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 |
1,223.8 |
1,219.2 |
-4.6 |
-0.4% |
1,256.9 |
High |
1,227.0 |
1,225.7 |
-1.3 |
-0.1% |
1,262.8 |
Low |
1,215.1 |
1,212.7 |
-2.4 |
-0.2% |
1,215.1 |
Close |
1,224.9 |
1,223.4 |
-1.5 |
-0.1% |
1,224.9 |
Range |
11.9 |
13.0 |
1.1 |
9.2% |
47.7 |
ATR |
23.4 |
22.6 |
-0.7 |
-3.2% |
0.0 |
Volume |
3,543 |
2,559 |
-984 |
-27.8% |
22,378 |
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.6 |
1,254.5 |
1,230.6 |
|
R3 |
1,246.6 |
1,241.5 |
1,227.0 |
|
R2 |
1,233.6 |
1,233.6 |
1,225.8 |
|
R1 |
1,228.5 |
1,228.5 |
1,224.6 |
1,231.1 |
PP |
1,220.6 |
1,220.6 |
1,220.6 |
1,221.9 |
S1 |
1,215.5 |
1,215.5 |
1,222.2 |
1,218.1 |
S2 |
1,207.6 |
1,207.6 |
1,221.0 |
|
S3 |
1,194.6 |
1,202.5 |
1,219.8 |
|
S4 |
1,181.6 |
1,189.5 |
1,216.3 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.4 |
1,348.8 |
1,251.1 |
|
R3 |
1,329.7 |
1,301.1 |
1,238.0 |
|
R2 |
1,282.0 |
1,282.0 |
1,233.6 |
|
R1 |
1,253.4 |
1,253.4 |
1,229.3 |
1,243.9 |
PP |
1,234.3 |
1,234.3 |
1,234.3 |
1,229.5 |
S1 |
1,205.7 |
1,205.7 |
1,220.5 |
1,196.2 |
S2 |
1,186.6 |
1,186.6 |
1,216.2 |
|
S3 |
1,138.9 |
1,158.0 |
1,211.8 |
|
S4 |
1,091.2 |
1,110.3 |
1,198.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,262.8 |
1,212.7 |
50.1 |
4.1% |
18.1 |
1.5% |
21% |
False |
True |
4,987 |
10 |
1,274.0 |
1,212.7 |
61.3 |
5.0% |
19.9 |
1.6% |
17% |
False |
True |
4,302 |
20 |
1,286.0 |
1,212.7 |
73.3 |
6.0% |
21.5 |
1.8% |
15% |
False |
True |
3,901 |
40 |
1,286.0 |
1,111.3 |
174.7 |
14.3% |
21.8 |
1.8% |
64% |
False |
False |
3,034 |
60 |
1,286.0 |
1,059.5 |
226.5 |
18.5% |
18.7 |
1.5% |
72% |
False |
False |
2,392 |
80 |
1,286.0 |
1,049.4 |
236.6 |
19.3% |
16.6 |
1.4% |
74% |
False |
False |
1,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.0 |
2.618 |
1,259.7 |
1.618 |
1,246.7 |
1.000 |
1,238.7 |
0.618 |
1,233.7 |
HIGH |
1,225.7 |
0.618 |
1,220.7 |
0.500 |
1,219.2 |
0.382 |
1,217.7 |
LOW |
1,212.7 |
0.618 |
1,204.7 |
1.000 |
1,199.7 |
1.618 |
1,191.7 |
2.618 |
1,178.7 |
4.250 |
1,157.5 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,222.0 |
1,232.5 |
PP |
1,220.6 |
1,229.4 |
S1 |
1,219.2 |
1,226.4 |
|