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 |
1,254.6 |
1,274.2 |
19.6 |
1.6% |
1,262.0 |
High |
1,276.0 |
1,286.0 |
10.0 |
0.8% |
1,286.0 |
Low |
1,240.0 |
1,252.2 |
12.2 |
1.0% |
1,240.0 |
Close |
1,275.0 |
1,261.7 |
-13.3 |
-1.0% |
1,261.7 |
Range |
36.0 |
33.8 |
-2.2 |
-6.1% |
46.0 |
ATR |
22.2 |
23.0 |
0.8 |
3.7% |
0.0 |
Volume |
3,825 |
3,229 |
-596 |
-15.6% |
19,400 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.0 |
1,348.7 |
1,280.3 |
|
R3 |
1,334.2 |
1,314.9 |
1,271.0 |
|
R2 |
1,300.4 |
1,300.4 |
1,267.9 |
|
R1 |
1,281.1 |
1,281.1 |
1,264.8 |
1,273.9 |
PP |
1,266.6 |
1,266.6 |
1,266.6 |
1,263.0 |
S1 |
1,247.3 |
1,247.3 |
1,258.6 |
1,240.1 |
S2 |
1,232.8 |
1,232.8 |
1,255.5 |
|
S3 |
1,199.0 |
1,213.5 |
1,252.4 |
|
S4 |
1,165.2 |
1,179.7 |
1,243.1 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.6 |
1,377.1 |
1,287.0 |
|
R3 |
1,354.6 |
1,331.1 |
1,274.4 |
|
R2 |
1,308.6 |
1,308.6 |
1,270.1 |
|
R1 |
1,285.1 |
1,285.1 |
1,265.9 |
1,273.9 |
PP |
1,262.6 |
1,262.6 |
1,262.6 |
1,256.9 |
S1 |
1,239.1 |
1,239.1 |
1,257.5 |
1,227.9 |
S2 |
1,216.6 |
1,216.6 |
1,253.3 |
|
S3 |
1,170.6 |
1,193.1 |
1,249.1 |
|
S4 |
1,124.6 |
1,147.1 |
1,236.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,286.0 |
1,240.0 |
46.0 |
3.6% |
23.8 |
1.9% |
47% |
True |
False |
3,880 |
10 |
1,286.0 |
1,219.8 |
66.2 |
5.2% |
23.0 |
1.8% |
63% |
True |
False |
3,501 |
20 |
1,286.0 |
1,193.2 |
92.8 |
7.4% |
23.3 |
1.8% |
74% |
True |
False |
2,837 |
40 |
1,286.0 |
1,074.0 |
212.0 |
16.8% |
19.9 |
1.6% |
89% |
True |
False |
2,320 |
60 |
1,286.0 |
1,049.4 |
236.6 |
18.8% |
16.9 |
1.3% |
90% |
True |
False |
1,746 |
80 |
1,286.0 |
1,049.4 |
236.6 |
18.8% |
15.0 |
1.2% |
90% |
True |
False |
1,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,429.7 |
2.618 |
1,374.5 |
1.618 |
1,340.7 |
1.000 |
1,319.8 |
0.618 |
1,306.9 |
HIGH |
1,286.0 |
0.618 |
1,273.1 |
0.500 |
1,269.1 |
0.382 |
1,265.1 |
LOW |
1,252.2 |
0.618 |
1,231.3 |
1.000 |
1,218.4 |
1.618 |
1,197.5 |
2.618 |
1,163.7 |
4.250 |
1,108.6 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,269.1 |
1,263.0 |
PP |
1,266.6 |
1,262.6 |
S1 |
1,264.2 |
1,262.1 |
|