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 |
1,220.7 |
1,216.0 |
-4.7 |
-0.4% |
1,255.2 |
High |
1,224.2 |
1,223.2 |
-1.0 |
-0.1% |
1,260.9 |
Low |
1,211.2 |
1,206.0 |
-5.2 |
-0.4% |
1,211.2 |
Close |
1,221.6 |
1,220.1 |
-1.5 |
-0.1% |
1,221.6 |
Range |
13.0 |
17.2 |
4.2 |
32.3% |
49.7 |
ATR |
25.3 |
24.7 |
-0.6 |
-2.3% |
0.0 |
Volume |
169,701 |
142,683 |
-27,018 |
-15.9% |
808,223 |
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.0 |
1,261.3 |
1,229.6 |
|
R3 |
1,250.8 |
1,244.1 |
1,224.8 |
|
R2 |
1,233.6 |
1,233.6 |
1,223.3 |
|
R1 |
1,226.9 |
1,226.9 |
1,221.7 |
1,230.3 |
PP |
1,216.4 |
1,216.4 |
1,216.4 |
1,218.1 |
S1 |
1,209.7 |
1,209.7 |
1,218.5 |
1,213.1 |
S2 |
1,199.2 |
1,199.2 |
1,216.9 |
|
S3 |
1,182.0 |
1,192.5 |
1,215.4 |
|
S4 |
1,164.8 |
1,175.3 |
1,210.6 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.3 |
1,350.7 |
1,248.9 |
|
R3 |
1,330.6 |
1,301.0 |
1,235.3 |
|
R2 |
1,280.9 |
1,280.9 |
1,230.7 |
|
R1 |
1,251.3 |
1,251.3 |
1,226.2 |
1,241.3 |
PP |
1,231.2 |
1,231.2 |
1,231.2 |
1,226.2 |
S1 |
1,201.6 |
1,201.6 |
1,217.0 |
1,191.6 |
S2 |
1,181.5 |
1,181.5 |
1,212.5 |
|
S3 |
1,131.8 |
1,151.9 |
1,207.9 |
|
S4 |
1,082.1 |
1,102.2 |
1,194.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,260.9 |
1,206.0 |
54.9 |
4.5% |
19.6 |
1.6% |
26% |
False |
True |
190,181 |
10 |
1,271.9 |
1,206.0 |
65.9 |
5.4% |
21.7 |
1.8% |
21% |
False |
True |
191,379 |
20 |
1,287.8 |
1,206.0 |
81.8 |
6.7% |
23.9 |
2.0% |
17% |
False |
True |
213,795 |
40 |
1,287.8 |
1,108.5 |
179.3 |
14.7% |
24.4 |
2.0% |
62% |
False |
False |
207,716 |
60 |
1,287.8 |
1,058.1 |
229.7 |
18.8% |
21.5 |
1.8% |
71% |
False |
False |
151,986 |
80 |
1,287.8 |
1,046.6 |
241.2 |
19.8% |
19.8 |
1.6% |
72% |
False |
False |
114,924 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.8% |
18.5 |
1.5% |
72% |
False |
False |
92,915 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.8% |
17.6 |
1.4% |
72% |
False |
False |
77,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.3 |
2.618 |
1,268.2 |
1.618 |
1,251.0 |
1.000 |
1,240.4 |
0.618 |
1,233.8 |
HIGH |
1,223.2 |
0.618 |
1,216.6 |
0.500 |
1,214.6 |
0.382 |
1,212.6 |
LOW |
1,206.0 |
0.618 |
1,195.4 |
1.000 |
1,188.8 |
1.618 |
1,178.2 |
2.618 |
1,161.0 |
4.250 |
1,132.9 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,218.3 |
1,227.9 |
PP |
1,216.4 |
1,225.3 |
S1 |
1,214.6 |
1,222.7 |
|