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 |
1,095.5 |
1,092.9 |
-2.6 |
-0.2% |
1,079.9 |
High |
1,099.6 |
1,096.1 |
-3.5 |
-0.3% |
1,099.1 |
Low |
1,089.8 |
1,083.7 |
-6.1 |
-0.6% |
1,054.2 |
Close |
1,094.0 |
1,091.9 |
-2.1 |
-0.2% |
1,096.0 |
Range |
9.8 |
12.4 |
2.6 |
26.5% |
44.9 |
ATR |
17.8 |
17.4 |
-0.4 |
-2.2% |
0.0 |
Volume |
69,160 |
66,925 |
-2,235 |
-3.2% |
675,235 |
|
Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,127.8 |
1,122.3 |
1,098.8 |
|
R3 |
1,115.3 |
1,109.8 |
1,095.3 |
|
R2 |
1,103.0 |
1,103.0 |
1,094.3 |
|
R1 |
1,097.5 |
1,097.5 |
1,093.0 |
1,094.0 |
PP |
1,090.5 |
1,090.5 |
1,090.5 |
1,088.8 |
S1 |
1,085.0 |
1,085.0 |
1,090.8 |
1,081.5 |
S2 |
1,078.3 |
1,078.3 |
1,089.8 |
|
S3 |
1,065.8 |
1,072.8 |
1,088.5 |
|
S4 |
1,053.3 |
1,060.3 |
1,085.0 |
|
|
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 |
1,099.6 |
1,054.2 |
45.4 |
4.2% |
17.5 |
1.6% |
83% |
False |
False |
100,389 |
10 |
1,099.6 |
1,046.6 |
53.0 |
4.9% |
18.5 |
1.7% |
85% |
False |
False |
109,372 |
20 |
1,099.6 |
997.1 |
102.5 |
9.4% |
17.5 |
1.6% |
92% |
False |
False |
55,108 |
40 |
1,099.6 |
945.2 |
154.4 |
14.1% |
14.0 |
1.3% |
95% |
False |
False |
27,564 |
60 |
1,158.6 |
945.2 |
213.4 |
19.5% |
12.0 |
1.1% |
69% |
False |
False |
18,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,148.8 |
2.618 |
1,128.5 |
1.618 |
1,116.3 |
1.000 |
1,108.5 |
0.618 |
1,103.8 |
HIGH |
1,096.0 |
0.618 |
1,091.3 |
0.500 |
1,090.0 |
0.382 |
1,088.5 |
LOW |
1,083.8 |
0.618 |
1,076.0 |
1.000 |
1,071.3 |
1.618 |
1,063.8 |
2.618 |
1,051.3 |
4.250 |
1,031.0 |
|
|
Fisher Pivots for day following 22-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,091.3 |
1,091.8 |
PP |
1,090.5 |
1,091.5 |
S1 |
1,090.0 |
1,091.3 |
|