Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,280.75 |
4,342.75 |
62.00 |
1.4% |
4,308.25 |
High |
4,353.75 |
4,370.25 |
16.50 |
0.4% |
4,353.75 |
Low |
4,272.75 |
4,331.50 |
58.75 |
1.4% |
4,220.25 |
Close |
4,344.50 |
4,357.75 |
13.25 |
0.3% |
4,344.50 |
Range |
81.00 |
38.75 |
-42.25 |
-52.2% |
133.50 |
ATR |
86.58 |
83.17 |
-3.42 |
-3.9% |
0.00 |
Volume |
214,178 |
203,722 |
-10,456 |
-4.9% |
314,784 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,469.50 |
4,452.25 |
4,379.00 |
|
R3 |
4,430.75 |
4,413.50 |
4,368.50 |
|
R2 |
4,392.00 |
4,392.00 |
4,364.75 |
|
R1 |
4,374.75 |
4,374.75 |
4,361.25 |
4,383.50 |
PP |
4,353.25 |
4,353.25 |
4,353.25 |
4,357.50 |
S1 |
4,336.00 |
4,336.00 |
4,354.25 |
4,344.50 |
S2 |
4,314.50 |
4,314.50 |
4,350.75 |
|
S3 |
4,275.75 |
4,297.25 |
4,347.00 |
|
S4 |
4,237.00 |
4,258.50 |
4,336.50 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,706.75 |
4,659.00 |
4,418.00 |
|
R3 |
4,573.25 |
4,525.50 |
4,381.25 |
|
R2 |
4,439.75 |
4,439.75 |
4,369.00 |
|
R1 |
4,392.00 |
4,392.00 |
4,356.75 |
4,416.00 |
PP |
4,306.25 |
4,306.25 |
4,306.25 |
4,318.00 |
S1 |
4,258.50 |
4,258.50 |
4,332.25 |
4,282.50 |
S2 |
4,172.75 |
4,172.75 |
4,320.00 |
|
S3 |
4,039.25 |
4,125.00 |
4,307.75 |
|
S4 |
3,905.75 |
3,991.50 |
4,271.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,370.25 |
4,220.25 |
150.00 |
3.4% |
67.00 |
1.5% |
92% |
True |
False |
102,742 |
10 |
4,370.25 |
4,171.25 |
199.00 |
4.6% |
71.75 |
1.6% |
94% |
True |
False |
52,236 |
20 |
4,370.25 |
4,021.25 |
349.00 |
8.0% |
78.25 |
1.8% |
96% |
True |
False |
26,479 |
40 |
4,370.25 |
3,856.50 |
513.75 |
11.8% |
99.50 |
2.3% |
98% |
True |
False |
13,360 |
60 |
4,691.00 |
3,856.50 |
834.50 |
19.1% |
96.50 |
2.2% |
60% |
False |
False |
8,935 |
80 |
4,719.75 |
3,856.50 |
863.25 |
19.8% |
84.00 |
1.9% |
58% |
False |
False |
6,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,535.00 |
2.618 |
4,471.75 |
1.618 |
4,433.00 |
1.000 |
4,409.00 |
0.618 |
4,394.25 |
HIGH |
4,370.25 |
0.618 |
4,355.50 |
0.500 |
4,351.00 |
0.382 |
4,346.25 |
LOW |
4,331.50 |
0.618 |
4,307.50 |
1.000 |
4,292.75 |
1.618 |
4,268.75 |
2.618 |
4,230.00 |
4.250 |
4,166.75 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,355.50 |
4,337.00 |
PP |
4,353.25 |
4,316.00 |
S1 |
4,351.00 |
4,295.25 |
|