Trading Metrics calculated at close of trading on 23-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,416.00 |
4,434.75 |
18.75 |
0.4% |
4,342.75 |
High |
4,440.50 |
4,441.25 |
0.75 |
0.0% |
4,412.75 |
Low |
4,383.75 |
4,383.25 |
-0.50 |
0.0% |
4,329.50 |
Close |
4,434.50 |
4,395.50 |
-39.00 |
-0.9% |
4,394.75 |
Range |
56.75 |
58.00 |
1.25 |
2.2% |
83.25 |
ATR |
70.81 |
69.90 |
-0.92 |
-1.3% |
0.00 |
Volume |
190,219 |
212,040 |
21,821 |
11.5% |
1,223,372 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,580.75 |
4,546.00 |
4,427.50 |
|
R3 |
4,522.75 |
4,488.00 |
4,411.50 |
|
R2 |
4,464.75 |
4,464.75 |
4,406.25 |
|
R1 |
4,430.00 |
4,430.00 |
4,400.75 |
4,418.50 |
PP |
4,406.75 |
4,406.75 |
4,406.75 |
4,400.75 |
S1 |
4,372.00 |
4,372.00 |
4,390.25 |
4,360.50 |
S2 |
4,348.75 |
4,348.75 |
4,384.75 |
|
S3 |
4,290.75 |
4,314.00 |
4,379.50 |
|
S4 |
4,232.75 |
4,256.00 |
4,363.50 |
|
|
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 |
4,441.25 |
4,359.75 |
81.50 |
1.9% |
49.50 |
1.1% |
44% |
True |
False |
216,450 |
10 |
4,441.25 |
4,220.25 |
221.00 |
5.0% |
58.75 |
1.3% |
79% |
True |
False |
208,654 |
20 |
4,441.25 |
4,162.25 |
279.00 |
6.3% |
64.25 |
1.5% |
84% |
True |
False |
105,859 |
40 |
4,441.25 |
3,856.50 |
584.75 |
13.3% |
84.00 |
1.9% |
92% |
True |
False |
53,107 |
60 |
4,691.00 |
3,856.50 |
834.50 |
19.0% |
95.50 |
2.2% |
65% |
False |
False |
35,457 |
80 |
4,719.75 |
3,856.50 |
863.25 |
19.6% |
85.75 |
2.0% |
62% |
False |
False |
26,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,687.75 |
2.618 |
4,593.00 |
1.618 |
4,535.00 |
1.000 |
4,499.25 |
0.618 |
4,477.00 |
HIGH |
4,441.25 |
0.618 |
4,419.00 |
0.500 |
4,412.25 |
0.382 |
4,405.50 |
LOW |
4,383.25 |
0.618 |
4,347.50 |
1.000 |
4,325.25 |
1.618 |
4,289.50 |
2.618 |
4,231.50 |
4.250 |
4,136.75 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,412.25 |
4,409.00 |
PP |
4,406.75 |
4,404.50 |
S1 |
4,401.00 |
4,400.00 |
|