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 |
1,224.5 |
1,244.5 |
20.0 |
1.6% |
1,256.9 |
High |
1,246.0 |
1,246.8 |
0.8 |
0.1% |
1,262.8 |
Low |
1,219.9 |
1,226.5 |
6.6 |
0.5% |
1,215.1 |
Close |
1,239.0 |
1,230.1 |
-8.9 |
-0.7% |
1,224.9 |
Range |
26.1 |
20.3 |
-5.8 |
-22.2% |
47.7 |
ATR |
22.9 |
22.7 |
-0.2 |
-0.8% |
0.0 |
Volume |
5,026 |
3,108 |
-1,918 |
-38.2% |
22,378 |
|
Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.4 |
1,283.0 |
1,241.3 |
|
R3 |
1,275.1 |
1,262.7 |
1,235.7 |
|
R2 |
1,254.8 |
1,254.8 |
1,233.8 |
|
R1 |
1,242.4 |
1,242.4 |
1,232.0 |
1,238.5 |
PP |
1,234.5 |
1,234.5 |
1,234.5 |
1,232.5 |
S1 |
1,222.1 |
1,222.1 |
1,228.2 |
1,218.2 |
S2 |
1,214.2 |
1,214.2 |
1,226.4 |
|
S3 |
1,193.9 |
1,201.8 |
1,224.5 |
|
S4 |
1,173.6 |
1,181.5 |
1,218.9 |
|
|
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 |
1,252.2 |
1,212.7 |
39.5 |
3.2% |
20.9 |
1.7% |
44% |
False |
False |
4,181 |
10 |
1,274.0 |
1,212.7 |
61.3 |
5.0% |
20.7 |
1.7% |
28% |
False |
False |
4,179 |
20 |
1,286.0 |
1,212.7 |
73.3 |
6.0% |
21.7 |
1.8% |
24% |
False |
False |
4,029 |
40 |
1,286.0 |
1,125.3 |
160.7 |
13.1% |
22.5 |
1.8% |
65% |
False |
False |
3,204 |
60 |
1,286.0 |
1,065.7 |
220.3 |
17.9% |
19.3 |
1.6% |
75% |
False |
False |
2,511 |
80 |
1,286.0 |
1,049.4 |
236.6 |
19.2% |
17.0 |
1.4% |
76% |
False |
False |
1,985 |
100 |
1,286.0 |
1,049.4 |
236.6 |
19.2% |
15.0 |
1.2% |
76% |
False |
False |
1,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,333.1 |
2.618 |
1,299.9 |
1.618 |
1,279.6 |
1.000 |
1,267.1 |
0.618 |
1,259.3 |
HIGH |
1,246.8 |
0.618 |
1,239.0 |
0.500 |
1,236.7 |
0.382 |
1,234.3 |
LOW |
1,226.5 |
0.618 |
1,214.0 |
1.000 |
1,206.2 |
1.618 |
1,193.7 |
2.618 |
1,173.4 |
4.250 |
1,140.2 |
|
|
Fisher Pivots for day following 30-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,236.7 |
1,230.0 |
PP |
1,234.5 |
1,229.9 |
S1 |
1,232.3 |
1,229.8 |
|