Trading Metrics calculated at close of trading on 15-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,342.75 |
4,355.75 |
13.00 |
0.3% |
4,308.25 |
High |
4,370.25 |
4,364.75 |
-5.50 |
-0.1% |
4,353.75 |
Low |
4,331.50 |
4,329.50 |
-2.00 |
0.0% |
4,220.25 |
Close |
4,357.75 |
4,356.25 |
-1.50 |
0.0% |
4,344.50 |
Range |
38.75 |
35.25 |
-3.50 |
-9.0% |
133.50 |
ATR |
83.17 |
79.74 |
-3.42 |
-4.1% |
0.00 |
Volume |
203,722 |
226,022 |
22,300 |
10.9% |
314,784 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,456.00 |
4,441.25 |
4,375.75 |
|
R3 |
4,420.75 |
4,406.00 |
4,366.00 |
|
R2 |
4,385.50 |
4,385.50 |
4,362.75 |
|
R1 |
4,370.75 |
4,370.75 |
4,359.50 |
4,378.00 |
PP |
4,350.25 |
4,350.25 |
4,350.25 |
4,353.75 |
S1 |
4,335.50 |
4,335.50 |
4,353.00 |
4,343.00 |
S2 |
4,315.00 |
4,315.00 |
4,349.75 |
|
S3 |
4,279.75 |
4,300.25 |
4,346.50 |
|
S4 |
4,244.50 |
4,265.00 |
4,336.75 |
|
|
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% |
62.75 |
1.4% |
91% |
False |
False |
146,330 |
10 |
4,370.25 |
4,220.25 |
150.00 |
3.4% |
59.50 |
1.4% |
91% |
False |
False |
74,701 |
20 |
4,370.25 |
4,060.00 |
310.25 |
7.1% |
76.25 |
1.7% |
95% |
False |
False |
37,766 |
40 |
4,370.25 |
3,856.50 |
513.75 |
11.8% |
95.50 |
2.2% |
97% |
False |
False |
19,006 |
60 |
4,691.00 |
3,856.50 |
834.50 |
19.2% |
96.00 |
2.2% |
60% |
False |
False |
12,702 |
80 |
4,719.75 |
3,856.50 |
863.25 |
19.8% |
84.25 |
1.9% |
58% |
False |
False |
9,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,514.50 |
2.618 |
4,457.00 |
1.618 |
4,421.75 |
1.000 |
4,400.00 |
0.618 |
4,386.50 |
HIGH |
4,364.75 |
0.618 |
4,351.25 |
0.500 |
4,347.00 |
0.382 |
4,343.00 |
LOW |
4,329.50 |
0.618 |
4,307.75 |
1.000 |
4,294.25 |
1.618 |
4,272.50 |
2.618 |
4,237.25 |
4.250 |
4,179.75 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,353.25 |
4,344.75 |
PP |
4,350.25 |
4,333.00 |
S1 |
4,347.00 |
4,321.50 |
|