Trading Metrics calculated at close of trading on 29-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,401.50 |
4,389.75 |
-11.75 |
-0.3% |
4,394.75 |
High |
4,425.75 |
4,463.50 |
37.75 |
0.9% |
4,441.25 |
Low |
4,381.50 |
4,374.00 |
-7.50 |
-0.2% |
4,365.00 |
Close |
4,389.50 |
4,458.25 |
68.75 |
1.6% |
4,397.25 |
Range |
44.25 |
89.50 |
45.25 |
102.3% |
76.25 |
ATR |
65.82 |
67.51 |
1.69 |
2.6% |
0.00 |
Volume |
133,720 |
229,527 |
95,807 |
71.6% |
767,996 |
|
Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,700.50 |
4,668.75 |
4,507.50 |
|
R3 |
4,611.00 |
4,579.25 |
4,482.75 |
|
R2 |
4,521.50 |
4,521.50 |
4,474.75 |
|
R1 |
4,489.75 |
4,489.75 |
4,466.50 |
4,505.50 |
PP |
4,432.00 |
4,432.00 |
4,432.00 |
4,439.75 |
S1 |
4,400.25 |
4,400.25 |
4,450.00 |
4,416.00 |
S2 |
4,342.50 |
4,342.50 |
4,441.75 |
|
S3 |
4,253.00 |
4,310.75 |
4,433.75 |
|
S4 |
4,163.50 |
4,221.25 |
4,409.00 |
|
|
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 |
4,463.50 |
4,365.00 |
98.50 |
2.2% |
57.00 |
1.3% |
95% |
True |
False |
192,303 |
10 |
4,463.50 |
4,329.50 |
134.00 |
3.0% |
52.00 |
1.2% |
96% |
True |
False |
215,089 |
20 |
4,463.50 |
4,171.25 |
292.25 |
6.6% |
61.75 |
1.4% |
98% |
True |
False |
133,663 |
40 |
4,463.50 |
3,856.50 |
607.00 |
13.6% |
79.75 |
1.8% |
99% |
True |
False |
67,067 |
60 |
4,652.75 |
3,856.50 |
796.25 |
17.9% |
95.75 |
2.1% |
76% |
False |
False |
44,776 |
80 |
4,719.75 |
3,856.50 |
863.25 |
19.4% |
87.25 |
2.0% |
70% |
False |
False |
33,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,844.00 |
2.618 |
4,697.75 |
1.618 |
4,608.25 |
1.000 |
4,553.00 |
0.618 |
4,518.75 |
HIGH |
4,463.50 |
0.618 |
4,429.25 |
0.500 |
4,418.75 |
0.382 |
4,408.25 |
LOW |
4,374.00 |
0.618 |
4,318.75 |
1.000 |
4,284.50 |
1.618 |
4,229.25 |
2.618 |
4,139.75 |
4.250 |
3,993.50 |
|
|
Fisher Pivots for day following 29-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,445.00 |
4,443.50 |
PP |
4,432.00 |
4,429.00 |
S1 |
4,418.75 |
4,414.25 |
|