Trading Metrics calculated at close of trading on 17-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
16,975 |
16,890 |
-85 |
-0.5% |
17,040 |
High |
17,060 |
17,195 |
135 |
0.8% |
17,165 |
Low |
16,835 |
16,515 |
-320 |
-1.9% |
16,415 |
Close |
16,915 |
16,770 |
-145 |
-0.9% |
17,135 |
Range |
225 |
680 |
455 |
202.2% |
750 |
ATR |
403 |
423 |
20 |
4.9% |
0 |
Volume |
15,895 |
17,283 |
1,388 |
8.7% |
87,531 |
|
Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,867 |
18,498 |
17,144 |
|
R3 |
18,187 |
17,818 |
16,957 |
|
R2 |
17,507 |
17,507 |
16,895 |
|
R1 |
17,138 |
17,138 |
16,832 |
16,983 |
PP |
16,827 |
16,827 |
16,827 |
16,749 |
S1 |
16,458 |
16,458 |
16,708 |
16,303 |
S2 |
16,147 |
16,147 |
16,645 |
|
S3 |
15,467 |
15,778 |
16,583 |
|
S4 |
14,787 |
15,098 |
16,396 |
|
|
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 |
16,505 |
765 |
4.6% |
431 |
2.6% |
35% |
False |
False |
13,126 |
10 |
17,270 |
16,415 |
855 |
5.1% |
416 |
2.5% |
42% |
False |
False |
14,075 |
20 |
17,270 |
15,535 |
1,735 |
10.3% |
387 |
2.3% |
71% |
False |
False |
7,169 |
40 |
17,870 |
14,820 |
3,050 |
18.2% |
380 |
2.3% |
64% |
False |
False |
3,616 |
60 |
19,105 |
14,820 |
4,285 |
25.6% |
313 |
1.9% |
46% |
False |
False |
2,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,085 |
2.618 |
18,975 |
1.618 |
18,295 |
1.000 |
17,875 |
0.618 |
17,615 |
HIGH |
17,195 |
0.618 |
16,935 |
0.500 |
16,855 |
0.382 |
16,775 |
LOW |
16,515 |
0.618 |
16,095 |
1.000 |
15,835 |
1.618 |
15,415 |
2.618 |
14,735 |
4.250 |
13,625 |
|
|
Fisher Pivots for day following 17-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,855 |
16,885 |
PP |
16,827 |
16,847 |
S1 |
16,798 |
16,808 |
|