Trading Metrics calculated at close of trading on 23-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
5,170.0 |
5,158.0 |
-12.0 |
-0.2% |
5,203.0 |
High |
5,180.0 |
5,159.0 |
-21.0 |
-0.4% |
5,214.0 |
Low |
5,138.0 |
5,105.0 |
-33.0 |
-0.6% |
5,073.0 |
Close |
5,163.0 |
5,132.0 |
-31.0 |
-0.6% |
5,164.0 |
Range |
42.0 |
54.0 |
12.0 |
28.6% |
141.0 |
ATR |
61.5 |
61.3 |
-0.3 |
-0.4% |
0.0 |
Volume |
19,715 |
19,367 |
-348 |
-1.8% |
343,567 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,294.0 |
5,267.0 |
5,161.7 |
|
R3 |
5,240.0 |
5,213.0 |
5,146.9 |
|
R2 |
5,186.0 |
5,186.0 |
5,141.9 |
|
R1 |
5,159.0 |
5,159.0 |
5,137.0 |
5,145.5 |
PP |
5,132.0 |
5,132.0 |
5,132.0 |
5,125.3 |
S1 |
5,105.0 |
5,105.0 |
5,127.1 |
5,091.5 |
S2 |
5,078.0 |
5,078.0 |
5,122.1 |
|
S3 |
5,024.0 |
5,051.0 |
5,117.2 |
|
S4 |
4,970.0 |
4,997.0 |
5,102.3 |
|
|
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 |
5,105.0 |
109.0 |
2.1% |
54.2 |
1.1% |
25% |
False |
True |
23,981 |
10 |
5,214.0 |
5,073.0 |
141.0 |
2.7% |
53.4 |
1.0% |
42% |
False |
False |
41,055 |
20 |
5,214.0 |
4,790.0 |
424.0 |
8.3% |
56.5 |
1.1% |
81% |
False |
False |
21,019 |
40 |
5,214.0 |
4,649.0 |
565.0 |
11.0% |
53.9 |
1.0% |
85% |
False |
False |
10,558 |
60 |
5,282.0 |
4,649.0 |
633.0 |
12.3% |
44.0 |
0.9% |
76% |
False |
False |
7,049 |
80 |
5,282.0 |
4,649.0 |
633.0 |
12.3% |
34.2 |
0.7% |
76% |
False |
False |
5,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,388.5 |
2.618 |
5,300.4 |
1.618 |
5,246.4 |
1.000 |
5,213.0 |
0.618 |
5,192.4 |
HIGH |
5,159.0 |
0.618 |
5,138.4 |
0.500 |
5,132.0 |
0.382 |
5,125.6 |
LOW |
5,105.0 |
0.618 |
5,071.6 |
1.000 |
5,051.0 |
1.618 |
5,017.6 |
2.618 |
4,963.6 |
4.250 |
4,875.5 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,132.0 |
5,147.0 |
PP |
5,132.0 |
5,142.0 |
S1 |
5,132.0 |
5,137.0 |
|