.00 |
4,394.50 |
S1 |
4,372.00 |
4,372.00 |
4,385.50 |
4,363.50 |
S2 |
4,354.75 |
4,354.75 |
4,381.50 |
|
S3 |
4,310.50 |
4,327.75 |
4,377.25 |
|
S4 |
4,266.25 |
4,283.50 |
4,365.25 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,630.00 |
4,589.75 |
4,439.25 |
|
R3 |
4,553.75 |
4,513.50 |
4,418.25 |
|
R2 |
4,477.50 |
4,477.50 |
4,411.25 |
|
R1 |
4,437.25 |
4,437.25 |
4,404.25 |
4,457.50 |
PP |
4,401.25 |
4,401.25 |
4,401.25 |
4,411.25 |
S1 |
4,361.00 |
4,361.00 |
4,390.25 |
4,381.00 |
S2 |
4,325.00 |
4,325.00 |
4,383.25 |
|
S3 |
4,248.75 |
4,284.75 |
4,376.25 |
|
S4 |
4,172.50 |
4,208.50 |
4,355.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,441.25 |
4,365.00 |
76.25 |
1.7% |
48.00 |
1.1% |
32% |
False |
False |
180,343 |
10 |
4,441.25 |
4,329.50 |
111.75 |
2.5% |
47.00 |
1.1% |
54% |
False |
False |
212,508 |
20 |
4,441.25 |
4,171.25 |
270.00 |
6.2% |
61.25 |
1.4% |
81% |
False |
False |
122,211 |
40 |
4,441.25 |
3,856.50 |
584.75 |
13.3% |
81.00 |
1.8% |
91% |
False |
False |
61,333 |
60 |
4,686.00 |
3,856.50 |
829.50 |
18.9% |
95.00 |
2.2% |
64% |
False |
False |
40,951 |
80 |
4,719.75 |
3,856.50 |
863.25 |
19.7% |
86.25 |
2.0% |
62% |
False |
False |
30,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,613.75 |
2.618 |
4,541.50 |
1.618 |
4,497.25 |
1.000 |
4,470.00 |
0.618 |
4,453.00 |
HIGH |
4,425.75 |
0.618 |
4,408.75 |
0.500 |
4,403.50 |
0.382 |
4,398.50 |
LOW |
4,381.50 |
0.618 |
4,354.25 |
1.000 |
4,337.25 |
1.618 |
4,310.00 |
2.618 |
4,265.75 |
4.250 |
4,193.50 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,403.50 |
4,403.00 |
PP |
4,399.00 |
4,398.50 |
S1 |
4,394.25 |
4,394.00 |
|