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 |
17,423 |
17,464 |
41 |
0.2% |
17,490 |
High |
17,463 |
17,526 |
63 |
0.4% |
17,554 |
Low |
17,299 |
17,392 |
93 |
0.5% |
17,299 |
Close |
17,439 |
17,448 |
9 |
0.1% |
17,439 |
Range |
164 |
134 |
-30 |
-18.3% |
255 |
ATR |
204 |
199 |
-5 |
-2.4% |
0 |
Volume |
134,496 |
82,564 |
-51,932 |
-38.6% |
509,424 |
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,857 |
17,787 |
17,522 |
|
R3 |
17,723 |
17,653 |
17,485 |
|
R2 |
17,589 |
17,589 |
17,473 |
|
R1 |
17,519 |
17,519 |
17,460 |
17,487 |
PP |
17,455 |
17,455 |
17,455 |
17,440 |
S1 |
17,385 |
17,385 |
17,436 |
17,353 |
S2 |
17,321 |
17,321 |
17,424 |
|
S3 |
17,187 |
17,251 |
17,411 |
|
S4 |
17,053 |
17,117 |
17,374 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,196 |
18,072 |
17,579 |
|
R3 |
17,941 |
17,817 |
17,509 |
|
R2 |
17,686 |
17,686 |
17,486 |
|
R1 |
17,562 |
17,562 |
17,463 |
17,497 |
PP |
17,431 |
17,431 |
17,431 |
17,398 |
S1 |
17,307 |
17,307 |
17,416 |
17,242 |
S2 |
17,176 |
17,176 |
17,392 |
|
S3 |
16,921 |
17,052 |
17,369 |
|
S4 |
16,666 |
16,797 |
17,299 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,554 |
17,299 |
255 |
1.5% |
133 |
0.8% |
58% |
False |
False |
118,397 |
10 |
17,554 |
17,023 |
531 |
3.0% |
156 |
0.9% |
80% |
False |
False |
122,576 |
20 |
17,554 |
16,339 |
1,215 |
7.0% |
186 |
1.1% |
91% |
False |
False |
70,187 |
40 |
17,554 |
15,370 |
2,184 |
12.5% |
231 |
1.3% |
95% |
False |
False |
35,210 |
60 |
17,554 |
15,299 |
2,255 |
12.9% |
266 |
1.5% |
95% |
False |
False |
23,515 |
80 |
17,704 |
15,299 |
2,405 |
13.8% |
228 |
1.3% |
89% |
False |
False |
17,641 |
100 |
17,735 |
15,299 |
2,436 |
14.0% |
191 |
1.1% |
88% |
False |
False |
14,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,096 |
2.618 |
17,877 |
1.618 |
17,743 |
1.000 |
17,660 |
0.618 |
17,609 |
HIGH |
17,526 |
0.618 |
17,475 |
0.500 |
17,459 |
0.382 |
17,443 |
LOW |
17,392 |
0.618 |
17,309 |
1.000 |
17,258 |
1.618 |
17,175 |
2.618 |
17,041 |
4.250 |
16,823 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,459 |
17,436 |
PP |
17,455 |
17,424 |
S1 |
17,452 |
17,413 |
|