Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,014.99 |
17,207.49 |
192.50 |
1.1% |
16,991.29 |
High |
17,220.09 |
17,275.07 |
54.98 |
0.3% |
17,220.09 |
Low |
17,014.99 |
17,161.16 |
146.17 |
0.9% |
16,821.86 |
Close |
17,213.31 |
17,229.13 |
15.82 |
0.1% |
17,213.31 |
Range |
205.10 |
113.91 |
-91.19 |
-44.5% |
398.23 |
ATR |
230.19 |
221.88 |
-8.31 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,563.52 |
17,510.23 |
17,291.78 |
|
R3 |
17,449.61 |
17,396.32 |
17,260.46 |
|
R2 |
17,335.70 |
17,335.70 |
17,250.01 |
|
R1 |
17,282.41 |
17,282.41 |
17,239.57 |
17,309.06 |
PP |
17,221.79 |
17,221.79 |
17,221.79 |
17,235.11 |
S1 |
17,168.50 |
17,168.50 |
17,218.69 |
17,195.15 |
S2 |
17,107.88 |
17,107.88 |
17,208.25 |
|
S3 |
16,993.97 |
17,054.59 |
17,197.80 |
|
S4 |
16,880.06 |
16,940.68 |
17,166.48 |
|
|
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 |
17,275.07 |
16,821.86 |
453.21 |
2.6% |
175.82 |
1.0% |
90% |
True |
False |
|
10 |
17,275.07 |
16,545.67 |
729.40 |
4.2% |
177.87 |
1.0% |
94% |
True |
False |
|
20 |
17,275.07 |
16,012.39 |
1,262.68 |
7.3% |
195.41 |
1.1% |
96% |
True |
False |
|
40 |
17,275.07 |
15,450.56 |
1,824.51 |
10.6% |
257.18 |
1.5% |
97% |
True |
False |
|
60 |
17,796.76 |
15,450.56 |
2,346.20 |
13.6% |
259.13 |
1.5% |
76% |
False |
False |
|
80 |
17,914.34 |
15,450.56 |
2,463.78 |
14.3% |
247.16 |
1.4% |
72% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.7% |
231.22 |
1.3% |
70% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.7% |
227.42 |
1.3% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,759.19 |
2.618 |
17,573.29 |
1.618 |
17,459.38 |
1.000 |
17,388.98 |
0.618 |
17,345.47 |
HIGH |
17,275.07 |
0.618 |
17,231.56 |
0.500 |
17,218.12 |
0.382 |
17,204.67 |
LOW |
17,161.16 |
0.618 |
17,090.76 |
1.000 |
17,047.25 |
1.618 |
16,976.85 |
2.618 |
16,862.94 |
4.250 |
16,677.04 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,225.46 |
17,168.91 |
PP |
17,221.79 |
17,108.69 |
S1 |
17,218.12 |
17,048.47 |
|