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 |
1,068.2 |
1,086.1 |
17.9 |
1.7% |
1,079.9 |
High |
1,090.5 |
1,099.1 |
8.6 |
0.8% |
1,099.1 |
Low |
1,059.9 |
1,082.7 |
22.8 |
2.2% |
1,054.2 |
Close |
1,085.5 |
1,096.0 |
10.5 |
1.0% |
1,096.0 |
Range |
30.6 |
16.4 |
-14.2 |
-46.4% |
44.9 |
ATR |
18.6 |
18.4 |
-0.2 |
-0.8% |
0.0 |
Volume |
131,996 |
88,989 |
-43,007 |
-32.6% |
675,235 |
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,141.8 |
1,135.3 |
1,105.0 |
|
R3 |
1,125.5 |
1,119.0 |
1,100.5 |
|
R2 |
1,109.0 |
1,109.0 |
1,099.0 |
|
R1 |
1,102.5 |
1,102.5 |
1,097.5 |
1,105.8 |
PP |
1,092.5 |
1,092.5 |
1,092.5 |
1,094.3 |
S1 |
1,086.0 |
1,086.0 |
1,094.5 |
1,089.3 |
S2 |
1,076.3 |
1,076.3 |
1,093.0 |
|
S3 |
1,059.8 |
1,069.8 |
1,091.5 |
|
S4 |
1,043.5 |
1,053.3 |
1,087.0 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.8 |
1,201.8 |
1,120.8 |
|
R3 |
1,173.0 |
1,157.0 |
1,108.3 |
|
R2 |
1,128.0 |
1,128.0 |
1,104.3 |
|
R1 |
1,112.0 |
1,112.0 |
1,100.0 |
1,120.0 |
PP |
1,083.0 |
1,083.0 |
1,083.0 |
1,087.0 |
S1 |
1,067.0 |
1,067.0 |
1,092.0 |
1,075.0 |
S2 |
1,038.3 |
1,038.3 |
1,087.8 |
|
S3 |
993.3 |
1,022.3 |
1,083.8 |
|
S4 |
948.5 |
977.3 |
1,071.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,099.1 |
1,054.2 |
44.9 |
4.1% |
18.8 |
1.7% |
93% |
True |
False |
135,047 |
10 |
1,099.1 |
1,046.6 |
52.5 |
4.8% |
21.0 |
1.9% |
94% |
True |
False |
96,236 |
20 |
1,099.1 |
997.1 |
102.0 |
9.3% |
17.3 |
1.6% |
97% |
True |
False |
48,309 |
40 |
1,099.1 |
945.2 |
153.9 |
14.0% |
13.5 |
1.2% |
98% |
True |
False |
24,162 |
60 |
1,158.6 |
945.2 |
213.4 |
19.5% |
11.8 |
1.1% |
71% |
False |
False |
16,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,168.8 |
2.618 |
1,142.0 |
1.618 |
1,125.8 |
1.000 |
1,115.5 |
0.618 |
1,109.3 |
HIGH |
1,099.0 |
0.618 |
1,092.8 |
0.500 |
1,091.0 |
0.382 |
1,089.0 |
LOW |
1,082.8 |
0.618 |
1,072.5 |
1.000 |
1,066.3 |
1.618 |
1,056.3 |
2.618 |
1,039.8 |
4.250 |
1,013.0 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,094.3 |
1,089.5 |
PP |
1,092.5 |
1,083.0 |
S1 |
1,091.0 |
1,076.8 |
|