Trading Metrics calculated at close of trading on 11-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
16,755 |
16,650 |
-105 |
-0.6% |
17,040 |
High |
17,130 |
17,165 |
35 |
0.2% |
17,165 |
Low |
16,415 |
16,505 |
90 |
0.5% |
16,415 |
Close |
16,630 |
17,135 |
505 |
3.0% |
17,135 |
Range |
715 |
660 |
-55 |
-7.7% |
750 |
ATR |
419 |
436 |
17 |
4.1% |
0 |
Volume |
23,364 |
13,673 |
-9,691 |
-41.5% |
87,531 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,915 |
18,685 |
17,498 |
|
R3 |
18,255 |
18,025 |
17,317 |
|
R2 |
17,595 |
17,595 |
17,256 |
|
R1 |
17,365 |
17,365 |
17,196 |
17,480 |
PP |
16,935 |
16,935 |
16,935 |
16,993 |
S1 |
16,705 |
16,705 |
17,075 |
16,820 |
S2 |
16,275 |
16,275 |
17,014 |
|
S3 |
15,615 |
16,045 |
16,954 |
|
S4 |
14,955 |
15,385 |
16,772 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,155 |
18,895 |
17,548 |
|
R3 |
18,405 |
18,145 |
17,341 |
|
R2 |
17,655 |
17,655 |
17,273 |
|
R1 |
17,395 |
17,395 |
17,204 |
17,525 |
PP |
16,905 |
16,905 |
16,905 |
16,970 |
S1 |
16,645 |
16,645 |
17,066 |
16,775 |
S2 |
16,155 |
16,155 |
16,998 |
|
S3 |
15,405 |
15,895 |
16,929 |
|
S4 |
14,655 |
15,145 |
16,723 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,165 |
16,415 |
750 |
4.4% |
475 |
2.8% |
96% |
True |
False |
17,506 |
10 |
17,165 |
15,850 |
1,315 |
7.7% |
450 |
2.6% |
98% |
True |
False |
9,053 |
20 |
17,165 |
14,820 |
2,345 |
13.7% |
416 |
2.4% |
99% |
True |
False |
4,600 |
40 |
17,870 |
14,820 |
3,050 |
17.8% |
404 |
2.4% |
76% |
False |
False |
2,318 |
60 |
19,595 |
14,820 |
4,775 |
27.9% |
304 |
1.8% |
48% |
False |
False |
1,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,970 |
2.618 |
18,893 |
1.618 |
18,233 |
1.000 |
17,825 |
0.618 |
17,573 |
HIGH |
17,165 |
0.618 |
16,913 |
0.500 |
16,835 |
0.382 |
16,757 |
LOW |
16,505 |
0.618 |
16,097 |
1.000 |
15,845 |
1.618 |
15,437 |
2.618 |
14,777 |
4.250 |
13,700 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,035 |
17,020 |
PP |
16,935 |
16,905 |
S1 |
16,835 |
16,790 |
|