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 |
1,222.1 |
1,217.8 |
-4.3 |
-0.4% |
1,256.1 |
High |
1,225.6 |
1,225.1 |
-0.5 |
0.0% |
1,262.2 |
Low |
1,212.6 |
1,207.7 |
-4.9 |
-0.4% |
1,212.6 |
Close |
1,223.5 |
1,222.0 |
-1.5 |
-0.1% |
1,223.5 |
Range |
13.0 |
17.4 |
4.4 |
33.8% |
49.6 |
ATR |
24.9 |
24.4 |
-0.5 |
-2.2% |
0.0 |
Volume |
62,507 |
88,834 |
26,327 |
42.1% |
254,424 |
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.5 |
1,263.6 |
1,231.6 |
|
R3 |
1,253.1 |
1,246.2 |
1,226.8 |
|
R2 |
1,235.7 |
1,235.7 |
1,225.2 |
|
R1 |
1,228.8 |
1,228.8 |
1,223.6 |
1,232.3 |
PP |
1,218.3 |
1,218.3 |
1,218.3 |
1,220.0 |
S1 |
1,211.4 |
1,211.4 |
1,220.4 |
1,214.9 |
S2 |
1,200.9 |
1,200.9 |
1,218.8 |
|
S3 |
1,183.5 |
1,194.0 |
1,217.2 |
|
S4 |
1,166.1 |
1,176.6 |
1,212.4 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.6 |
1,352.1 |
1,250.8 |
|
R3 |
1,332.0 |
1,302.5 |
1,237.1 |
|
R2 |
1,282.4 |
1,282.4 |
1,232.6 |
|
R1 |
1,252.9 |
1,252.9 |
1,228.0 |
1,242.9 |
PP |
1,232.8 |
1,232.8 |
1,232.8 |
1,227.7 |
S1 |
1,203.3 |
1,203.3 |
1,219.0 |
1,193.3 |
S2 |
1,183.2 |
1,183.2 |
1,214.4 |
|
S3 |
1,133.6 |
1,153.7 |
1,209.9 |
|
S4 |
1,084.0 |
1,104.1 |
1,196.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,262.2 |
1,207.7 |
54.5 |
4.5% |
19.7 |
1.6% |
26% |
False |
True |
68,651 |
10 |
1,273.0 |
1,207.7 |
65.3 |
5.3% |
21.6 |
1.8% |
22% |
False |
True |
46,377 |
20 |
1,287.8 |
1,207.7 |
80.1 |
6.6% |
23.5 |
1.9% |
18% |
False |
True |
34,684 |
40 |
1,287.8 |
1,110.0 |
177.8 |
14.5% |
23.9 |
2.0% |
63% |
False |
False |
20,507 |
60 |
1,287.8 |
1,059.0 |
228.8 |
18.7% |
20.9 |
1.7% |
71% |
False |
False |
15,401 |
80 |
1,287.8 |
1,047.2 |
240.6 |
19.7% |
19.1 |
1.6% |
73% |
False |
False |
11,932 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.7% |
17.9 |
1.5% |
73% |
False |
False |
10,140 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.7% |
17.1 |
1.4% |
73% |
False |
False |
8,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,299.1 |
2.618 |
1,270.7 |
1.618 |
1,253.3 |
1.000 |
1,242.5 |
0.618 |
1,235.9 |
HIGH |
1,225.1 |
0.618 |
1,218.5 |
0.500 |
1,216.4 |
0.382 |
1,214.3 |
LOW |
1,207.7 |
0.618 |
1,196.9 |
1.000 |
1,190.3 |
1.618 |
1,179.5 |
2.618 |
1,162.1 |
4.250 |
1,133.8 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,220.1 |
1,229.6 |
PP |
1,218.3 |
1,227.0 |
S1 |
1,216.4 |
1,224.5 |
|