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 |
4,295.25 |
4,287.25 |
-8.00 |
-0.2% |
4,321.00 |
High |
4,347.50 |
4,361.25 |
13.75 |
0.3% |
4,361.25 |
Low |
4,229.75 |
4,282.50 |
52.75 |
1.2% |
4,229.75 |
Close |
4,285.00 |
4,352.75 |
67.75 |
1.6% |
4,352.75 |
Range |
117.75 |
78.75 |
-39.00 |
-33.1% |
131.50 |
ATR |
87.21 |
86.60 |
-0.60 |
-0.7% |
0.00 |
Volume |
392,234 |
156,647 |
-235,587 |
-60.1% |
1,327,464 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,568.50 |
4,539.25 |
4,396.00 |
|
R3 |
4,489.75 |
4,460.50 |
4,374.50 |
|
R2 |
4,411.00 |
4,411.00 |
4,367.25 |
|
R1 |
4,381.75 |
4,381.75 |
4,360.00 |
4,396.50 |
PP |
4,332.25 |
4,332.25 |
4,332.25 |
4,339.50 |
S1 |
4,303.00 |
4,303.00 |
4,345.50 |
4,317.50 |
S2 |
4,253.50 |
4,253.50 |
4,338.25 |
|
S3 |
4,174.75 |
4,224.25 |
4,331.00 |
|
S4 |
4,096.00 |
4,145.50 |
4,309.50 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,709.00 |
4,662.50 |
4,425.00 |
|
R3 |
4,577.50 |
4,531.00 |
4,389.00 |
|
R2 |
4,446.00 |
4,446.00 |
4,376.75 |
|
R1 |
4,399.50 |
4,399.50 |
4,364.75 |
4,422.75 |
PP |
4,314.50 |
4,314.50 |
4,314.50 |
4,326.25 |
S1 |
4,268.00 |
4,268.00 |
4,340.75 |
4,291.25 |
S2 |
4,183.00 |
4,183.00 |
4,328.75 |
|
S3 |
4,051.50 |
4,136.50 |
4,316.50 |
|
S4 |
3,920.00 |
4,005.00 |
4,280.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,361.25 |
4,229.75 |
131.50 |
3.0% |
71.50 |
1.6% |
94% |
True |
False |
265,492 |
10 |
4,361.25 |
4,180.25 |
181.00 |
4.2% |
76.00 |
1.7% |
95% |
True |
False |
263,062 |
20 |
4,361.25 |
3,953.00 |
408.25 |
9.4% |
77.50 |
1.8% |
98% |
True |
False |
266,309 |
40 |
4,361.25 |
3,862.25 |
499.00 |
11.5% |
104.50 |
2.4% |
98% |
True |
False |
350,904 |
60 |
4,697.75 |
3,862.25 |
835.50 |
19.2% |
100.50 |
2.3% |
59% |
False |
False |
329,825 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.0% |
93.25 |
2.1% |
56% |
False |
False |
258,712 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.0% |
86.50 |
2.0% |
56% |
False |
False |
207,020 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.0% |
85.25 |
2.0% |
56% |
False |
False |
172,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,696.00 |
2.618 |
4,567.50 |
1.618 |
4,488.75 |
1.000 |
4,440.00 |
0.618 |
4,410.00 |
HIGH |
4,361.25 |
0.618 |
4,331.25 |
0.500 |
4,322.00 |
0.382 |
4,312.50 |
LOW |
4,282.50 |
0.618 |
4,233.75 |
1.000 |
4,203.75 |
1.618 |
4,155.00 |
2.618 |
4,076.25 |
4.250 |
3,947.75 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,342.50 |
4,333.75 |
PP |
4,332.25 |
4,314.50 |
S1 |
4,322.00 |
4,295.50 |
|