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 |
203.76 |
204.11 |
0.35 |
0.2% |
202.16 |
High |
205.23 |
204.33 |
-0.90 |
-0.4% |
205.23 |
Low |
203.57 |
203.01 |
-0.56 |
-0.3% |
201.05 |
Close |
204.56 |
203.21 |
-1.35 |
-0.7% |
204.38 |
Range |
1.66 |
1.32 |
-0.34 |
-20.5% |
4.18 |
ATR |
2.39 |
2.33 |
-0.06 |
-2.5% |
0.00 |
Volume |
97,471,904 |
81,052,400 |
-16,419,504 |
-16.8% |
568,735,000 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
207.48 |
206.66 |
203.94 |
|
R3 |
206.16 |
205.34 |
203.57 |
|
R2 |
204.84 |
204.84 |
203.45 |
|
R1 |
204.02 |
204.02 |
203.33 |
203.77 |
PP |
203.52 |
203.52 |
203.52 |
203.39 |
S1 |
202.70 |
202.70 |
203.09 |
202.45 |
S2 |
202.20 |
202.20 |
202.97 |
|
S3 |
200.88 |
201.38 |
202.85 |
|
S4 |
199.56 |
200.06 |
202.48 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
216.09 |
214.42 |
206.68 |
|
R3 |
211.91 |
210.24 |
205.53 |
|
R2 |
207.73 |
207.73 |
205.15 |
|
R1 |
206.06 |
206.06 |
204.76 |
206.90 |
PP |
203.55 |
203.55 |
203.55 |
203.97 |
S1 |
201.88 |
201.88 |
204.00 |
202.72 |
S2 |
199.37 |
199.37 |
203.61 |
|
S3 |
195.19 |
197.70 |
203.23 |
|
S4 |
191.01 |
193.52 |
202.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
205.23 |
202.77 |
2.46 |
1.2% |
1.51 |
0.7% |
18% |
False |
False |
104,820,379 |
10 |
205.23 |
197.38 |
7.85 |
3.9% |
1.96 |
1.0% |
74% |
False |
False |
111,498,920 |
20 |
205.23 |
192.83 |
12.40 |
6.1% |
2.07 |
1.0% |
84% |
False |
False |
113,457,209 |
40 |
205.23 |
181.09 |
24.14 |
11.9% |
2.53 |
1.2% |
92% |
False |
False |
134,084,987 |
60 |
207.79 |
181.02 |
26.77 |
13.2% |
2.77 |
1.4% |
83% |
False |
False |
147,884,579 |
80 |
211.00 |
181.02 |
29.98 |
14.8% |
2.74 |
1.3% |
74% |
False |
False |
145,142,053 |
100 |
211.66 |
181.02 |
30.64 |
15.1% |
2.57 |
1.3% |
72% |
False |
False |
136,072,833 |
120 |
211.66 |
181.02 |
30.64 |
15.1% |
2.50 |
1.2% |
72% |
False |
False |
132,689,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
209.94 |
2.618 |
207.79 |
1.618 |
206.47 |
1.000 |
205.65 |
0.618 |
205.15 |
HIGH |
204.33 |
0.618 |
203.83 |
0.500 |
203.67 |
0.382 |
203.51 |
LOW |
203.01 |
0.618 |
202.19 |
1.000 |
201.69 |
1.618 |
200.87 |
2.618 |
199.55 |
4.250 |
197.40 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
203.67 |
204.12 |
PP |
203.52 |
203.82 |
S1 |
203.36 |
203.51 |
|