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 |
17,006.05 |
17,014.99 |
8.94 |
0.1% |
16,991.29 |
High |
17,130.11 |
17,220.09 |
89.98 |
0.5% |
17,220.09 |
Low |
16,821.86 |
17,014.99 |
193.13 |
1.1% |
16,821.86 |
Close |
16,995.13 |
17,213.31 |
218.18 |
1.3% |
17,213.31 |
Range |
308.25 |
205.10 |
-103.15 |
-33.5% |
398.23 |
ATR |
230.59 |
230.19 |
-0.40 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,764.76 |
17,694.14 |
17,326.12 |
|
R3 |
17,559.66 |
17,489.04 |
17,269.71 |
|
R2 |
17,354.56 |
17,354.56 |
17,250.91 |
|
R1 |
17,283.94 |
17,283.94 |
17,232.11 |
17,319.25 |
PP |
17,149.46 |
17,149.46 |
17,149.46 |
17,167.12 |
S1 |
17,078.84 |
17,078.84 |
17,194.51 |
17,114.15 |
S2 |
16,944.36 |
16,944.36 |
17,175.71 |
|
S3 |
16,739.26 |
16,873.74 |
17,156.91 |
|
S4 |
16,534.16 |
16,668.64 |
17,100.51 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,279.78 |
18,144.77 |
17,432.34 |
|
R3 |
17,881.55 |
17,746.54 |
17,322.82 |
|
R2 |
17,483.32 |
17,483.32 |
17,286.32 |
|
R1 |
17,348.31 |
17,348.31 |
17,249.81 |
17,415.82 |
PP |
17,085.09 |
17,085.09 |
17,085.09 |
17,118.84 |
S1 |
16,950.08 |
16,950.08 |
17,176.81 |
17,017.59 |
S2 |
16,686.86 |
16,686.86 |
17,140.30 |
|
S3 |
16,288.63 |
16,551.85 |
17,103.80 |
|
S4 |
15,890.40 |
16,153.62 |
16,994.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,220.09 |
16,821.86 |
398.23 |
2.3% |
184.79 |
1.1% |
98% |
True |
False |
|
10 |
17,220.09 |
16,510.40 |
709.69 |
4.1% |
188.05 |
1.1% |
99% |
True |
False |
|
20 |
17,220.09 |
15,691.62 |
1,528.47 |
8.9% |
203.83 |
1.2% |
100% |
True |
False |
|
40 |
17,220.09 |
15,450.56 |
1,769.53 |
10.3% |
264.51 |
1.5% |
100% |
True |
False |
|
60 |
17,796.76 |
15,450.56 |
2,346.20 |
13.6% |
262.01 |
1.5% |
75% |
False |
False |
|
80 |
17,914.34 |
15,450.56 |
2,463.78 |
14.3% |
249.14 |
1.4% |
72% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.7% |
231.15 |
1.3% |
70% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.7% |
228.03 |
1.3% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,091.77 |
2.618 |
17,757.04 |
1.618 |
17,551.94 |
1.000 |
17,425.19 |
0.618 |
17,346.84 |
HIGH |
17,220.09 |
0.618 |
17,141.74 |
0.500 |
17,117.54 |
0.382 |
17,093.34 |
LOW |
17,014.99 |
0.618 |
16,888.24 |
1.000 |
16,809.89 |
1.618 |
16,683.14 |
2.618 |
16,478.04 |
4.250 |
16,143.32 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,181.39 |
17,149.20 |
PP |
17,149.46 |
17,085.09 |
S1 |
17,117.54 |
17,020.98 |
|