Trading Metrics calculated at close of trading on 17-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,153 |
17,234 |
81 |
0.5% |
16,865 |
High |
17,287 |
17,428 |
141 |
0.8% |
17,130 |
Low |
17,094 |
17,147 |
53 |
0.3% |
16,722 |
Close |
17,236 |
17,385 |
149 |
0.9% |
17,091 |
Range |
193 |
281 |
88 |
45.6% |
408 |
ATR |
229 |
233 |
4 |
1.6% |
0 |
Volume |
147,997 |
163,702 |
15,705 |
10.6% |
174,235 |
|
Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,163 |
18,055 |
17,540 |
|
R3 |
17,882 |
17,774 |
17,462 |
|
R2 |
17,601 |
17,601 |
17,437 |
|
R1 |
17,493 |
17,493 |
17,411 |
17,547 |
PP |
17,320 |
17,320 |
17,320 |
17,347 |
S1 |
17,212 |
17,212 |
17,359 |
17,266 |
S2 |
17,039 |
17,039 |
17,334 |
|
S3 |
16,758 |
16,931 |
17,308 |
|
S4 |
16,477 |
16,650 |
17,231 |
|
|
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 |
17,428 |
16,890 |
538 |
3.1% |
196 |
1.1% |
92% |
True |
False |
125,270 |
10 |
17,428 |
16,722 |
706 |
4.1% |
197 |
1.1% |
94% |
True |
False |
68,124 |
20 |
17,428 |
16,050 |
1,378 |
7.9% |
216 |
1.2% |
97% |
True |
False |
34,310 |
40 |
17,428 |
15,370 |
2,058 |
11.8% |
257 |
1.5% |
98% |
True |
False |
17,221 |
60 |
17,572 |
15,299 |
2,273 |
13.1% |
264 |
1.5% |
92% |
False |
False |
11,514 |
80 |
17,704 |
15,299 |
2,405 |
13.8% |
218 |
1.3% |
87% |
False |
False |
8,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,622 |
2.618 |
18,164 |
1.618 |
17,883 |
1.000 |
17,709 |
0.618 |
17,602 |
HIGH |
17,428 |
0.618 |
17,321 |
0.500 |
17,288 |
0.382 |
17,254 |
LOW |
17,147 |
0.618 |
16,973 |
1.000 |
16,866 |
1.618 |
16,692 |
2.618 |
16,411 |
4.250 |
15,953 |
|
|
Fisher Pivots for day following 17-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,353 |
17,332 |
PP |
17,320 |
17,279 |
S1 |
17,288 |
17,226 |
|