Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
16,650 |
17,180 |
530 |
3.2% |
17,040 |
High |
17,165 |
17,270 |
105 |
0.6% |
17,165 |
Low |
16,505 |
17,105 |
600 |
3.6% |
16,415 |
Close |
17,135 |
17,210 |
75 |
0.4% |
17,135 |
Range |
660 |
165 |
-495 |
-75.0% |
750 |
ATR |
436 |
416 |
-19 |
-4.4% |
0 |
Volume |
13,673 |
7,394 |
-6,279 |
-45.9% |
87,531 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,690 |
17,615 |
17,301 |
|
R3 |
17,525 |
17,450 |
17,256 |
|
R2 |
17,360 |
17,360 |
17,240 |
|
R1 |
17,285 |
17,285 |
17,225 |
17,323 |
PP |
17,195 |
17,195 |
17,195 |
17,214 |
S1 |
17,120 |
17,120 |
17,195 |
17,158 |
S2 |
17,030 |
17,030 |
17,180 |
|
S3 |
16,865 |
16,955 |
17,165 |
|
S4 |
16,700 |
16,790 |
17,119 |
|
|
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 |
17,270 |
16,415 |
855 |
5.0% |
445 |
2.6% |
93% |
True |
False |
13,613 |
10 |
17,270 |
15,850 |
1,420 |
8.3% |
417 |
2.4% |
96% |
True |
False |
9,780 |
20 |
17,270 |
15,520 |
1,750 |
10.2% |
390 |
2.3% |
97% |
True |
False |
4,951 |
40 |
17,870 |
14,820 |
3,050 |
17.7% |
395 |
2.3% |
78% |
False |
False |
2,503 |
60 |
19,595 |
14,820 |
4,775 |
27.7% |
305 |
1.8% |
50% |
False |
False |
1,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,971 |
2.618 |
17,702 |
1.618 |
17,537 |
1.000 |
17,435 |
0.618 |
17,372 |
HIGH |
17,270 |
0.618 |
17,207 |
0.500 |
17,188 |
0.382 |
17,168 |
LOW |
17,105 |
0.618 |
17,003 |
1.000 |
16,940 |
1.618 |
16,838 |
2.618 |
16,673 |
4.250 |
16,404 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,203 |
17,088 |
PP |
17,195 |
16,965 |
S1 |
17,188 |
16,843 |
|