Trading Metrics calculated at close of trading on 23-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,602.71 |
17,588.81 |
-13.90 |
-0.1% |
17,207.49 |
High |
17,648.94 |
17,588.81 |
-60.13 |
-0.3% |
17,620.58 |
Low |
17,540.42 |
17,486.27 |
-54.15 |
-0.3% |
17,120.35 |
Close |
17,582.57 |
17,502.59 |
-79.98 |
-0.5% |
17,602.30 |
Range |
108.52 |
102.54 |
-5.98 |
-5.5% |
500.23 |
ATR |
193.78 |
187.26 |
-6.52 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,833.51 |
17,770.59 |
17,558.99 |
|
R3 |
17,730.97 |
17,668.05 |
17,530.79 |
|
R2 |
17,628.43 |
17,628.43 |
17,521.39 |
|
R1 |
17,565.51 |
17,565.51 |
17,511.99 |
17,545.70 |
PP |
17,525.89 |
17,525.89 |
17,525.89 |
17,515.99 |
S1 |
17,462.97 |
17,462.97 |
17,493.19 |
17,443.16 |
S2 |
17,423.35 |
17,423.35 |
17,483.79 |
|
S3 |
17,320.81 |
17,360.43 |
17,474.39 |
|
S4 |
17,218.27 |
17,257.89 |
17,446.19 |
|
|
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 |
17,297.65 |
351.29 |
2.0% |
135.04 |
0.8% |
58% |
False |
False |
|
10 |
17,648.94 |
16,821.86 |
827.08 |
4.7% |
160.89 |
0.9% |
82% |
False |
False |
|
20 |
17,648.94 |
16,458.42 |
1,190.52 |
6.8% |
169.39 |
1.0% |
88% |
False |
False |
|
40 |
17,648.94 |
15,503.01 |
2,145.93 |
12.3% |
222.44 |
1.3% |
93% |
False |
False |
|
60 |
17,750.02 |
15,450.56 |
2,299.46 |
13.1% |
249.11 |
1.4% |
89% |
False |
False |
|
80 |
17,901.58 |
15,450.56 |
2,451.02 |
14.0% |
246.48 |
1.4% |
84% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.4% |
229.70 |
1.3% |
81% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.4% |
221.86 |
1.3% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,024.61 |
2.618 |
17,857.26 |
1.618 |
17,754.72 |
1.000 |
17,691.35 |
0.618 |
17,652.18 |
HIGH |
17,588.81 |
0.618 |
17,549.64 |
0.500 |
17,537.54 |
0.382 |
17,525.44 |
LOW |
17,486.27 |
0.618 |
17,422.90 |
1.000 |
17,383.73 |
1.618 |
17,320.36 |
2.618 |
17,217.82 |
4.250 |
17,050.48 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,537.54 |
17,567.61 |
PP |
17,525.89 |
17,545.93 |
S1 |
17,514.24 |
17,524.26 |
|