Trading Metrics calculated at close of trading on 11-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
16,927 |
16,909 |
-18 |
-0.1% |
16,865 |
High |
17,077 |
17,130 |
53 |
0.3% |
17,130 |
Low |
16,722 |
16,890 |
168 |
1.0% |
16,722 |
Close |
16,900 |
17,091 |
191 |
1.1% |
17,091 |
Range |
355 |
240 |
-115 |
-32.4% |
408 |
ATR |
249 |
248 |
-1 |
-0.3% |
0 |
Volume |
32,937 |
120,835 |
87,898 |
266.9% |
174,235 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,757 |
17,664 |
17,223 |
|
R3 |
17,517 |
17,424 |
17,157 |
|
R2 |
17,277 |
17,277 |
17,135 |
|
R1 |
17,184 |
17,184 |
17,113 |
17,231 |
PP |
17,037 |
17,037 |
17,037 |
17,060 |
S1 |
16,944 |
16,944 |
17,069 |
16,991 |
S2 |
16,797 |
16,797 |
17,047 |
|
S3 |
16,557 |
16,704 |
17,025 |
|
S4 |
16,317 |
16,464 |
16,959 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,205 |
18,056 |
17,316 |
|
R3 |
17,797 |
17,648 |
17,203 |
|
R2 |
17,389 |
17,389 |
17,166 |
|
R1 |
17,240 |
17,240 |
17,129 |
17,315 |
PP |
16,981 |
16,981 |
16,981 |
17,018 |
S1 |
16,832 |
16,832 |
17,054 |
16,907 |
S2 |
16,573 |
16,573 |
17,016 |
|
S3 |
16,165 |
16,424 |
16,979 |
|
S4 |
15,757 |
16,016 |
16,867 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,130 |
16,722 |
408 |
2.4% |
215 |
1.3% |
90% |
True |
False |
34,847 |
10 |
17,130 |
16,339 |
791 |
4.6% |
215 |
1.3% |
95% |
True |
False |
17,798 |
20 |
17,130 |
15,513 |
1,617 |
9.5% |
232 |
1.4% |
98% |
True |
False |
9,070 |
40 |
17,130 |
15,299 |
1,831 |
10.7% |
281 |
1.6% |
98% |
True |
False |
4,607 |
60 |
17,573 |
15,299 |
2,274 |
13.3% |
270 |
1.6% |
79% |
False |
False |
3,091 |
80 |
17,704 |
15,299 |
2,405 |
14.1% |
215 |
1.3% |
75% |
False |
False |
2,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,150 |
2.618 |
17,758 |
1.618 |
17,518 |
1.000 |
17,370 |
0.618 |
17,278 |
HIGH |
17,130 |
0.618 |
17,038 |
0.500 |
17,010 |
0.382 |
16,982 |
LOW |
16,890 |
0.618 |
16,742 |
1.000 |
16,650 |
1.618 |
16,502 |
2.618 |
16,262 |
4.250 |
15,870 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,064 |
17,036 |
PP |
17,037 |
16,981 |
S1 |
17,010 |
16,926 |
|