Trading Metrics calculated at close of trading on 22-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,394.75 |
4,416.00 |
21.25 |
0.5% |
4,342.75 |
High |
4,421.25 |
4,440.50 |
19.25 |
0.4% |
4,412.75 |
Low |
4,376.75 |
4,383.75 |
7.00 |
0.2% |
4,329.50 |
Close |
4,416.25 |
4,434.50 |
18.25 |
0.4% |
4,394.75 |
Range |
44.50 |
56.75 |
12.25 |
27.5% |
83.25 |
ATR |
71.90 |
70.81 |
-1.08 |
-1.5% |
0.00 |
Volume |
169,724 |
190,219 |
20,495 |
12.1% |
1,223,372 |
|
Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,589.75 |
4,569.00 |
4,465.75 |
|
R3 |
4,533.00 |
4,512.25 |
4,450.00 |
|
R2 |
4,476.25 |
4,476.25 |
4,445.00 |
|
R1 |
4,455.50 |
4,455.50 |
4,439.75 |
4,466.00 |
PP |
4,419.50 |
4,419.50 |
4,419.50 |
4,424.75 |
S1 |
4,398.75 |
4,398.75 |
4,429.25 |
4,409.00 |
S2 |
4,362.75 |
4,362.75 |
4,424.00 |
|
S3 |
4,306.00 |
4,342.00 |
4,419.00 |
|
S4 |
4,249.25 |
4,285.25 |
4,403.25 |
|
|
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 |
4,440.50 |
4,340.50 |
100.00 |
2.3% |
51.25 |
1.2% |
94% |
True |
False |
230,714 |
10 |
4,440.50 |
4,220.25 |
220.25 |
5.0% |
57.00 |
1.3% |
97% |
True |
False |
188,522 |
20 |
4,440.50 |
4,076.50 |
364.00 |
8.2% |
68.00 |
1.5% |
98% |
True |
False |
95,310 |
40 |
4,440.50 |
3,856.50 |
584.00 |
13.2% |
85.00 |
1.9% |
99% |
True |
False |
47,809 |
60 |
4,691.00 |
3,856.50 |
834.50 |
18.8% |
94.75 |
2.1% |
69% |
False |
False |
31,924 |
80 |
4,719.75 |
3,856.50 |
863.25 |
19.5% |
85.00 |
1.9% |
67% |
False |
False |
23,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,681.75 |
2.618 |
4,589.00 |
1.618 |
4,532.25 |
1.000 |
4,497.25 |
0.618 |
4,475.50 |
HIGH |
4,440.50 |
0.618 |
4,418.75 |
0.500 |
4,412.00 |
0.382 |
4,405.50 |
LOW |
4,383.75 |
0.618 |
4,348.75 |
1.000 |
4,327.00 |
1.618 |
4,292.00 |
2.618 |
4,235.25 |
4.250 |
4,142.50 |
|
|
Fisher Pivots for day following 22-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,427.00 |
4,425.75 |
PP |
4,419.50 |
4,417.00 |
S1 |
4,412.00 |
4,408.00 |
|