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 |
1,223.1 |
1,243.0 |
19.9 |
1.6% |
1,256.1 |
High |
1,245.2 |
1,246.8 |
1.6 |
0.1% |
1,262.2 |
Low |
1,217.0 |
1,224.9 |
7.9 |
0.6% |
1,212.6 |
Close |
1,237.5 |
1,228.6 |
-8.9 |
-0.7% |
1,223.5 |
Range |
28.2 |
21.9 |
-6.3 |
-22.3% |
49.6 |
ATR |
24.7 |
24.5 |
-0.2 |
-0.8% |
0.0 |
Volume |
199,346 |
183,333 |
-16,013 |
-8.0% |
254,424 |
|
Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.1 |
1,285.8 |
1,240.6 |
|
R3 |
1,277.2 |
1,263.9 |
1,234.6 |
|
R2 |
1,255.3 |
1,255.3 |
1,232.6 |
|
R1 |
1,242.0 |
1,242.0 |
1,230.6 |
1,237.7 |
PP |
1,233.4 |
1,233.4 |
1,233.4 |
1,231.3 |
S1 |
1,220.1 |
1,220.1 |
1,226.6 |
1,215.8 |
S2 |
1,211.5 |
1,211.5 |
1,224.6 |
|
S3 |
1,189.6 |
1,198.2 |
1,222.6 |
|
S4 |
1,167.7 |
1,176.3 |
1,216.6 |
|
|
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 |
1,251.4 |
1,207.7 |
43.7 |
3.6% |
23.0 |
1.9% |
48% |
False |
False |
122,346 |
10 |
1,273.0 |
1,207.7 |
65.3 |
5.3% |
22.1 |
1.8% |
32% |
False |
False |
79,270 |
20 |
1,287.8 |
1,207.7 |
80.1 |
6.5% |
23.7 |
1.9% |
26% |
False |
False |
52,716 |
40 |
1,287.8 |
1,123.0 |
164.8 |
13.4% |
24.6 |
2.0% |
64% |
False |
False |
29,904 |
60 |
1,287.8 |
1,063.0 |
224.8 |
18.3% |
21.5 |
1.7% |
74% |
False |
False |
21,711 |
80 |
1,287.8 |
1,047.2 |
240.6 |
19.6% |
19.4 |
1.6% |
75% |
False |
False |
16,681 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.6% |
18.1 |
1.5% |
75% |
False |
False |
13,952 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.6% |
17.4 |
1.4% |
75% |
False |
False |
11,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.9 |
2.618 |
1,304.1 |
1.618 |
1,282.2 |
1.000 |
1,268.7 |
0.618 |
1,260.3 |
HIGH |
1,246.8 |
0.618 |
1,238.4 |
0.500 |
1,235.9 |
0.382 |
1,233.3 |
LOW |
1,224.9 |
0.618 |
1,211.4 |
1.000 |
1,203.0 |
1.618 |
1,189.5 |
2.618 |
1,167.6 |
4.250 |
1,131.8 |
|
|
Fisher Pivots for day following 30-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,235.9 |
1,228.2 |
PP |
1,233.4 |
1,227.7 |
S1 |
1,231.0 |
1,227.3 |
|