Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,200 |
16,975 |
-225 |
-1.3% |
17,040 |
High |
17,255 |
17,060 |
-195 |
-1.1% |
17,165 |
Low |
16,830 |
16,835 |
5 |
0.0% |
16,415 |
Close |
16,915 |
16,915 |
0 |
0.0% |
17,135 |
Range |
425 |
225 |
-200 |
-47.1% |
750 |
ATR |
417 |
403 |
-14 |
-3.3% |
0 |
Volume |
11,386 |
15,895 |
4,509 |
39.6% |
87,531 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,612 |
17,488 |
17,039 |
|
R3 |
17,387 |
17,263 |
16,977 |
|
R2 |
17,162 |
17,162 |
16,956 |
|
R1 |
17,038 |
17,038 |
16,936 |
16,988 |
PP |
16,937 |
16,937 |
16,937 |
16,911 |
S1 |
16,813 |
16,813 |
16,895 |
16,763 |
S2 |
16,712 |
16,712 |
16,874 |
|
S3 |
16,487 |
16,588 |
16,853 |
|
S4 |
16,262 |
16,363 |
16,791 |
|
|
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% |
438 |
2.6% |
58% |
False |
False |
14,342 |
10 |
17,270 |
16,415 |
855 |
5.1% |
376 |
2.2% |
58% |
False |
False |
12,383 |
20 |
17,270 |
15,535 |
1,735 |
10.3% |
367 |
2.2% |
80% |
False |
False |
6,309 |
40 |
17,870 |
14,820 |
3,050 |
18.0% |
381 |
2.2% |
69% |
False |
False |
3,184 |
60 |
19,595 |
14,820 |
4,775 |
28.2% |
315 |
1.9% |
44% |
False |
False |
2,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,016 |
2.618 |
17,649 |
1.618 |
17,424 |
1.000 |
17,285 |
0.618 |
17,199 |
HIGH |
17,060 |
0.618 |
16,974 |
0.500 |
16,948 |
0.382 |
16,921 |
LOW |
16,835 |
0.618 |
16,696 |
1.000 |
16,610 |
1.618 |
16,471 |
2.618 |
16,246 |
4.250 |
15,879 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,948 |
17,050 |
PP |
16,937 |
17,005 |
S1 |
16,926 |
16,960 |
|