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 |
202.16 |
201.36 |
-0.80 |
-0.4% |
199.34 |
High |
203.04 |
202.53 |
-0.51 |
-0.3% |
202.81 |
Low |
201.77 |
201.05 |
-0.72 |
-0.4% |
197.38 |
Close |
202.50 |
202.17 |
-0.33 |
-0.2% |
202.76 |
Range |
1.27 |
1.48 |
0.21 |
16.5% |
5.43 |
ATR |
2.81 |
2.72 |
-0.10 |
-3.4% |
0.00 |
Volume |
73,611,904 |
93,169,000 |
19,557,096 |
26.6% |
613,798,200 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
206.36 |
205.74 |
202.98 |
|
R3 |
204.88 |
204.26 |
202.58 |
|
R2 |
203.40 |
203.40 |
202.44 |
|
R1 |
202.78 |
202.78 |
202.31 |
203.09 |
PP |
201.92 |
201.92 |
201.92 |
202.07 |
S1 |
201.30 |
201.30 |
202.03 |
201.61 |
S2 |
200.44 |
200.44 |
201.90 |
|
S3 |
198.96 |
199.82 |
201.76 |
|
S4 |
197.48 |
198.34 |
201.36 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
217.27 |
215.45 |
205.75 |
|
R3 |
211.84 |
210.02 |
204.25 |
|
R2 |
206.41 |
206.41 |
203.76 |
|
R1 |
204.59 |
204.59 |
203.26 |
205.50 |
PP |
200.98 |
200.98 |
200.98 |
201.44 |
S1 |
199.16 |
199.16 |
202.26 |
200.07 |
S2 |
195.55 |
195.55 |
201.76 |
|
S3 |
190.12 |
193.73 |
201.27 |
|
S4 |
184.69 |
188.30 |
199.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
203.04 |
197.38 |
5.66 |
2.8% |
2.22 |
1.1% |
85% |
False |
False |
111,277,060 |
10 |
203.04 |
197.25 |
5.79 |
2.9% |
2.04 |
1.0% |
85% |
False |
False |
110,745,969 |
20 |
203.04 |
189.32 |
13.72 |
6.8% |
2.24 |
1.1% |
94% |
False |
False |
116,739,609 |
40 |
203.04 |
181.02 |
22.02 |
10.9% |
2.83 |
1.4% |
96% |
False |
False |
145,682,175 |
60 |
208.48 |
181.02 |
27.46 |
13.6% |
2.83 |
1.4% |
77% |
False |
False |
150,230,093 |
80 |
211.00 |
181.02 |
29.98 |
14.8% |
2.74 |
1.4% |
71% |
False |
False |
143,465,808 |
100 |
211.66 |
181.02 |
30.64 |
15.2% |
2.59 |
1.3% |
69% |
False |
False |
136,581,155 |
120 |
211.66 |
181.02 |
30.64 |
15.2% |
2.56 |
1.3% |
69% |
False |
False |
134,813,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
208.82 |
2.618 |
206.40 |
1.618 |
204.92 |
1.000 |
204.01 |
0.618 |
203.44 |
HIGH |
202.53 |
0.618 |
201.96 |
0.500 |
201.79 |
0.382 |
201.62 |
LOW |
201.05 |
0.618 |
200.14 |
1.000 |
199.57 |
1.618 |
198.66 |
2.618 |
197.18 |
4.250 |
194.76 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
202.04 |
201.87 |
PP |
201.92 |
201.58 |
S1 |
201.79 |
201.28 |
|