Trading Metrics calculated at close of trading on 18-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,387.75 |
4,395.50 |
7.75 |
0.2% |
4,342.75 |
High |
4,412.75 |
4,410.75 |
-2.00 |
0.0% |
4,412.75 |
Low |
4,359.75 |
4,375.75 |
16.00 |
0.4% |
4,329.50 |
Close |
4,393.00 |
4,394.75 |
1.75 |
0.0% |
4,394.75 |
Range |
53.00 |
35.00 |
-18.00 |
-34.0% |
83.25 |
ATR |
77.00 |
74.00 |
-3.00 |
-3.9% |
0.00 |
Volume |
269,816 |
240,454 |
-29,362 |
-10.9% |
1,223,372 |
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,498.75 |
4,481.75 |
4,414.00 |
|
R3 |
4,463.75 |
4,446.75 |
4,404.50 |
|
R2 |
4,428.75 |
4,428.75 |
4,401.25 |
|
R1 |
4,411.75 |
4,411.75 |
4,398.00 |
4,402.75 |
PP |
4,393.75 |
4,393.75 |
4,393.75 |
4,389.25 |
S1 |
4,376.75 |
4,376.75 |
4,391.50 |
4,367.75 |
S2 |
4,358.75 |
4,358.75 |
4,388.25 |
|
S3 |
4,323.75 |
4,341.75 |
4,385.00 |
|
S4 |
4,288.75 |
4,306.75 |
4,375.50 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,628.75 |
4,595.00 |
4,440.50 |
|
R3 |
4,545.50 |
4,511.75 |
4,417.75 |
|
R2 |
4,462.25 |
4,462.25 |
4,410.00 |
|
R1 |
4,428.50 |
4,428.50 |
4,402.50 |
4,445.50 |
PP |
4,379.00 |
4,379.00 |
4,379.00 |
4,387.50 |
S1 |
4,345.25 |
4,345.25 |
4,387.00 |
4,362.00 |
S2 |
4,295.75 |
4,295.75 |
4,379.50 |
|
S3 |
4,212.50 |
4,262.00 |
4,371.75 |
|
S4 |
4,129.25 |
4,178.75 |
4,349.00 |
|
|
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 |
4,329.50 |
83.25 |
1.9% |
45.75 |
1.0% |
78% |
False |
False |
244,674 |
10 |
4,412.75 |
4,220.25 |
192.50 |
4.4% |
58.50 |
1.3% |
91% |
False |
False |
153,815 |
20 |
4,412.75 |
4,076.50 |
336.25 |
7.7% |
70.25 |
1.6% |
95% |
False |
False |
77,366 |
40 |
4,412.75 |
3,856.50 |
556.25 |
12.7% |
89.25 |
2.0% |
97% |
False |
False |
38,827 |
60 |
4,691.00 |
3,856.50 |
834.50 |
19.0% |
94.25 |
2.1% |
64% |
False |
False |
25,927 |
80 |
4,719.75 |
3,856.50 |
863.25 |
19.6% |
85.00 |
1.9% |
62% |
False |
False |
19,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,559.50 |
2.618 |
4,502.50 |
1.618 |
4,467.50 |
1.000 |
4,445.75 |
0.618 |
4,432.50 |
HIGH |
4,410.75 |
0.618 |
4,397.50 |
0.500 |
4,393.25 |
0.382 |
4,389.00 |
LOW |
4,375.75 |
0.618 |
4,354.00 |
1.000 |
4,340.75 |
1.618 |
4,319.00 |
2.618 |
4,284.00 |
4.250 |
4,227.00 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,394.25 |
4,388.75 |
PP |
4,393.75 |
4,382.75 |
S1 |
4,393.25 |
4,376.50 |
|