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 |
17,045 |
17,090 |
45 |
0.3% |
16,720 |
High |
17,185 |
17,160 |
-25 |
-0.1% |
17,070 |
Low |
16,985 |
16,910 |
-75 |
-0.4% |
16,580 |
Close |
17,070 |
17,035 |
-35 |
-0.2% |
16,835 |
Range |
200 |
250 |
50 |
25.0% |
490 |
ATR |
365 |
357 |
-8 |
-2.3% |
0 |
Volume |
12,470 |
11,053 |
-1,417 |
-11.4% |
42,202 |
|
Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,785 |
17,660 |
17,173 |
|
R3 |
17,535 |
17,410 |
17,104 |
|
R2 |
17,285 |
17,285 |
17,081 |
|
R1 |
17,160 |
17,160 |
17,058 |
17,098 |
PP |
17,035 |
17,035 |
17,035 |
17,004 |
S1 |
16,910 |
16,910 |
17,012 |
16,848 |
S2 |
16,785 |
16,785 |
16,989 |
|
S3 |
16,535 |
16,660 |
16,966 |
|
S4 |
16,285 |
16,410 |
16,898 |
|
|
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 |
17,185 |
16,645 |
540 |
3.2% |
249 |
1.5% |
72% |
False |
False |
9,943 |
10 |
17,195 |
16,510 |
685 |
4.0% |
310 |
1.8% |
77% |
False |
False |
12,192 |
20 |
17,270 |
16,415 |
855 |
5.0% |
349 |
2.0% |
73% |
False |
False |
11,527 |
40 |
17,820 |
14,820 |
3,000 |
17.6% |
364 |
2.1% |
74% |
False |
False |
5,833 |
60 |
18,690 |
14,820 |
3,870 |
22.7% |
349 |
2.0% |
57% |
False |
False |
3,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,223 |
2.618 |
17,815 |
1.618 |
17,565 |
1.000 |
17,410 |
0.618 |
17,315 |
HIGH |
17,160 |
0.618 |
17,065 |
0.500 |
17,035 |
0.382 |
17,006 |
LOW |
16,910 |
0.618 |
16,756 |
1.000 |
16,660 |
1.618 |
16,506 |
2.618 |
16,256 |
4.250 |
15,848 |
|
|
Fisher Pivots for day following 30-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,035 |
17,035 |
PP |
17,035 |
17,035 |
S1 |
17,035 |
17,035 |
|