Trading Metrics calculated at close of trading on 23-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,532 |
17,496 |
-36 |
-0.2% |
17,092 |
High |
17,554 |
17,519 |
-35 |
-0.2% |
17,522 |
Low |
17,431 |
17,387 |
-44 |
-0.3% |
17,023 |
Close |
17,504 |
17,426 |
-78 |
-0.4% |
17,492 |
Range |
123 |
132 |
9 |
7.3% |
499 |
ATR |
213 |
207 |
-6 |
-2.7% |
0 |
Volume |
128,386 |
144,382 |
15,996 |
12.5% |
633,772 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,840 |
17,765 |
17,499 |
|
R3 |
17,708 |
17,633 |
17,462 |
|
R2 |
17,576 |
17,576 |
17,450 |
|
R1 |
17,501 |
17,501 |
17,438 |
17,473 |
PP |
17,444 |
17,444 |
17,444 |
17,430 |
S1 |
17,369 |
17,369 |
17,414 |
17,341 |
S2 |
17,312 |
17,312 |
17,402 |
|
S3 |
17,180 |
17,237 |
17,390 |
|
S4 |
17,048 |
17,105 |
17,354 |
|
|
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 |
17,147 |
407 |
2.3% |
162 |
0.9% |
69% |
False |
False |
133,377 |
10 |
17,554 |
16,722 |
832 |
4.8% |
186 |
1.1% |
85% |
False |
False |
116,247 |
20 |
17,554 |
16,322 |
1,232 |
7.1% |
195 |
1.1% |
90% |
False |
False |
59,422 |
40 |
17,554 |
15,370 |
2,184 |
12.5% |
237 |
1.4% |
94% |
False |
False |
29,792 |
60 |
17,572 |
15,299 |
2,273 |
13.0% |
265 |
1.5% |
94% |
False |
False |
19,899 |
80 |
17,704 |
15,299 |
2,405 |
13.8% |
224 |
1.3% |
88% |
False |
False |
14,927 |
100 |
17,735 |
15,299 |
2,436 |
14.0% |
190 |
1.1% |
87% |
False |
False |
11,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,080 |
2.618 |
17,865 |
1.618 |
17,733 |
1.000 |
17,651 |
0.618 |
17,601 |
HIGH |
17,519 |
0.618 |
17,469 |
0.500 |
17,453 |
0.382 |
17,438 |
LOW |
17,387 |
0.618 |
17,306 |
1.000 |
17,255 |
1.618 |
17,174 |
2.618 |
17,042 |
4.250 |
16,826 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,453 |
17,471 |
PP |
17,444 |
17,456 |
S1 |
17,435 |
17,441 |
|