Trading Metrics calculated at close of trading on 18-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
17,330 |
17,502 |
172 |
1.0% |
17,184 |
High |
17,531 |
17,557 |
26 |
0.1% |
17,557 |
Low |
17,244 |
17,467 |
223 |
1.3% |
17,119 |
Close |
17,486 |
17,557 |
71 |
0.4% |
17,557 |
Range |
287 |
90 |
-197 |
-68.6% |
438 |
ATR |
241 |
230 |
-11 |
-4.5% |
0 |
Volume |
31,638 |
4,836 |
-26,802 |
-84.7% |
133,956 |
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,797 |
17,767 |
17,607 |
|
R3 |
17,707 |
17,677 |
17,582 |
|
R2 |
17,617 |
17,617 |
17,574 |
|
R1 |
17,587 |
17,587 |
17,565 |
17,602 |
PP |
17,527 |
17,527 |
17,527 |
17,535 |
S1 |
17,497 |
17,497 |
17,549 |
17,512 |
S2 |
17,437 |
17,437 |
17,541 |
|
S3 |
17,347 |
17,407 |
17,532 |
|
S4 |
17,257 |
17,317 |
17,508 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,725 |
18,579 |
17,798 |
|
R3 |
18,287 |
18,141 |
17,678 |
|
R2 |
17,849 |
17,849 |
17,637 |
|
R1 |
17,703 |
17,703 |
17,597 |
17,776 |
PP |
17,411 |
17,411 |
17,411 |
17,448 |
S1 |
17,265 |
17,265 |
17,517 |
17,338 |
S2 |
16,973 |
16,973 |
17,477 |
|
S3 |
16,535 |
16,827 |
17,437 |
|
S4 |
16,097 |
16,389 |
17,316 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,557 |
17,119 |
438 |
2.5% |
168 |
1.0% |
100% |
True |
False |
26,791 |
10 |
17,557 |
16,816 |
741 |
4.2% |
191 |
1.1% |
100% |
True |
False |
89,271 |
20 |
17,557 |
16,131 |
1,426 |
8.1% |
210 |
1.2% |
100% |
True |
False |
121,635 |
40 |
17,557 |
15,452 |
2,105 |
12.0% |
268 |
1.5% |
100% |
True |
False |
178,716 |
60 |
17,660 |
15,365 |
2,295 |
13.1% |
294 |
1.7% |
96% |
False |
False |
192,147 |
80 |
17,825 |
15,365 |
2,460 |
14.0% |
285 |
1.6% |
89% |
False |
False |
161,849 |
100 |
17,828 |
15,365 |
2,463 |
14.0% |
265 |
1.5% |
89% |
False |
False |
129,521 |
120 |
17,828 |
15,365 |
2,463 |
14.0% |
257 |
1.5% |
89% |
False |
False |
107,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,940 |
2.618 |
17,793 |
1.618 |
17,703 |
1.000 |
17,647 |
0.618 |
17,613 |
HIGH |
17,557 |
0.618 |
17,523 |
0.500 |
17,512 |
0.382 |
17,502 |
LOW |
17,467 |
0.618 |
17,412 |
1.000 |
17,377 |
1.618 |
17,322 |
2.618 |
17,232 |
4.250 |
17,085 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,542 |
17,496 |
PP |
17,527 |
17,434 |
S1 |
17,512 |
17,373 |
|