Trading Metrics calculated at close of trading on 15-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,184 |
17,220 |
36 |
0.2% |
16,972 |
High |
17,279 |
17,255 |
-24 |
-0.1% |
17,223 |
Low |
17,147 |
17,119 |
-28 |
-0.2% |
16,816 |
Close |
17,222 |
17,242 |
20 |
0.1% |
17,184 |
Range |
132 |
136 |
4 |
3.0% |
407 |
ATR |
249 |
241 |
-8 |
-3.2% |
0 |
Volume |
38,343 |
30,475 |
-7,868 |
-20.5% |
758,761 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,613 |
17,564 |
17,317 |
|
R3 |
17,477 |
17,428 |
17,280 |
|
R2 |
17,341 |
17,341 |
17,267 |
|
R1 |
17,292 |
17,292 |
17,255 |
17,317 |
PP |
17,205 |
17,205 |
17,205 |
17,218 |
S1 |
17,156 |
17,156 |
17,230 |
17,181 |
S2 |
17,069 |
17,069 |
17,217 |
|
S3 |
16,933 |
17,020 |
17,205 |
|
S4 |
16,797 |
16,884 |
17,167 |
|
|
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% |
201 |
1.2% |
92% |
False |
False |
109,719 |
10 |
17,279 |
16,744 |
535 |
3.1% |
181 |
1.0% |
93% |
False |
False |
128,215 |
20 |
17,279 |
16,075 |
1,204 |
7.0% |
219 |
1.3% |
97% |
False |
False |
141,919 |
40 |
17,279 |
15,365 |
1,914 |
11.1% |
288 |
1.7% |
98% |
False |
False |
204,053 |
60 |
17,735 |
15,365 |
2,370 |
13.7% |
300 |
1.7% |
79% |
False |
False |
200,155 |
80 |
17,825 |
15,365 |
2,460 |
14.3% |
285 |
1.7% |
76% |
False |
False |
161,046 |
100 |
17,828 |
15,365 |
2,463 |
14.3% |
266 |
1.5% |
76% |
False |
False |
128,874 |
120 |
17,828 |
15,365 |
2,463 |
14.3% |
259 |
1.5% |
76% |
False |
False |
107,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,833 |
2.618 |
17,611 |
1.618 |
17,475 |
1.000 |
17,391 |
0.618 |
17,339 |
HIGH |
17,255 |
0.618 |
17,203 |
0.500 |
17,187 |
0.382 |
17,171 |
LOW |
17,119 |
0.618 |
17,035 |
1.000 |
16,983 |
1.618 |
16,899 |
2.618 |
16,763 |
4.250 |
16,541 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,224 |
17,205 |
PP |
17,205 |
17,168 |
S1 |
17,187 |
17,132 |
|