Trading Metrics calculated at close of trading on 31-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,543 |
17,625 |
82 |
0.5% |
17,490 |
High |
17,694 |
17,659 |
-35 |
-0.2% |
17,554 |
Low |
17,536 |
17,564 |
28 |
0.2% |
17,299 |
Close |
17,622 |
17,595 |
-27 |
-0.2% |
17,439 |
Range |
158 |
95 |
-63 |
-39.9% |
255 |
ATR |
197 |
190 |
-7 |
-3.7% |
0 |
Volume |
121,178 |
120,671 |
-507 |
-0.4% |
509,424 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,891 |
17,838 |
17,647 |
|
R3 |
17,796 |
17,743 |
17,621 |
|
R2 |
17,701 |
17,701 |
17,613 |
|
R1 |
17,648 |
17,648 |
17,604 |
17,627 |
PP |
17,606 |
17,606 |
17,606 |
17,596 |
S1 |
17,553 |
17,553 |
17,586 |
17,532 |
S2 |
17,511 |
17,511 |
17,578 |
|
S3 |
17,416 |
17,458 |
17,569 |
|
S4 |
17,321 |
17,363 |
17,543 |
|
|
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% |
154 |
0.9% |
75% |
False |
False |
118,571 |
10 |
17,694 |
17,147 |
547 |
3.1% |
158 |
0.9% |
82% |
False |
False |
125,974 |
20 |
17,694 |
16,701 |
993 |
5.6% |
170 |
1.0% |
90% |
False |
False |
88,892 |
40 |
17,694 |
15,370 |
2,324 |
13.2% |
224 |
1.3% |
96% |
False |
False |
44,596 |
60 |
17,694 |
15,299 |
2,395 |
13.6% |
262 |
1.5% |
96% |
False |
False |
29,776 |
80 |
17,694 |
15,299 |
2,395 |
13.6% |
234 |
1.3% |
96% |
False |
False |
22,338 |
100 |
17,704 |
15,299 |
2,405 |
13.7% |
195 |
1.1% |
95% |
False |
False |
17,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,063 |
2.618 |
17,908 |
1.618 |
17,813 |
1.000 |
17,754 |
0.618 |
17,718 |
HIGH |
17,659 |
0.618 |
17,623 |
0.500 |
17,612 |
0.382 |
17,600 |
LOW |
17,564 |
0.618 |
17,505 |
1.000 |
17,469 |
1.618 |
17,410 |
2.618 |
17,315 |
4.250 |
17,160 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,612 |
17,568 |
PP |
17,606 |
17,541 |
S1 |
17,601 |
17,514 |
|