Trading Metrics calculated at close of trading on 24-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,496 |
17,423 |
-73 |
-0.4% |
17,092 |
High |
17,519 |
17,463 |
-56 |
-0.3% |
17,522 |
Low |
17,387 |
17,299 |
-88 |
-0.5% |
17,023 |
Close |
17,426 |
17,439 |
13 |
0.1% |
17,492 |
Range |
132 |
164 |
32 |
24.2% |
499 |
ATR |
207 |
204 |
-3 |
-1.5% |
0 |
Volume |
144,382 |
134,496 |
-9,886 |
-6.8% |
633,772 |
|
Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,892 |
17,830 |
17,529 |
|
R3 |
17,728 |
17,666 |
17,484 |
|
R2 |
17,564 |
17,564 |
17,469 |
|
R1 |
17,502 |
17,502 |
17,454 |
17,533 |
PP |
17,400 |
17,400 |
17,400 |
17,416 |
S1 |
17,338 |
17,338 |
17,424 |
17,369 |
S2 |
17,236 |
17,236 |
17,409 |
|
S3 |
17,072 |
17,174 |
17,394 |
|
S4 |
16,908 |
17,010 |
17,349 |
|
|
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 |
17,299 |
255 |
1.5% |
138 |
0.8% |
55% |
False |
True |
127,536 |
10 |
17,554 |
16,890 |
664 |
3.8% |
167 |
1.0% |
83% |
False |
False |
126,403 |
20 |
17,554 |
16,339 |
1,215 |
7.0% |
190 |
1.1% |
91% |
False |
False |
66,113 |
40 |
17,554 |
15,370 |
2,184 |
12.5% |
234 |
1.3% |
95% |
False |
False |
33,152 |
60 |
17,572 |
15,299 |
2,273 |
13.0% |
266 |
1.5% |
94% |
False |
False |
22,140 |
80 |
17,704 |
15,299 |
2,405 |
13.8% |
226 |
1.3% |
89% |
False |
False |
16,609 |
100 |
17,735 |
15,299 |
2,436 |
14.0% |
191 |
1.1% |
88% |
False |
False |
13,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,160 |
2.618 |
17,892 |
1.618 |
17,728 |
1.000 |
17,627 |
0.618 |
17,564 |
HIGH |
17,463 |
0.618 |
17,400 |
0.500 |
17,381 |
0.382 |
17,362 |
LOW |
17,299 |
0.618 |
17,198 |
1.000 |
17,135 |
1.618 |
17,034 |
2.618 |
16,870 |
4.250 |
16,602 |
|
|
Fisher Pivots for day following 24-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,420 |
17,435 |
PP |
17,400 |
17,431 |
S1 |
17,381 |
17,427 |
|