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 |
4,287.25 |
4,352.75 |
65.50 |
1.5% |
4,321.00 |
High |
4,361.25 |
4,378.25 |
17.00 |
0.4% |
4,361.25 |
Low |
4,282.50 |
4,340.50 |
58.00 |
1.4% |
4,229.75 |
Close |
4,352.75 |
4,366.00 |
13.25 |
0.3% |
4,352.75 |
Range |
78.75 |
37.75 |
-41.00 |
-52.1% |
131.50 |
ATR |
86.60 |
83.11 |
-3.49 |
-4.0% |
0.00 |
Volume |
156,647 |
106,669 |
-49,978 |
-31.9% |
1,327,464 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,474.75 |
4,458.25 |
4,386.75 |
|
R3 |
4,437.00 |
4,420.50 |
4,376.50 |
|
R2 |
4,399.25 |
4,399.25 |
4,373.00 |
|
R1 |
4,382.75 |
4,382.75 |
4,369.50 |
4,391.00 |
PP |
4,361.50 |
4,361.50 |
4,361.50 |
4,365.75 |
S1 |
4,345.00 |
4,345.00 |
4,362.50 |
4,353.25 |
S2 |
4,323.75 |
4,323.75 |
4,359.00 |
|
S3 |
4,286.00 |
4,307.25 |
4,355.50 |
|
S4 |
4,248.25 |
4,269.50 |
4,345.25 |
|
|
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 |
4,378.25 |
4,229.75 |
148.50 |
3.4% |
66.75 |
1.5% |
92% |
True |
False |
237,463 |
10 |
4,378.25 |
4,180.25 |
198.00 |
4.5% |
72.00 |
1.6% |
94% |
True |
False |
248,697 |
20 |
4,378.25 |
4,021.50 |
356.75 |
8.2% |
76.25 |
1.7% |
97% |
True |
False |
256,275 |
40 |
4,378.25 |
3,862.25 |
516.00 |
11.8% |
101.00 |
2.3% |
98% |
True |
False |
340,408 |
60 |
4,697.75 |
3,862.25 |
835.50 |
19.1% |
99.75 |
2.3% |
60% |
False |
False |
326,118 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.0% |
92.50 |
2.1% |
58% |
False |
False |
260,037 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.0% |
86.50 |
2.0% |
58% |
False |
False |
208,076 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.0% |
85.00 |
1.9% |
58% |
False |
False |
173,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,538.75 |
2.618 |
4,477.00 |
1.618 |
4,439.25 |
1.000 |
4,416.00 |
0.618 |
4,401.50 |
HIGH |
4,378.25 |
0.618 |
4,363.75 |
0.500 |
4,359.50 |
0.382 |
4,355.00 |
LOW |
4,340.50 |
0.618 |
4,317.25 |
1.000 |
4,302.75 |
1.618 |
4,279.50 |
2.618 |
4,241.75 |
4.250 |
4,180.00 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,363.75 |
4,345.25 |
PP |
4,361.50 |
4,324.75 |
S1 |
4,359.50 |
4,304.00 |
|