Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,355.75 |
4,359.25 |
3.50 |
0.1% |
4,308.25 |
High |
4,364.75 |
4,407.75 |
43.00 |
1.0% |
4,353.75 |
Low |
4,329.50 |
4,340.50 |
11.00 |
0.3% |
4,220.25 |
Close |
4,356.25 |
4,388.25 |
32.00 |
0.7% |
4,344.50 |
Range |
35.25 |
67.25 |
32.00 |
90.8% |
133.50 |
ATR |
79.74 |
78.85 |
-0.89 |
-1.1% |
0.00 |
Volume |
226,022 |
283,358 |
57,336 |
25.4% |
314,784 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,580.50 |
4,551.75 |
4,425.25 |
|
R3 |
4,513.25 |
4,484.50 |
4,406.75 |
|
R2 |
4,446.00 |
4,446.00 |
4,400.50 |
|
R1 |
4,417.25 |
4,417.25 |
4,394.50 |
4,431.50 |
PP |
4,378.75 |
4,378.75 |
4,378.75 |
4,386.00 |
S1 |
4,350.00 |
4,350.00 |
4,382.00 |
4,364.50 |
S2 |
4,311.50 |
4,311.50 |
4,376.00 |
|
S3 |
4,244.25 |
4,282.75 |
4,369.75 |
|
S4 |
4,177.00 |
4,215.50 |
4,351.25 |
|
|
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 |
4,407.75 |
4,220.25 |
187.50 |
4.3% |
68.00 |
1.5% |
90% |
True |
False |
200,858 |
10 |
4,407.75 |
4,220.25 |
187.50 |
4.3% |
60.50 |
1.4% |
90% |
True |
False |
102,984 |
20 |
4,407.75 |
4,076.50 |
331.25 |
7.5% |
72.50 |
1.7% |
94% |
True |
False |
51,908 |
40 |
4,407.75 |
3,856.50 |
551.25 |
12.6% |
94.25 |
2.1% |
96% |
True |
False |
26,087 |
60 |
4,691.00 |
3,856.50 |
834.50 |
19.0% |
95.25 |
2.2% |
64% |
False |
False |
17,424 |
80 |
4,719.75 |
3,856.50 |
863.25 |
19.7% |
84.00 |
1.9% |
62% |
False |
False |
13,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,693.50 |
2.618 |
4,583.75 |
1.618 |
4,516.50 |
1.000 |
4,475.00 |
0.618 |
4,449.25 |
HIGH |
4,407.75 |
0.618 |
4,382.00 |
0.500 |
4,374.00 |
0.382 |
4,366.25 |
LOW |
4,340.50 |
0.618 |
4,299.00 |
1.000 |
4,273.25 |
1.618 |
4,231.75 |
2.618 |
4,164.50 |
4.250 |
4,054.75 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,383.50 |
4,381.75 |
PP |
4,378.75 |
4,375.25 |
S1 |
4,374.00 |
4,368.50 |
|