Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,128 |
17,153 |
25 |
0.1% |
16,865 |
High |
17,160 |
17,287 |
127 |
0.7% |
17,130 |
Low |
17,023 |
17,094 |
71 |
0.4% |
16,722 |
Close |
17,148 |
17,236 |
88 |
0.5% |
17,091 |
Range |
137 |
193 |
56 |
40.9% |
408 |
ATR |
232 |
229 |
-3 |
-1.2% |
0 |
Volume |
103,915 |
147,997 |
44,082 |
42.4% |
174,235 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,785 |
17,703 |
17,342 |
|
R3 |
17,592 |
17,510 |
17,289 |
|
R2 |
17,399 |
17,399 |
17,272 |
|
R1 |
17,317 |
17,317 |
17,254 |
17,358 |
PP |
17,206 |
17,206 |
17,206 |
17,226 |
S1 |
17,124 |
17,124 |
17,218 |
17,165 |
S2 |
17,013 |
17,013 |
17,201 |
|
S3 |
16,820 |
16,931 |
17,183 |
|
S4 |
16,627 |
16,738 |
17,130 |
|
|
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 |
17,287 |
16,722 |
565 |
3.3% |
211 |
1.2% |
91% |
True |
False |
99,117 |
10 |
17,287 |
16,701 |
586 |
3.4% |
182 |
1.1% |
91% |
True |
False |
51,810 |
20 |
17,287 |
16,050 |
1,237 |
7.2% |
210 |
1.2% |
96% |
True |
False |
26,134 |
40 |
17,287 |
15,299 |
1,988 |
11.5% |
263 |
1.5% |
97% |
True |
False |
13,134 |
60 |
17,572 |
15,299 |
2,273 |
13.2% |
265 |
1.5% |
85% |
False |
False |
8,786 |
80 |
17,704 |
15,299 |
2,405 |
14.0% |
215 |
1.2% |
81% |
False |
False |
6,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,107 |
2.618 |
17,792 |
1.618 |
17,599 |
1.000 |
17,480 |
0.618 |
17,406 |
HIGH |
17,287 |
0.618 |
17,213 |
0.500 |
17,191 |
0.382 |
17,168 |
LOW |
17,094 |
0.618 |
16,975 |
1.000 |
16,901 |
1.618 |
16,782 |
2.618 |
16,589 |
4.250 |
16,274 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,221 |
17,209 |
PP |
17,206 |
17,182 |
S1 |
17,191 |
17,155 |
|