Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
16,997 |
17,184 |
187 |
1.1% |
16,972 |
High |
17,223 |
17,279 |
56 |
0.3% |
17,223 |
Low |
16,984 |
17,147 |
163 |
1.0% |
16,816 |
Close |
17,184 |
17,222 |
38 |
0.2% |
17,184 |
Range |
239 |
132 |
-107 |
-44.8% |
407 |
ATR |
258 |
249 |
-9 |
-3.5% |
0 |
Volume |
95,535 |
38,343 |
-57,192 |
-59.9% |
758,761 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,612 |
17,549 |
17,295 |
|
R3 |
17,480 |
17,417 |
17,258 |
|
R2 |
17,348 |
17,348 |
17,246 |
|
R1 |
17,285 |
17,285 |
17,234 |
17,317 |
PP |
17,216 |
17,216 |
17,216 |
17,232 |
S1 |
17,153 |
17,153 |
17,210 |
17,185 |
S2 |
17,084 |
17,084 |
17,198 |
|
S3 |
16,952 |
17,021 |
17,186 |
|
S4 |
16,820 |
16,889 |
17,150 |
|
|
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 |
17,279 |
16,816 |
463 |
2.7% |
205 |
1.2% |
88% |
True |
False |
133,251 |
10 |
17,279 |
16,432 |
847 |
4.9% |
210 |
1.2% |
93% |
True |
False |
142,475 |
20 |
17,279 |
15,954 |
1,325 |
7.7% |
224 |
1.3% |
96% |
True |
False |
151,478 |
40 |
17,279 |
15,365 |
1,914 |
11.1% |
299 |
1.7% |
97% |
True |
False |
212,231 |
60 |
17,735 |
15,365 |
2,370 |
13.8% |
303 |
1.8% |
78% |
False |
False |
202,832 |
80 |
17,825 |
15,365 |
2,460 |
14.3% |
285 |
1.7% |
75% |
False |
False |
160,666 |
100 |
17,828 |
15,365 |
2,463 |
14.3% |
266 |
1.5% |
75% |
False |
False |
128,570 |
120 |
17,828 |
15,365 |
2,463 |
14.3% |
260 |
1.5% |
75% |
False |
False |
107,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,840 |
2.618 |
17,625 |
1.618 |
17,493 |
1.000 |
17,411 |
0.618 |
17,361 |
HIGH |
17,279 |
0.618 |
17,229 |
0.500 |
17,213 |
0.382 |
17,198 |
LOW |
17,147 |
0.618 |
17,066 |
1.000 |
17,015 |
1.618 |
16,934 |
2.618 |
16,802 |
4.250 |
16,586 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,219 |
17,164 |
PP |
17,216 |
17,106 |
S1 |
17,213 |
17,048 |
|