Trading Metrics calculated at close of trading on 21-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
5,199.0 |
5,179.0 |
-20.0 |
-0.4% |
5,203.0 |
High |
5,214.0 |
5,189.0 |
-25.0 |
-0.5% |
5,214.0 |
Low |
5,158.0 |
5,132.0 |
-26.0 |
-0.5% |
5,073.0 |
Close |
5,164.0 |
5,167.0 |
3.0 |
0.1% |
5,164.0 |
Range |
56.0 |
57.0 |
1.0 |
1.8% |
141.0 |
ATR |
63.5 |
63.0 |
-0.5 |
-0.7% |
0.0 |
Volume |
25,630 |
16,140 |
-9,490 |
-37.0% |
343,567 |
|
Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,333.7 |
5,307.3 |
5,198.4 |
|
R3 |
5,276.7 |
5,250.3 |
5,182.7 |
|
R2 |
5,219.7 |
5,219.7 |
5,177.5 |
|
R1 |
5,193.3 |
5,193.3 |
5,172.2 |
5,178.0 |
PP |
5,162.7 |
5,162.7 |
5,162.7 |
5,155.0 |
S1 |
5,136.3 |
5,136.3 |
5,161.8 |
5,121.0 |
S2 |
5,105.7 |
5,105.7 |
5,156.6 |
|
S3 |
5,048.7 |
5,079.3 |
5,151.3 |
|
S4 |
4,991.7 |
5,022.3 |
5,135.7 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,573.3 |
5,509.7 |
5,241.6 |
|
R3 |
5,432.3 |
5,368.7 |
5,202.8 |
|
R2 |
5,291.3 |
5,291.3 |
5,189.9 |
|
R1 |
5,227.7 |
5,227.7 |
5,176.9 |
5,189.0 |
PP |
5,150.3 |
5,150.3 |
5,150.3 |
5,131.0 |
S1 |
5,086.7 |
5,086.7 |
5,151.1 |
5,048.0 |
S2 |
5,009.3 |
5,009.3 |
5,138.2 |
|
S3 |
4,868.3 |
4,945.7 |
5,125.2 |
|
S4 |
4,727.3 |
4,804.7 |
5,086.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,214.0 |
5,073.0 |
141.0 |
2.7% |
59.6 |
1.2% |
67% |
False |
False |
58,624 |
10 |
5,214.0 |
5,066.0 |
148.0 |
2.9% |
58.9 |
1.1% |
68% |
False |
False |
37,681 |
20 |
5,214.0 |
4,790.0 |
424.0 |
8.2% |
54.2 |
1.0% |
89% |
False |
False |
19,074 |
40 |
5,214.0 |
4,649.0 |
565.0 |
10.9% |
51.9 |
1.0% |
92% |
False |
False |
9,582 |
60 |
5,282.0 |
4,649.0 |
633.0 |
12.3% |
42.5 |
0.8% |
82% |
False |
False |
6,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,431.3 |
2.618 |
5,338.2 |
1.618 |
5,281.2 |
1.000 |
5,246.0 |
0.618 |
5,224.2 |
HIGH |
5,189.0 |
0.618 |
5,167.2 |
0.500 |
5,160.5 |
0.382 |
5,153.8 |
LOW |
5,132.0 |
0.618 |
5,096.8 |
1.000 |
5,075.0 |
1.618 |
5,039.8 |
2.618 |
4,982.8 |
4.250 |
4,889.8 |
|
|
Fisher Pivots for day following 21-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,164.8 |
5,168.0 |
PP |
5,162.7 |
5,167.7 |
S1 |
5,160.5 |
5,167.3 |
|