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 |
1,092.9 |
1,091.1 |
-1.8 |
-0.2% |
1,079.9 |
High |
1,096.1 |
1,092.5 |
-3.6 |
-0.3% |
1,099.1 |
Low |
1,083.7 |
1,070.0 |
-13.7 |
-1.3% |
1,054.2 |
Close |
1,091.9 |
1,071.5 |
-20.4 |
-1.9% |
1,096.0 |
Range |
12.4 |
22.5 |
10.1 |
81.5% |
44.9 |
ATR |
17.4 |
17.8 |
0.4 |
2.1% |
0.0 |
Volume |
66,925 |
105,397 |
38,472 |
57.5% |
675,235 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,145.5 |
1,131.0 |
1,084.0 |
|
R3 |
1,123.0 |
1,108.5 |
1,077.8 |
|
R2 |
1,100.5 |
1,100.5 |
1,075.5 |
|
R1 |
1,086.0 |
1,086.0 |
1,073.5 |
1,082.0 |
PP |
1,078.0 |
1,078.0 |
1,078.0 |
1,076.0 |
S1 |
1,063.5 |
1,063.5 |
1,069.5 |
1,059.5 |
S2 |
1,055.5 |
1,055.5 |
1,067.5 |
|
S3 |
1,033.0 |
1,041.0 |
1,065.3 |
|
S4 |
1,010.5 |
1,018.5 |
1,059.0 |
|
|
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 |
1,059.9 |
39.7 |
3.7% |
18.3 |
1.7% |
29% |
False |
False |
92,493 |
10 |
1,099.6 |
1,046.6 |
53.0 |
4.9% |
19.5 |
1.8% |
47% |
False |
False |
117,720 |
20 |
1,099.6 |
1,014.3 |
85.3 |
8.0% |
17.8 |
1.7% |
67% |
False |
False |
60,378 |
40 |
1,099.6 |
945.2 |
154.4 |
14.4% |
14.8 |
1.4% |
82% |
False |
False |
30,199 |
60 |
1,142.0 |
945.2 |
196.8 |
18.4% |
12.3 |
1.1% |
64% |
False |
False |
20,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,188.0 |
2.618 |
1,151.5 |
1.618 |
1,129.0 |
1.000 |
1,115.0 |
0.618 |
1,106.5 |
HIGH |
1,092.5 |
0.618 |
1,084.0 |
0.500 |
1,081.3 |
0.382 |
1,078.5 |
LOW |
1,070.0 |
0.618 |
1,056.0 |
1.000 |
1,047.5 |
1.618 |
1,033.5 |
2.618 |
1,011.0 |
4.250 |
974.5 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,081.3 |
1,084.8 |
PP |
1,078.0 |
1,080.3 |
S1 |
1,074.8 |
1,076.0 |
|