Trading Metrics calculated at close of trading on 18-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,321.38 |
17,481.49 |
160.11 |
0.9% |
17,207.49 |
High |
17,529.01 |
17,620.58 |
91.57 |
0.5% |
17,620.58 |
Low |
17,297.65 |
17,481.49 |
183.84 |
1.1% |
17,120.35 |
Close |
17,481.49 |
17,602.30 |
120.81 |
0.7% |
17,602.30 |
Range |
231.36 |
139.09 |
-92.27 |
-39.9% |
500.23 |
ATR |
213.88 |
208.54 |
-5.34 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,985.39 |
17,932.94 |
17,678.80 |
|
R3 |
17,846.30 |
17,793.85 |
17,640.55 |
|
R2 |
17,707.21 |
17,707.21 |
17,627.80 |
|
R1 |
17,654.76 |
17,654.76 |
17,615.05 |
17,680.99 |
PP |
17,568.12 |
17,568.12 |
17,568.12 |
17,581.24 |
S1 |
17,515.67 |
17,515.67 |
17,589.55 |
17,541.90 |
S2 |
17,429.03 |
17,429.03 |
17,576.80 |
|
S3 |
17,289.94 |
17,376.58 |
17,564.05 |
|
S4 |
17,150.85 |
17,237.49 |
17,525.80 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,948.43 |
18,775.60 |
17,877.43 |
|
R3 |
18,448.20 |
18,275.37 |
17,739.86 |
|
R2 |
17,947.97 |
17,947.97 |
17,694.01 |
|
R1 |
17,775.14 |
17,775.14 |
17,648.15 |
17,861.56 |
PP |
17,447.74 |
17,447.74 |
17,447.74 |
17,490.95 |
S1 |
17,274.91 |
17,274.91 |
17,556.45 |
17,361.33 |
S2 |
16,947.51 |
16,947.51 |
17,510.59 |
|
S3 |
16,447.28 |
16,774.68 |
17,464.74 |
|
S4 |
15,947.05 |
16,274.45 |
17,327.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,620.58 |
17,120.35 |
500.23 |
2.8% |
158.16 |
0.9% |
96% |
True |
False |
|
10 |
17,620.58 |
16,821.86 |
798.72 |
4.5% |
171.48 |
1.0% |
98% |
True |
False |
|
20 |
17,620.58 |
16,165.86 |
1,454.72 |
8.3% |
193.92 |
1.1% |
99% |
True |
False |
|
40 |
17,620.58 |
15,503.01 |
2,117.57 |
12.0% |
232.69 |
1.3% |
99% |
True |
False |
|
60 |
17,750.02 |
15,450.56 |
2,299.46 |
13.1% |
251.55 |
1.4% |
94% |
False |
False |
|
80 |
17,901.58 |
15,450.56 |
2,451.02 |
13.9% |
247.03 |
1.4% |
88% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.4% |
230.41 |
1.3% |
85% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.4% |
225.56 |
1.3% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,211.71 |
2.618 |
17,984.72 |
1.618 |
17,845.63 |
1.000 |
17,759.67 |
0.618 |
17,706.54 |
HIGH |
17,620.58 |
0.618 |
17,567.45 |
0.500 |
17,551.04 |
0.382 |
17,534.62 |
LOW |
17,481.49 |
0.618 |
17,395.53 |
1.000 |
17,342.40 |
1.618 |
17,256.44 |
2.618 |
17,117.35 |
4.250 |
16,890.36 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,585.21 |
17,538.98 |
PP |
17,568.12 |
17,475.65 |
S1 |
17,551.04 |
17,412.33 |
|