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 |
17,207.49 |
17,217.15 |
9.66 |
0.1% |
16,991.29 |
High |
17,275.07 |
17,251.70 |
-23.37 |
-0.1% |
17,220.09 |
Low |
17,161.16 |
17,120.35 |
-40.81 |
-0.2% |
16,821.86 |
Close |
17,229.13 |
17,251.53 |
22.40 |
0.1% |
17,213.31 |
Range |
113.91 |
131.35 |
17.44 |
15.3% |
398.23 |
ATR |
221.88 |
215.42 |
-6.47 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,601.91 |
17,558.07 |
17,323.77 |
|
R3 |
17,470.56 |
17,426.72 |
17,287.65 |
|
R2 |
17,339.21 |
17,339.21 |
17,275.61 |
|
R1 |
17,295.37 |
17,295.37 |
17,263.57 |
17,317.29 |
PP |
17,207.86 |
17,207.86 |
17,207.86 |
17,218.82 |
S1 |
17,164.02 |
17,164.02 |
17,239.49 |
17,185.94 |
S2 |
17,076.51 |
17,076.51 |
17,227.45 |
|
S3 |
16,945.16 |
17,032.67 |
17,215.41 |
|
S4 |
16,813.81 |
16,901.32 |
17,179.29 |
|
|
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% |
171.83 |
1.0% |
95% |
False |
False |
|
10 |
17,275.07 |
16,766.32 |
508.75 |
2.9% |
159.02 |
0.9% |
95% |
False |
False |
|
20 |
17,275.07 |
16,165.86 |
1,109.21 |
6.4% |
192.77 |
1.1% |
98% |
False |
False |
|
40 |
17,275.07 |
15,450.56 |
1,824.51 |
10.6% |
247.66 |
1.4% |
99% |
False |
False |
|
60 |
17,796.76 |
15,450.56 |
2,346.20 |
13.6% |
256.31 |
1.5% |
77% |
False |
False |
|
80 |
17,914.34 |
15,450.56 |
2,463.78 |
14.3% |
246.95 |
1.4% |
73% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.6% |
231.36 |
1.3% |
71% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.6% |
226.38 |
1.3% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,809.94 |
2.618 |
17,595.57 |
1.618 |
17,464.22 |
1.000 |
17,383.05 |
0.618 |
17,332.87 |
HIGH |
17,251.70 |
0.618 |
17,201.52 |
0.500 |
17,186.03 |
0.382 |
17,170.53 |
LOW |
17,120.35 |
0.618 |
17,039.18 |
1.000 |
16,989.00 |
1.618 |
16,907.83 |
2.618 |
16,776.48 |
4.250 |
16,562.11 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,229.70 |
17,216.03 |
PP |
17,207.86 |
17,180.53 |
S1 |
17,186.03 |
17,145.03 |
|