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 |
1,063.4 |
1,084.3 |
20.9 |
2.0% |
1,080.4 |
High |
1,087.8 |
1,087.5 |
-0.3 |
0.0% |
1,095.3 |
Low |
1,062.6 |
1,078.3 |
15.7 |
1.5% |
1,052.1 |
Close |
1,086.8 |
1,082.6 |
-4.2 |
-0.4% |
1,086.8 |
Range |
25.2 |
9.2 |
-16.0 |
-63.5% |
43.2 |
ATR |
22.0 |
21.1 |
-0.9 |
-4.2% |
0.0 |
Volume |
128,082 |
115,592 |
-12,490 |
-9.8% |
614,996 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,110.5 |
1,105.8 |
1,087.8 |
|
R3 |
1,101.3 |
1,096.5 |
1,085.3 |
|
R2 |
1,092.0 |
1,092.0 |
1,084.3 |
|
R1 |
1,087.3 |
1,087.3 |
1,083.5 |
1,085.0 |
PP |
1,082.8 |
1,082.8 |
1,082.8 |
1,081.8 |
S1 |
1,078.0 |
1,078.0 |
1,081.8 |
1,075.8 |
S2 |
1,073.5 |
1,073.5 |
1,081.0 |
|
S3 |
1,064.5 |
1,069.0 |
1,080.0 |
|
S4 |
1,055.3 |
1,059.8 |
1,077.5 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.8 |
1,190.5 |
1,110.5 |
|
R3 |
1,164.5 |
1,147.3 |
1,098.8 |
|
R2 |
1,121.3 |
1,121.3 |
1,094.8 |
|
R1 |
1,104.0 |
1,104.0 |
1,090.8 |
1,112.8 |
PP |
1,078.0 |
1,078.0 |
1,078.0 |
1,082.5 |
S1 |
1,060.8 |
1,060.8 |
1,082.8 |
1,069.5 |
S2 |
1,034.8 |
1,034.8 |
1,079.0 |
|
S3 |
991.8 |
1,017.8 |
1,075.0 |
|
S4 |
948.5 |
974.5 |
1,063.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,092.8 |
1,052.1 |
40.7 |
3.8% |
21.3 |
2.0% |
75% |
False |
False |
128,128 |
10 |
1,095.3 |
1,028.6 |
66.7 |
6.2% |
19.8 |
1.8% |
81% |
False |
False |
110,701 |
20 |
1,095.3 |
975.7 |
119.6 |
11.0% |
18.5 |
1.7% |
89% |
False |
False |
102,541 |
40 |
1,095.3 |
936.2 |
159.1 |
14.7% |
24.3 |
2.2% |
92% |
False |
False |
126,032 |
60 |
1,160.0 |
936.2 |
223.8 |
20.7% |
24.0 |
2.2% |
65% |
False |
False |
123,045 |
80 |
1,202.4 |
936.2 |
266.2 |
24.6% |
22.3 |
2.0% |
55% |
False |
False |
101,636 |
100 |
1,202.4 |
936.2 |
266.2 |
24.6% |
20.0 |
1.8% |
55% |
False |
False |
81,406 |
120 |
1,202.4 |
936.2 |
266.2 |
24.6% |
18.8 |
1.7% |
55% |
False |
False |
67,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,126.5 |
2.618 |
1,111.5 |
1.618 |
1,102.5 |
1.000 |
1,096.8 |
0.618 |
1,093.3 |
HIGH |
1,087.5 |
0.618 |
1,084.0 |
0.500 |
1,083.0 |
0.382 |
1,081.8 |
LOW |
1,078.3 |
0.618 |
1,072.5 |
1.000 |
1,069.0 |
1.618 |
1,063.5 |
2.618 |
1,054.3 |
4.250 |
1,039.3 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,083.0 |
1,078.5 |
PP |
1,082.8 |
1,074.3 |
S1 |
1,082.8 |
1,070.0 |
|