Trading Metrics calculated at close of trading on 17-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
5,096.0 |
5,148.0 |
52.0 |
1.0% |
5,110.0 |
High |
5,112.0 |
5,184.0 |
72.0 |
1.4% |
5,170.0 |
Low |
5,073.0 |
5,122.0 |
49.0 |
1.0% |
5,066.0 |
Close |
5,111.0 |
5,170.0 |
59.0 |
1.2% |
5,167.0 |
Range |
39.0 |
62.0 |
23.0 |
59.0% |
104.0 |
ATR |
63.4 |
64.0 |
0.7 |
1.1% |
0.0 |
Volume |
68,212 |
39,055 |
-29,157 |
-42.7% |
17,426 |
|
Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,344.7 |
5,319.3 |
5,204.1 |
|
R3 |
5,282.7 |
5,257.3 |
5,187.1 |
|
R2 |
5,220.7 |
5,220.7 |
5,181.4 |
|
R1 |
5,195.3 |
5,195.3 |
5,175.7 |
5,208.0 |
PP |
5,158.7 |
5,158.7 |
5,158.7 |
5,165.0 |
S1 |
5,133.3 |
5,133.3 |
5,164.3 |
5,146.0 |
S2 |
5,096.7 |
5,096.7 |
5,158.6 |
|
S3 |
5,034.7 |
5,071.3 |
5,153.0 |
|
S4 |
4,972.7 |
5,009.3 |
5,135.9 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,446.3 |
5,410.7 |
5,224.2 |
|
R3 |
5,342.3 |
5,306.7 |
5,195.6 |
|
R2 |
5,238.3 |
5,238.3 |
5,186.1 |
|
R1 |
5,202.7 |
5,202.7 |
5,176.5 |
5,220.5 |
PP |
5,134.3 |
5,134.3 |
5,134.3 |
5,143.3 |
S1 |
5,098.7 |
5,098.7 |
5,157.5 |
5,116.5 |
S2 |
5,030.3 |
5,030.3 |
5,147.9 |
|
S3 |
4,926.3 |
4,994.7 |
5,138.4 |
|
S4 |
4,822.3 |
4,890.7 |
5,109.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,203.0 |
5,073.0 |
130.0 |
2.5% |
59.0 |
1.1% |
75% |
False |
False |
65,340 |
10 |
5,203.0 |
5,054.0 |
149.0 |
2.9% |
50.4 |
1.0% |
78% |
False |
False |
33,590 |
20 |
5,203.0 |
4,790.0 |
413.0 |
8.0% |
51.3 |
1.0% |
92% |
False |
False |
17,022 |
40 |
5,203.0 |
4,649.0 |
554.0 |
10.7% |
50.6 |
1.0% |
94% |
False |
False |
8,544 |
60 |
5,282.0 |
4,649.0 |
633.0 |
12.2% |
40.7 |
0.8% |
82% |
False |
False |
5,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,447.5 |
2.618 |
5,346.3 |
1.618 |
5,284.3 |
1.000 |
5,246.0 |
0.618 |
5,222.3 |
HIGH |
5,184.0 |
0.618 |
5,160.3 |
0.500 |
5,153.0 |
0.382 |
5,145.7 |
LOW |
5,122.0 |
0.618 |
5,083.7 |
1.000 |
5,060.0 |
1.618 |
5,021.7 |
2.618 |
4,959.7 |
4.250 |
4,858.5 |
|
|
Fisher Pivots for day following 17-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,164.3 |
5,156.2 |
PP |
5,158.7 |
5,142.3 |
S1 |
5,153.0 |
5,128.5 |
|