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 |
17,090 |
17,040 |
-50 |
-0.3% |
16,720 |
High |
17,160 |
17,085 |
-75 |
-0.4% |
17,070 |
Low |
16,910 |
16,775 |
-135 |
-0.8% |
16,580 |
Close |
17,035 |
16,820 |
-215 |
-1.3% |
16,835 |
Range |
250 |
310 |
60 |
24.0% |
490 |
ATR |
357 |
353 |
-3 |
-0.9% |
0 |
Volume |
11,053 |
13,306 |
2,253 |
20.4% |
42,202 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,823 |
17,632 |
16,991 |
|
R3 |
17,513 |
17,322 |
16,905 |
|
R2 |
17,203 |
17,203 |
16,877 |
|
R1 |
17,012 |
17,012 |
16,849 |
16,953 |
PP |
16,893 |
16,893 |
16,893 |
16,864 |
S1 |
16,702 |
16,702 |
16,792 |
16,643 |
S2 |
16,583 |
16,583 |
16,763 |
|
S3 |
16,273 |
16,392 |
16,735 |
|
S4 |
15,963 |
16,082 |
16,650 |
|
|
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% |
259 |
1.5% |
32% |
False |
False |
10,586 |
10 |
17,195 |
16,510 |
685 |
4.1% |
319 |
1.9% |
45% |
False |
False |
11,933 |
20 |
17,270 |
16,415 |
855 |
5.1% |
347 |
2.1% |
47% |
False |
False |
12,158 |
40 |
17,270 |
14,820 |
2,450 |
14.6% |
361 |
2.1% |
82% |
False |
False |
6,166 |
60 |
18,390 |
14,820 |
3,570 |
21.2% |
347 |
2.1% |
56% |
False |
False |
4,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,403 |
2.618 |
17,897 |
1.618 |
17,587 |
1.000 |
17,395 |
0.618 |
17,277 |
HIGH |
17,085 |
0.618 |
16,967 |
0.500 |
16,930 |
0.382 |
16,894 |
LOW |
16,775 |
0.618 |
16,584 |
1.000 |
16,465 |
1.618 |
16,274 |
2.618 |
15,964 |
4.250 |
15,458 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,930 |
16,980 |
PP |
16,893 |
16,927 |
S1 |
16,857 |
16,873 |
|