Trading Metrics calculated at close of trading on 15-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,092 |
17,128 |
36 |
0.2% |
16,865 |
High |
17,183 |
17,160 |
-23 |
-0.1% |
17,130 |
Low |
17,056 |
17,023 |
-33 |
-0.2% |
16,722 |
Close |
17,128 |
17,148 |
20 |
0.1% |
17,091 |
Range |
127 |
137 |
10 |
7.9% |
408 |
ATR |
239 |
232 |
-7 |
-3.1% |
0 |
Volume |
89,902 |
103,915 |
14,013 |
15.6% |
174,235 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,521 |
17,472 |
17,223 |
|
R3 |
17,384 |
17,335 |
17,186 |
|
R2 |
17,247 |
17,247 |
17,173 |
|
R1 |
17,198 |
17,198 |
17,161 |
17,223 |
PP |
17,110 |
17,110 |
17,110 |
17,123 |
S1 |
17,061 |
17,061 |
17,136 |
17,086 |
S2 |
16,973 |
16,973 |
17,123 |
|
S3 |
16,836 |
16,924 |
17,110 |
|
S4 |
16,699 |
16,787 |
17,073 |
|
|
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% |
202 |
1.2% |
92% |
False |
False |
72,065 |
10 |
17,183 |
16,650 |
533 |
3.1% |
178 |
1.0% |
93% |
False |
False |
37,058 |
20 |
17,183 |
15,983 |
1,200 |
7.0% |
219 |
1.3% |
97% |
False |
False |
18,743 |
40 |
17,183 |
15,299 |
1,884 |
11.0% |
267 |
1.6% |
98% |
False |
False |
9,437 |
60 |
17,572 |
15,299 |
2,273 |
13.3% |
267 |
1.6% |
81% |
False |
False |
6,319 |
80 |
17,704 |
15,299 |
2,405 |
14.0% |
216 |
1.3% |
77% |
False |
False |
4,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,742 |
2.618 |
17,519 |
1.618 |
17,382 |
1.000 |
17,297 |
0.618 |
17,245 |
HIGH |
17,160 |
0.618 |
17,108 |
0.500 |
17,092 |
0.382 |
17,075 |
LOW |
17,023 |
0.618 |
16,938 |
1.000 |
16,886 |
1.618 |
16,801 |
2.618 |
16,664 |
4.250 |
16,441 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,129 |
17,111 |
PP |
17,110 |
17,074 |
S1 |
17,092 |
17,037 |
|