Trading Metrics calculated at close of trading on 17-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,359.25 |
4,387.75 |
28.50 |
0.7% |
4,308.25 |
High |
4,407.75 |
4,412.75 |
5.00 |
0.1% |
4,353.75 |
Low |
4,340.50 |
4,359.75 |
19.25 |
0.4% |
4,220.25 |
Close |
4,388.25 |
4,393.00 |
4.75 |
0.1% |
4,344.50 |
Range |
67.25 |
53.00 |
-14.25 |
-21.2% |
133.50 |
ATR |
78.85 |
77.00 |
-1.85 |
-2.3% |
0.00 |
Volume |
283,358 |
269,816 |
-13,542 |
-4.8% |
314,784 |
|
Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,547.50 |
4,523.25 |
4,422.25 |
|
R3 |
4,494.50 |
4,470.25 |
4,407.50 |
|
R2 |
4,441.50 |
4,441.50 |
4,402.75 |
|
R1 |
4,417.25 |
4,417.25 |
4,397.75 |
4,429.50 |
PP |
4,388.50 |
4,388.50 |
4,388.50 |
4,394.50 |
S1 |
4,364.25 |
4,364.25 |
4,388.25 |
4,376.50 |
S2 |
4,335.50 |
4,335.50 |
4,383.25 |
|
S3 |
4,282.50 |
4,311.25 |
4,378.50 |
|
S4 |
4,229.50 |
4,258.25 |
4,363.75 |
|
|
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 |
4,412.75 |
4,272.75 |
140.00 |
3.2% |
55.00 |
1.3% |
86% |
True |
False |
239,419 |
10 |
4,412.75 |
4,220.25 |
192.50 |
4.4% |
60.75 |
1.4% |
90% |
True |
False |
129,896 |
20 |
4,412.75 |
4,076.50 |
336.25 |
7.7% |
71.00 |
1.6% |
94% |
True |
False |
65,350 |
40 |
4,412.75 |
3,856.50 |
556.25 |
12.7% |
91.00 |
2.1% |
96% |
True |
False |
32,826 |
60 |
4,691.00 |
3,856.50 |
834.50 |
19.0% |
94.75 |
2.2% |
64% |
False |
False |
21,920 |
80 |
4,719.75 |
3,856.50 |
863.25 |
19.7% |
84.50 |
1.9% |
62% |
False |
False |
16,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,638.00 |
2.618 |
4,551.50 |
1.618 |
4,498.50 |
1.000 |
4,465.75 |
0.618 |
4,445.50 |
HIGH |
4,412.75 |
0.618 |
4,392.50 |
0.500 |
4,386.25 |
0.382 |
4,380.00 |
LOW |
4,359.75 |
0.618 |
4,327.00 |
1.000 |
4,306.75 |
1.618 |
4,274.00 |
2.618 |
4,221.00 |
4.250 |
4,134.50 |
|
|
Fisher Pivots for day following 17-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,390.75 |
4,385.75 |
PP |
4,388.50 |
4,378.50 |
S1 |
4,386.25 |
4,371.00 |
|