Trading Metrics calculated at close of trading on 11-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,013 |
16,997 |
-16 |
-0.1% |
16,972 |
High |
17,174 |
17,223 |
49 |
0.3% |
17,223 |
Low |
16,816 |
16,984 |
168 |
1.0% |
16,816 |
Close |
16,994 |
17,184 |
190 |
1.1% |
17,184 |
Range |
358 |
239 |
-119 |
-33.2% |
407 |
ATR |
259 |
258 |
-1 |
-0.6% |
0 |
Volume |
244,102 |
95,535 |
-148,567 |
-60.9% |
758,761 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,847 |
17,755 |
17,316 |
|
R3 |
17,608 |
17,516 |
17,250 |
|
R2 |
17,369 |
17,369 |
17,228 |
|
R1 |
17,277 |
17,277 |
17,206 |
17,323 |
PP |
17,130 |
17,130 |
17,130 |
17,154 |
S1 |
17,038 |
17,038 |
17,162 |
17,084 |
S2 |
16,891 |
16,891 |
17,140 |
|
S3 |
16,652 |
16,799 |
17,118 |
|
S4 |
16,413 |
16,560 |
17,053 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,295 |
18,147 |
17,408 |
|
R3 |
17,888 |
17,740 |
17,296 |
|
R2 |
17,481 |
17,481 |
17,259 |
|
R1 |
17,333 |
17,333 |
17,221 |
17,407 |
PP |
17,074 |
17,074 |
17,074 |
17,112 |
S1 |
16,926 |
16,926 |
17,147 |
17,000 |
S2 |
16,667 |
16,667 |
17,110 |
|
S3 |
16,260 |
16,519 |
17,072 |
|
S4 |
15,853 |
16,112 |
16,960 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,223 |
16,816 |
407 |
2.4% |
215 |
1.2% |
90% |
True |
False |
151,752 |
10 |
17,223 |
16,432 |
791 |
4.6% |
219 |
1.3% |
95% |
True |
False |
154,753 |
20 |
17,223 |
15,592 |
1,631 |
9.5% |
235 |
1.4% |
98% |
True |
False |
160,361 |
40 |
17,223 |
15,365 |
1,858 |
10.8% |
306 |
1.8% |
98% |
True |
False |
218,894 |
60 |
17,735 |
15,365 |
2,370 |
13.8% |
306 |
1.8% |
77% |
False |
False |
204,901 |
80 |
17,825 |
15,365 |
2,460 |
14.3% |
288 |
1.7% |
74% |
False |
False |
160,188 |
100 |
17,828 |
15,365 |
2,463 |
14.3% |
266 |
1.5% |
74% |
False |
False |
128,187 |
120 |
17,828 |
15,365 |
2,463 |
14.3% |
261 |
1.5% |
74% |
False |
False |
106,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,239 |
2.618 |
17,849 |
1.618 |
17,610 |
1.000 |
17,462 |
0.618 |
17,371 |
HIGH |
17,223 |
0.618 |
17,132 |
0.500 |
17,104 |
0.382 |
17,075 |
LOW |
16,984 |
0.618 |
16,836 |
1.000 |
16,745 |
1.618 |
16,597 |
2.618 |
16,358 |
4.250 |
15,968 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,157 |
17,129 |
PP |
17,130 |
17,074 |
S1 |
17,104 |
17,020 |
|