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 |
17,442 |
17,543 |
101 |
0.6% |
17,490 |
High |
17,553 |
17,694 |
141 |
0.8% |
17,554 |
Low |
17,333 |
17,536 |
203 |
1.2% |
17,299 |
Close |
17,538 |
17,622 |
84 |
0.5% |
17,439 |
Range |
220 |
158 |
-62 |
-28.2% |
255 |
ATR |
200 |
197 |
-3 |
-1.5% |
0 |
Volume |
133,947 |
121,178 |
-12,769 |
-9.5% |
509,424 |
|
Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,091 |
18,015 |
17,709 |
|
R3 |
17,933 |
17,857 |
17,666 |
|
R2 |
17,775 |
17,775 |
17,651 |
|
R1 |
17,699 |
17,699 |
17,637 |
17,737 |
PP |
17,617 |
17,617 |
17,617 |
17,637 |
S1 |
17,541 |
17,541 |
17,608 |
17,579 |
S2 |
17,459 |
17,459 |
17,593 |
|
S3 |
17,301 |
17,383 |
17,579 |
|
S4 |
17,143 |
17,225 |
17,535 |
|
|
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 |
17,694 |
17,299 |
395 |
2.2% |
162 |
0.9% |
82% |
True |
False |
123,313 |
10 |
17,694 |
17,094 |
600 |
3.4% |
168 |
1.0% |
88% |
True |
False |
128,706 |
20 |
17,694 |
16,650 |
1,044 |
5.9% |
173 |
1.0% |
93% |
True |
False |
82,882 |
40 |
17,694 |
15,370 |
2,324 |
13.2% |
227 |
1.3% |
97% |
True |
False |
41,581 |
60 |
17,694 |
15,299 |
2,395 |
13.6% |
269 |
1.5% |
97% |
True |
False |
27,767 |
80 |
17,694 |
15,299 |
2,395 |
13.6% |
233 |
1.3% |
97% |
True |
False |
20,830 |
100 |
17,735 |
15,299 |
2,436 |
13.8% |
195 |
1.1% |
95% |
False |
False |
16,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,366 |
2.618 |
18,108 |
1.618 |
17,950 |
1.000 |
17,852 |
0.618 |
17,792 |
HIGH |
17,694 |
0.618 |
17,634 |
0.500 |
17,615 |
0.382 |
17,596 |
LOW |
17,536 |
0.618 |
17,438 |
1.000 |
17,378 |
1.618 |
17,280 |
2.618 |
17,122 |
4.250 |
16,865 |
|
|
Fisher Pivots for day following 30-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,620 |
17,586 |
PP |
17,617 |
17,550 |
S1 |
17,615 |
17,514 |
|