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 |
16,850 |
16,890 |
40 |
0.2% |
16,720 |
High |
16,970 |
17,095 |
125 |
0.7% |
17,070 |
Low |
16,645 |
16,885 |
240 |
1.4% |
16,580 |
Close |
16,835 |
17,005 |
170 |
1.0% |
16,835 |
Range |
325 |
210 |
-115 |
-35.4% |
490 |
ATR |
387 |
378 |
-9 |
-2.3% |
0 |
Volume |
9,772 |
6,333 |
-3,439 |
-35.2% |
42,202 |
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,625 |
17,525 |
17,121 |
|
R3 |
17,415 |
17,315 |
17,063 |
|
R2 |
17,205 |
17,205 |
17,044 |
|
R1 |
17,105 |
17,105 |
17,024 |
17,155 |
PP |
16,995 |
16,995 |
16,995 |
17,020 |
S1 |
16,895 |
16,895 |
16,986 |
16,945 |
S2 |
16,785 |
16,785 |
16,967 |
|
S3 |
16,575 |
16,685 |
16,947 |
|
S4 |
16,365 |
16,475 |
16,890 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,298 |
18,057 |
17,105 |
|
R3 |
17,808 |
17,567 |
16,970 |
|
R2 |
17,318 |
17,318 |
16,925 |
|
R1 |
17,077 |
17,077 |
16,880 |
17,198 |
PP |
16,828 |
16,828 |
16,828 |
16,889 |
S1 |
16,587 |
16,587 |
16,790 |
16,708 |
S2 |
16,338 |
16,338 |
16,745 |
|
S3 |
15,848 |
16,097 |
16,700 |
|
S4 |
15,358 |
15,607 |
16,566 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,095 |
16,580 |
515 |
3.0% |
275 |
1.6% |
83% |
True |
False |
9,707 |
10 |
17,270 |
16,510 |
760 |
4.5% |
324 |
1.9% |
65% |
False |
False |
11,717 |
20 |
17,270 |
15,850 |
1,420 |
8.4% |
387 |
2.3% |
81% |
False |
False |
10,385 |
40 |
17,870 |
14,820 |
3,050 |
17.9% |
365 |
2.1% |
72% |
False |
False |
5,246 |
60 |
18,965 |
14,820 |
4,145 |
24.4% |
342 |
2.0% |
53% |
False |
False |
3,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,988 |
2.618 |
17,645 |
1.618 |
17,435 |
1.000 |
17,305 |
0.618 |
17,225 |
HIGH |
17,095 |
0.618 |
17,015 |
0.500 |
16,990 |
0.382 |
16,965 |
LOW |
16,885 |
0.618 |
16,755 |
1.000 |
16,675 |
1.618 |
16,545 |
2.618 |
16,335 |
4.250 |
15,993 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,000 |
16,960 |
PP |
16,995 |
16,915 |
S1 |
16,990 |
16,870 |
|