Trading Metrics calculated at close of trading on 21-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,390 |
17,490 |
100 |
0.6% |
17,092 |
High |
17,522 |
17,552 |
30 |
0.2% |
17,522 |
Low |
17,361 |
17,441 |
80 |
0.5% |
17,023 |
Close |
17,492 |
17,528 |
36 |
0.2% |
17,492 |
Range |
161 |
111 |
-50 |
-31.1% |
499 |
ATR |
228 |
220 |
-8 |
-3.7% |
0 |
Volume |
128,256 |
102,160 |
-26,096 |
-20.3% |
633,772 |
|
Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,840 |
17,795 |
17,589 |
|
R3 |
17,729 |
17,684 |
17,559 |
|
R2 |
17,618 |
17,618 |
17,548 |
|
R1 |
17,573 |
17,573 |
17,538 |
17,596 |
PP |
17,507 |
17,507 |
17,507 |
17,518 |
S1 |
17,462 |
17,462 |
17,518 |
17,485 |
S2 |
17,396 |
17,396 |
17,508 |
|
S3 |
17,285 |
17,351 |
17,498 |
|
S4 |
17,174 |
17,240 |
17,467 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,843 |
18,666 |
17,767 |
|
R3 |
18,344 |
18,167 |
17,629 |
|
R2 |
17,845 |
17,845 |
17,584 |
|
R1 |
17,668 |
17,668 |
17,538 |
17,757 |
PP |
17,346 |
17,346 |
17,346 |
17,390 |
S1 |
17,169 |
17,169 |
17,446 |
17,258 |
S2 |
16,847 |
16,847 |
17,401 |
|
S3 |
16,348 |
16,670 |
17,355 |
|
S4 |
15,849 |
16,171 |
17,218 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,552 |
17,023 |
529 |
3.0% |
177 |
1.0% |
95% |
True |
False |
129,206 |
10 |
17,552 |
16,722 |
830 |
4.7% |
191 |
1.1% |
97% |
True |
False |
90,635 |
20 |
17,552 |
16,050 |
1,502 |
8.6% |
209 |
1.2% |
98% |
True |
False |
45,816 |
40 |
17,552 |
15,370 |
2,182 |
12.4% |
247 |
1.4% |
99% |
True |
False |
22,975 |
60 |
17,572 |
15,299 |
2,273 |
13.0% |
264 |
1.5% |
98% |
False |
False |
15,353 |
80 |
17,704 |
15,299 |
2,405 |
13.7% |
222 |
1.3% |
93% |
False |
False |
11,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,024 |
2.618 |
17,843 |
1.618 |
17,732 |
1.000 |
17,663 |
0.618 |
17,621 |
HIGH |
17,552 |
0.618 |
17,510 |
0.500 |
17,497 |
0.382 |
17,484 |
LOW |
17,441 |
0.618 |
17,373 |
1.000 |
17,330 |
1.618 |
17,262 |
2.618 |
17,151 |
4.250 |
16,969 |
|
|
Fisher Pivots for day following 21-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,518 |
17,469 |
PP |
17,507 |
17,409 |
S1 |
17,497 |
17,350 |
|