Trading Metrics calculated at close of trading on 23-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,246.7 |
1,251.5 |
4.8 |
0.4% |
1,254.2 |
High |
1,262.8 |
1,252.2 |
-10.6 |
-0.8% |
1,274.0 |
Low |
1,246.0 |
1,218.9 |
-27.1 |
-2.2% |
1,229.6 |
Close |
1,251.7 |
1,226.9 |
-24.8 |
-2.0% |
1,256.6 |
Range |
16.8 |
33.3 |
16.5 |
98.2% |
44.4 |
ATR |
23.6 |
24.2 |
0.7 |
3.0% |
0.0 |
Volume |
7,559 |
6,672 |
-887 |
-11.7% |
18,088 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.6 |
1,313.0 |
1,245.2 |
|
R3 |
1,299.3 |
1,279.7 |
1,236.1 |
|
R2 |
1,266.0 |
1,266.0 |
1,233.0 |
|
R1 |
1,246.4 |
1,246.4 |
1,230.0 |
1,239.6 |
PP |
1,232.7 |
1,232.7 |
1,232.7 |
1,229.2 |
S1 |
1,213.1 |
1,213.1 |
1,223.8 |
1,206.3 |
S2 |
1,199.4 |
1,199.4 |
1,220.8 |
|
S3 |
1,166.1 |
1,179.8 |
1,217.7 |
|
S4 |
1,132.8 |
1,146.5 |
1,208.6 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.6 |
1,366.0 |
1,281.0 |
|
R3 |
1,342.2 |
1,321.6 |
1,268.8 |
|
R2 |
1,297.8 |
1,297.8 |
1,264.7 |
|
R1 |
1,277.2 |
1,277.2 |
1,260.7 |
1,287.5 |
PP |
1,253.4 |
1,253.4 |
1,253.4 |
1,258.6 |
S1 |
1,232.8 |
1,232.8 |
1,252.5 |
1,243.1 |
S2 |
1,209.0 |
1,209.0 |
1,248.5 |
|
S3 |
1,164.6 |
1,188.4 |
1,244.4 |
|
S4 |
1,120.2 |
1,144.0 |
1,232.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,274.0 |
1,218.9 |
55.1 |
4.5% |
19.7 |
1.6% |
15% |
False |
True |
5,110 |
10 |
1,286.0 |
1,218.9 |
67.1 |
5.5% |
24.4 |
2.0% |
12% |
False |
True |
4,397 |
20 |
1,286.0 |
1,213.4 |
72.6 |
5.9% |
22.5 |
1.8% |
19% |
False |
False |
3,732 |
40 |
1,286.0 |
1,111.3 |
174.7 |
14.2% |
21.8 |
1.8% |
66% |
False |
False |
2,966 |
60 |
1,286.0 |
1,059.5 |
226.5 |
18.5% |
18.4 |
1.5% |
74% |
False |
False |
2,293 |
80 |
1,286.0 |
1,049.4 |
236.6 |
19.3% |
16.7 |
1.4% |
75% |
False |
False |
1,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,393.7 |
2.618 |
1,339.4 |
1.618 |
1,306.1 |
1.000 |
1,285.5 |
0.618 |
1,272.8 |
HIGH |
1,252.2 |
0.618 |
1,239.5 |
0.500 |
1,235.6 |
0.382 |
1,231.6 |
LOW |
1,218.9 |
0.618 |
1,198.3 |
1.000 |
1,185.6 |
1.618 |
1,165.0 |
2.618 |
1,131.7 |
4.250 |
1,077.4 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,235.6 |
1,240.9 |
PP |
1,232.7 |
1,236.2 |
S1 |
1,229.8 |
1,231.6 |
|