Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
16,909 |
17,092 |
183 |
1.1% |
16,865 |
High |
17,130 |
17,183 |
53 |
0.3% |
17,130 |
Low |
16,890 |
17,056 |
166 |
1.0% |
16,722 |
Close |
17,091 |
17,128 |
37 |
0.2% |
17,091 |
Range |
240 |
127 |
-113 |
-47.1% |
408 |
ATR |
248 |
239 |
-9 |
-3.5% |
0 |
Volume |
120,835 |
89,902 |
-30,933 |
-25.6% |
174,235 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,503 |
17,443 |
17,198 |
|
R3 |
17,376 |
17,316 |
17,163 |
|
R2 |
17,249 |
17,249 |
17,151 |
|
R1 |
17,189 |
17,189 |
17,140 |
17,219 |
PP |
17,122 |
17,122 |
17,122 |
17,138 |
S1 |
17,062 |
17,062 |
17,116 |
17,092 |
S2 |
16,995 |
16,995 |
17,105 |
|
S3 |
16,868 |
16,935 |
17,093 |
|
S4 |
16,741 |
16,808 |
17,058 |
|
|
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 |
17,183 |
16,722 |
461 |
2.7% |
205 |
1.2% |
88% |
True |
False |
52,065 |
10 |
17,183 |
16,339 |
844 |
4.9% |
206 |
1.2% |
93% |
True |
False |
26,729 |
20 |
17,183 |
15,900 |
1,283 |
7.5% |
223 |
1.3% |
96% |
True |
False |
13,559 |
40 |
17,183 |
15,299 |
1,884 |
11.0% |
274 |
1.6% |
97% |
True |
False |
6,842 |
60 |
17,573 |
15,299 |
2,274 |
13.3% |
268 |
1.6% |
80% |
False |
False |
4,588 |
80 |
17,704 |
15,299 |
2,405 |
14.0% |
215 |
1.3% |
76% |
False |
False |
3,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,723 |
2.618 |
17,516 |
1.618 |
17,389 |
1.000 |
17,310 |
0.618 |
17,262 |
HIGH |
17,183 |
0.618 |
17,135 |
0.500 |
17,120 |
0.382 |
17,105 |
LOW |
17,056 |
0.618 |
16,978 |
1.000 |
16,929 |
1.618 |
16,851 |
2.618 |
16,724 |
4.250 |
16,516 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,125 |
17,070 |
PP |
17,122 |
17,011 |
S1 |
17,120 |
16,953 |
|