Trading Metrics calculated at close of trading on 22-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
5,179.0 |
5,170.0 |
-9.0 |
-0.2% |
5,203.0 |
High |
5,189.0 |
5,180.0 |
-9.0 |
-0.2% |
5,214.0 |
Low |
5,132.0 |
5,138.0 |
6.0 |
0.1% |
5,073.0 |
Close |
5,167.0 |
5,163.0 |
-4.0 |
-0.1% |
5,164.0 |
Range |
57.0 |
42.0 |
-15.0 |
-26.3% |
141.0 |
ATR |
63.0 |
61.5 |
-1.5 |
-2.4% |
0.0 |
Volume |
16,140 |
19,715 |
3,575 |
22.1% |
343,567 |
|
Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,286.3 |
5,266.7 |
5,186.1 |
|
R3 |
5,244.3 |
5,224.7 |
5,174.6 |
|
R2 |
5,202.3 |
5,202.3 |
5,170.7 |
|
R1 |
5,182.7 |
5,182.7 |
5,166.9 |
5,171.5 |
PP |
5,160.3 |
5,160.3 |
5,160.3 |
5,154.8 |
S1 |
5,140.7 |
5,140.7 |
5,159.2 |
5,129.5 |
S2 |
5,118.3 |
5,118.3 |
5,155.3 |
|
S3 |
5,076.3 |
5,098.7 |
5,151.5 |
|
S4 |
5,034.3 |
5,056.7 |
5,139.9 |
|
|
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% |
51.2 |
1.0% |
64% |
False |
False |
33,750 |
10 |
5,214.0 |
5,066.0 |
148.0 |
2.9% |
55.6 |
1.1% |
66% |
False |
False |
39,526 |
20 |
5,214.0 |
4,790.0 |
424.0 |
8.2% |
53.8 |
1.0% |
88% |
False |
False |
20,057 |
40 |
5,214.0 |
4,649.0 |
565.0 |
10.9% |
52.9 |
1.0% |
91% |
False |
False |
10,075 |
60 |
5,282.0 |
4,649.0 |
633.0 |
12.3% |
43.2 |
0.8% |
81% |
False |
False |
6,726 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.3% |
33.5 |
0.6% |
81% |
False |
False |
5,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,358.5 |
2.618 |
5,290.0 |
1.618 |
5,248.0 |
1.000 |
5,222.0 |
0.618 |
5,206.0 |
HIGH |
5,180.0 |
0.618 |
5,164.0 |
0.500 |
5,159.0 |
0.382 |
5,154.0 |
LOW |
5,138.0 |
0.618 |
5,112.0 |
1.000 |
5,096.0 |
1.618 |
5,070.0 |
2.618 |
5,028.0 |
4.250 |
4,959.5 |
|
|
Fisher Pivots for day following 22-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,161.7 |
5,173.0 |
PP |
5,160.3 |
5,169.7 |
S1 |
5,159.0 |
5,166.3 |
|