Trading Metrics calculated at close of trading on 22-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,490 |
17,532 |
42 |
0.2% |
17,092 |
High |
17,552 |
17,554 |
2 |
0.0% |
17,522 |
Low |
17,441 |
17,431 |
-10 |
-0.1% |
17,023 |
Close |
17,528 |
17,504 |
-24 |
-0.1% |
17,492 |
Range |
111 |
123 |
12 |
10.8% |
499 |
ATR |
220 |
213 |
-7 |
-3.1% |
0 |
Volume |
102,160 |
128,386 |
26,226 |
25.7% |
633,772 |
|
Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,865 |
17,808 |
17,572 |
|
R3 |
17,742 |
17,685 |
17,538 |
|
R2 |
17,619 |
17,619 |
17,527 |
|
R1 |
17,562 |
17,562 |
17,515 |
17,529 |
PP |
17,496 |
17,496 |
17,496 |
17,480 |
S1 |
17,439 |
17,439 |
17,493 |
17,406 |
S2 |
17,373 |
17,373 |
17,482 |
|
S3 |
17,250 |
17,316 |
17,470 |
|
S4 |
17,127 |
17,193 |
17,436 |
|
|
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 |
17,554 |
17,094 |
460 |
2.6% |
174 |
1.0% |
89% |
True |
False |
134,100 |
10 |
17,554 |
16,722 |
832 |
4.8% |
188 |
1.1% |
94% |
True |
False |
103,082 |
20 |
17,554 |
16,050 |
1,504 |
8.6% |
206 |
1.2% |
97% |
True |
False |
52,218 |
40 |
17,554 |
15,370 |
2,184 |
12.5% |
245 |
1.4% |
98% |
True |
False |
26,184 |
60 |
17,572 |
15,299 |
2,273 |
13.0% |
264 |
1.5% |
97% |
False |
False |
17,493 |
80 |
17,704 |
15,299 |
2,405 |
13.7% |
222 |
1.3% |
92% |
False |
False |
13,123 |
100 |
17,735 |
15,299 |
2,436 |
13.9% |
191 |
1.1% |
91% |
False |
False |
10,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,077 |
2.618 |
17,876 |
1.618 |
17,753 |
1.000 |
17,677 |
0.618 |
17,630 |
HIGH |
17,554 |
0.618 |
17,507 |
0.500 |
17,493 |
0.382 |
17,478 |
LOW |
17,431 |
0.618 |
17,355 |
1.000 |
17,308 |
1.618 |
17,232 |
2.618 |
17,109 |
4.250 |
16,908 |
|
|
Fisher Pivots for day following 22-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,500 |
17,489 |
PP |
17,496 |
17,473 |
S1 |
17,493 |
17,458 |
|