Trading Metrics calculated at close of trading on 31-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
14.07 |
14.02 |
-0.05 |
-0.4% |
14.40 |
High |
14.13 |
14.05 |
-0.08 |
-0.6% |
15.35 |
Low |
13.99 |
14.00 |
0.01 |
0.1% |
14.20 |
Close |
13.99 |
14.01 |
0.02 |
0.1% |
14.93 |
Range |
0.14 |
0.05 |
-0.09 |
-64.3% |
1.15 |
ATR |
0.37 |
0.35 |
-0.02 |
-6.0% |
0.00 |
Volume |
4,975,100 |
5,016,700 |
41,600 |
0.8% |
22,731,800 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.17 |
14.14 |
14.04 |
|
R3 |
14.12 |
14.09 |
14.02 |
|
R2 |
14.07 |
14.07 |
14.02 |
|
R1 |
14.04 |
14.04 |
14.01 |
14.03 |
PP |
14.02 |
14.02 |
14.02 |
14.02 |
S1 |
13.99 |
13.99 |
14.01 |
13.98 |
S2 |
13.97 |
13.97 |
14.00 |
|
S3 |
13.92 |
13.94 |
14.00 |
|
S4 |
13.87 |
13.89 |
13.98 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18.28 |
17.75 |
15.56 |
|
R3 |
17.13 |
16.60 |
15.25 |
|
R2 |
15.98 |
15.98 |
15.14 |
|
R1 |
15.45 |
15.45 |
15.04 |
15.72 |
PP |
14.83 |
14.83 |
14.83 |
14.96 |
S1 |
14.30 |
14.30 |
14.82 |
14.57 |
S2 |
13.68 |
13.68 |
14.72 |
|
S3 |
12.53 |
13.15 |
14.61 |
|
S4 |
11.38 |
12.00 |
14.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15.20 |
13.99 |
1.21 |
8.6% |
0.31 |
2.2% |
2% |
False |
False |
7,177,960 |
10 |
16.15 |
13.99 |
2.16 |
15.4% |
0.49 |
3.5% |
1% |
False |
False |
6,937,320 |
20 |
16.15 |
13.97 |
2.18 |
15.6% |
0.27 |
1.9% |
2% |
False |
False |
3,747,520 |
40 |
16.15 |
13.95 |
2.20 |
15.7% |
0.18 |
1.3% |
3% |
False |
False |
2,338,500 |
60 |
16.15 |
9.17 |
6.98 |
49.8% |
0.17 |
1.2% |
69% |
False |
False |
3,530,531 |
80 |
16.15 |
9.10 |
7.05 |
50.3% |
0.19 |
1.4% |
70% |
False |
False |
2,769,673 |
100 |
16.15 |
8.63 |
7.52 |
53.7% |
0.21 |
1.5% |
72% |
False |
False |
2,296,091 |
120 |
16.15 |
8.33 |
7.82 |
55.8% |
0.24 |
1.7% |
73% |
False |
False |
2,028,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.26 |
2.618 |
14.18 |
1.618 |
14.13 |
1.000 |
14.10 |
0.618 |
14.08 |
HIGH |
14.05 |
0.618 |
14.03 |
0.500 |
14.03 |
0.382 |
14.02 |
LOW |
14.00 |
0.618 |
13.97 |
1.000 |
13.95 |
1.618 |
13.92 |
2.618 |
13.87 |
4.250 |
13.79 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
14.03 |
14.06 |
PP |
14.02 |
14.04 |
S1 |
14.02 |
14.03 |
|