Trading Metrics calculated at close of trading on 30-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,389.75 |
4,460.75 |
71.00 |
1.6% |
4,394.75 |
High |
4,463.50 |
4,510.25 |
46.75 |
1.0% |
4,441.25 |
Low |
4,374.00 |
4,456.50 |
82.50 |
1.9% |
4,365.00 |
Close |
4,458.25 |
4,482.00 |
23.75 |
0.5% |
4,397.25 |
Range |
89.50 |
53.75 |
-35.75 |
-39.9% |
76.25 |
ATR |
67.51 |
66.53 |
-0.98 |
-1.5% |
0.00 |
Volume |
229,527 |
222,490 |
-7,037 |
-3.1% |
767,996 |
|
Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,644.25 |
4,616.75 |
4,511.50 |
|
R3 |
4,590.50 |
4,563.00 |
4,496.75 |
|
R2 |
4,536.75 |
4,536.75 |
4,491.75 |
|
R1 |
4,509.25 |
4,509.25 |
4,487.00 |
4,523.00 |
PP |
4,483.00 |
4,483.00 |
4,483.00 |
4,489.75 |
S1 |
4,455.50 |
4,455.50 |
4,477.00 |
4,469.25 |
S2 |
4,429.25 |
4,429.25 |
4,472.25 |
|
S3 |
4,375.50 |
4,401.75 |
4,467.25 |
|
S4 |
4,321.75 |
4,348.00 |
4,452.50 |
|
|
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 |
4,510.25 |
4,365.00 |
145.25 |
3.2% |
56.25 |
1.3% |
81% |
True |
False |
198,758 |
10 |
4,510.25 |
4,340.50 |
169.75 |
3.8% |
53.75 |
1.2% |
83% |
True |
False |
214,736 |
20 |
4,510.25 |
4,220.25 |
290.00 |
6.5% |
56.50 |
1.3% |
90% |
True |
False |
144,718 |
40 |
4,510.25 |
3,856.50 |
653.75 |
14.6% |
79.25 |
1.8% |
96% |
True |
False |
72,628 |
60 |
4,601.00 |
3,856.50 |
744.50 |
16.6% |
95.25 |
2.1% |
84% |
False |
False |
48,484 |
80 |
4,710.50 |
3,856.50 |
854.00 |
19.1% |
87.25 |
1.9% |
73% |
False |
False |
36,369 |
100 |
4,719.75 |
3,856.50 |
863.25 |
19.3% |
76.75 |
1.7% |
72% |
False |
False |
29,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,738.75 |
2.618 |
4,651.00 |
1.618 |
4,597.25 |
1.000 |
4,564.00 |
0.618 |
4,543.50 |
HIGH |
4,510.25 |
0.618 |
4,489.75 |
0.500 |
4,483.50 |
0.382 |
4,477.00 |
LOW |
4,456.50 |
0.618 |
4,423.25 |
1.000 |
4,402.75 |
1.618 |
4,369.50 |
2.618 |
4,315.75 |
4.250 |
4,228.00 |
|
|
Fisher Pivots for day following 30-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,483.50 |
4,468.75 |
PP |
4,483.00 |
4,455.50 |
S1 |
4,482.50 |
4,442.00 |
|