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 |
17,464 |
17,442 |
-22 |
-0.1% |
17,490 |
High |
17,526 |
17,553 |
27 |
0.2% |
17,554 |
Low |
17,392 |
17,333 |
-59 |
-0.3% |
17,299 |
Close |
17,448 |
17,538 |
90 |
0.5% |
17,439 |
Range |
134 |
220 |
86 |
64.2% |
255 |
ATR |
199 |
200 |
2 |
0.8% |
0 |
Volume |
82,564 |
133,947 |
51,383 |
62.2% |
509,424 |
|
Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,135 |
18,056 |
17,659 |
|
R3 |
17,915 |
17,836 |
17,599 |
|
R2 |
17,695 |
17,695 |
17,578 |
|
R1 |
17,616 |
17,616 |
17,558 |
17,656 |
PP |
17,475 |
17,475 |
17,475 |
17,494 |
S1 |
17,396 |
17,396 |
17,518 |
17,436 |
S2 |
17,255 |
17,255 |
17,498 |
|
S3 |
17,035 |
17,176 |
17,478 |
|
S4 |
16,815 |
16,956 |
17,417 |
|
|
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% |
155 |
0.9% |
94% |
False |
False |
124,755 |
10 |
17,554 |
17,023 |
531 |
3.0% |
166 |
0.9% |
97% |
False |
False |
126,980 |
20 |
17,554 |
16,339 |
1,215 |
6.9% |
186 |
1.1% |
99% |
False |
False |
76,855 |
40 |
17,554 |
15,370 |
2,184 |
12.5% |
228 |
1.3% |
99% |
False |
False |
38,553 |
60 |
17,554 |
15,299 |
2,255 |
12.9% |
269 |
1.5% |
99% |
False |
False |
25,747 |
80 |
17,661 |
15,299 |
2,362 |
13.5% |
231 |
1.3% |
95% |
False |
False |
19,315 |
100 |
17,735 |
15,299 |
2,436 |
13.9% |
193 |
1.1% |
92% |
False |
False |
15,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,488 |
2.618 |
18,129 |
1.618 |
17,909 |
1.000 |
17,773 |
0.618 |
17,689 |
HIGH |
17,553 |
0.618 |
17,469 |
0.500 |
17,443 |
0.382 |
17,417 |
LOW |
17,333 |
0.618 |
17,197 |
1.000 |
17,113 |
1.618 |
16,977 |
2.618 |
16,757 |
4.250 |
16,398 |
|
|
Fisher Pivots for day following 29-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,506 |
17,501 |
PP |
17,475 |
17,463 |
S1 |
17,443 |
17,426 |
|