Trading Metrics calculated at close of trading on 22-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,589.70 |
17,602.71 |
13.01 |
0.1% |
17,207.49 |
High |
17,644.97 |
17,648.94 |
3.97 |
0.0% |
17,620.58 |
Low |
17,551.28 |
17,540.42 |
-10.86 |
-0.1% |
17,120.35 |
Close |
17,623.87 |
17,582.57 |
-41.30 |
-0.2% |
17,602.30 |
Range |
93.69 |
108.52 |
14.83 |
15.8% |
500.23 |
ATR |
200.34 |
193.78 |
-6.56 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,916.20 |
17,857.91 |
17,642.26 |
|
R3 |
17,807.68 |
17,749.39 |
17,612.41 |
|
R2 |
17,699.16 |
17,699.16 |
17,602.47 |
|
R1 |
17,640.87 |
17,640.87 |
17,592.52 |
17,615.76 |
PP |
17,590.64 |
17,590.64 |
17,590.64 |
17,578.09 |
S1 |
17,532.35 |
17,532.35 |
17,572.62 |
17,507.24 |
S2 |
17,482.12 |
17,482.12 |
17,562.67 |
|
S3 |
17,373.60 |
17,423.83 |
17,552.73 |
|
S4 |
17,265.08 |
17,315.31 |
17,522.88 |
|
|
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 |
17,648.94 |
17,204.07 |
444.87 |
2.5% |
149.55 |
0.9% |
85% |
True |
False |
|
10 |
17,648.94 |
16,821.86 |
827.08 |
4.7% |
160.69 |
0.9% |
92% |
True |
False |
|
20 |
17,648.94 |
16,165.86 |
1,483.08 |
8.4% |
181.34 |
1.0% |
96% |
True |
False |
|
40 |
17,648.94 |
15,503.01 |
2,145.93 |
12.2% |
227.19 |
1.3% |
97% |
True |
False |
|
60 |
17,750.02 |
15,450.56 |
2,299.46 |
13.1% |
248.44 |
1.4% |
93% |
False |
False |
|
80 |
17,901.58 |
15,450.56 |
2,451.02 |
13.9% |
245.86 |
1.4% |
87% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.4% |
230.91 |
1.3% |
84% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.4% |
223.01 |
1.3% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,110.15 |
2.618 |
17,933.05 |
1.618 |
17,824.53 |
1.000 |
17,757.46 |
0.618 |
17,716.01 |
HIGH |
17,648.94 |
0.618 |
17,607.49 |
0.500 |
17,594.68 |
0.382 |
17,581.87 |
LOW |
17,540.42 |
0.618 |
17,473.35 |
1.000 |
17,431.90 |
1.618 |
17,364.83 |
2.618 |
17,256.31 |
4.250 |
17,079.21 |
|
|
Fisher Pivots for day following 22-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,594.68 |
17,576.79 |
PP |
17,590.64 |
17,571.00 |
S1 |
17,586.61 |
17,565.22 |
|