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 |
1,254.2 |
1,238.0 |
-16.2 |
-1.3% |
1,262.0 |
High |
1,261.6 |
1,239.4 |
-22.2 |
-1.8% |
1,286.0 |
Low |
1,232.3 |
1,229.8 |
-2.5 |
-0.2% |
1,240.0 |
Close |
1,247.5 |
1,233.3 |
-14.2 |
-1.1% |
1,261.7 |
Range |
29.3 |
9.6 |
-19.7 |
-67.2% |
46.0 |
ATR |
23.5 |
23.1 |
-0.4 |
-1.8% |
0.0 |
Volume |
6,940 |
2,423 |
-4,517 |
-65.1% |
19,400 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.0 |
1,257.7 |
1,238.6 |
|
R3 |
1,253.4 |
1,248.1 |
1,235.9 |
|
R2 |
1,243.8 |
1,243.8 |
1,235.1 |
|
R1 |
1,238.5 |
1,238.5 |
1,234.2 |
1,236.4 |
PP |
1,234.2 |
1,234.2 |
1,234.2 |
1,233.1 |
S1 |
1,228.9 |
1,228.9 |
1,232.4 |
1,226.8 |
S2 |
1,224.6 |
1,224.6 |
1,231.5 |
|
S3 |
1,215.0 |
1,219.3 |
1,230.7 |
|
S4 |
1,205.4 |
1,209.7 |
1,228.0 |
|
|
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 |
1,229.8 |
56.2 |
4.6% |
25.6 |
2.1% |
6% |
False |
True |
4,203 |
10 |
1,286.0 |
1,227.6 |
58.4 |
4.7% |
22.7 |
1.8% |
10% |
False |
False |
3,879 |
20 |
1,286.0 |
1,198.1 |
87.9 |
7.1% |
22.6 |
1.8% |
40% |
False |
False |
3,152 |
40 |
1,286.0 |
1,084.9 |
201.1 |
16.3% |
20.0 |
1.6% |
74% |
False |
False |
2,479 |
60 |
1,286.0 |
1,049.4 |
236.6 |
19.2% |
17.3 |
1.4% |
78% |
False |
False |
1,882 |
80 |
1,286.0 |
1,049.4 |
236.6 |
19.2% |
15.3 |
1.2% |
78% |
False |
False |
1,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.2 |
2.618 |
1,264.5 |
1.618 |
1,254.9 |
1.000 |
1,249.0 |
0.618 |
1,245.3 |
HIGH |
1,239.4 |
0.618 |
1,235.7 |
0.500 |
1,234.6 |
0.382 |
1,233.5 |
LOW |
1,229.8 |
0.618 |
1,223.9 |
1.000 |
1,220.2 |
1.618 |
1,214.3 |
2.618 |
1,204.7 |
4.250 |
1,189.0 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,234.6 |
1,257.9 |
PP |
1,234.2 |
1,249.7 |
S1 |
1,233.7 |
1,241.5 |
|