Trading Metrics calculated at close of trading on 15-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,180 |
17,200 |
20 |
0.1% |
17,040 |
High |
17,270 |
17,255 |
-15 |
-0.1% |
17,165 |
Low |
17,105 |
16,830 |
-275 |
-1.6% |
16,415 |
Close |
17,210 |
16,915 |
-295 |
-1.7% |
17,135 |
Range |
165 |
425 |
260 |
157.6% |
750 |
ATR |
416 |
417 |
1 |
0.1% |
0 |
Volume |
7,394 |
11,386 |
3,992 |
54.0% |
87,531 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,275 |
18,020 |
17,149 |
|
R3 |
17,850 |
17,595 |
17,032 |
|
R2 |
17,425 |
17,425 |
16,993 |
|
R1 |
17,170 |
17,170 |
16,954 |
17,085 |
PP |
17,000 |
17,000 |
17,000 |
16,958 |
S1 |
16,745 |
16,745 |
16,876 |
16,660 |
S2 |
16,575 |
16,575 |
16,837 |
|
S3 |
16,150 |
16,320 |
16,798 |
|
S4 |
15,725 |
15,895 |
16,681 |
|
|
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 |
5.1% |
461 |
2.7% |
58% |
False |
False |
13,695 |
10 |
17,270 |
16,415 |
855 |
5.1% |
387 |
2.3% |
58% |
False |
False |
10,862 |
20 |
17,270 |
15,535 |
1,735 |
10.3% |
380 |
2.2% |
80% |
False |
False |
5,515 |
40 |
17,870 |
14,820 |
3,050 |
18.0% |
387 |
2.3% |
69% |
False |
False |
2,787 |
60 |
19,595 |
14,820 |
4,775 |
28.2% |
312 |
1.8% |
44% |
False |
False |
1,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,061 |
2.618 |
18,368 |
1.618 |
17,943 |
1.000 |
17,680 |
0.618 |
17,518 |
HIGH |
17,255 |
0.618 |
17,093 |
0.500 |
17,043 |
0.382 |
16,992 |
LOW |
16,830 |
0.618 |
16,567 |
1.000 |
16,405 |
1.618 |
16,142 |
2.618 |
15,717 |
4.250 |
15,024 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,043 |
16,906 |
PP |
17,000 |
16,897 |
S1 |
16,958 |
16,888 |
|