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 |
4,352.75 |
4,364.75 |
12.00 |
0.3% |
4,321.00 |
High |
4,378.25 |
4,372.00 |
-6.25 |
-0.1% |
4,361.25 |
Low |
4,340.50 |
4,338.00 |
-2.50 |
-0.1% |
4,229.75 |
Close |
4,366.00 |
4,364.50 |
-1.50 |
0.0% |
4,352.75 |
Range |
37.75 |
34.00 |
-3.75 |
-9.9% |
131.50 |
ATR |
83.11 |
79.61 |
-3.51 |
-4.2% |
0.00 |
Volume |
106,669 |
71,625 |
-35,044 |
-32.9% |
1,327,464 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,460.25 |
4,446.25 |
4,383.25 |
|
R3 |
4,426.25 |
4,412.25 |
4,373.75 |
|
R2 |
4,392.25 |
4,392.25 |
4,370.75 |
|
R1 |
4,378.25 |
4,378.25 |
4,367.50 |
4,368.25 |
PP |
4,358.25 |
4,358.25 |
4,358.25 |
4,353.00 |
S1 |
4,344.25 |
4,344.25 |
4,361.50 |
4,334.25 |
S2 |
4,324.25 |
4,324.25 |
4,358.25 |
|
S3 |
4,290.25 |
4,310.25 |
4,355.25 |
|
S4 |
4,256.25 |
4,276.25 |
4,345.75 |
|
|
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% |
62.00 |
1.4% |
91% |
False |
False |
193,079 |
10 |
4,378.25 |
4,229.75 |
148.50 |
3.4% |
59.50 |
1.4% |
91% |
False |
False |
226,283 |
20 |
4,378.25 |
4,068.25 |
310.00 |
7.1% |
73.75 |
1.7% |
96% |
False |
False |
243,827 |
40 |
4,378.25 |
3,862.25 |
516.00 |
11.8% |
97.00 |
2.2% |
97% |
False |
False |
328,011 |
60 |
4,697.75 |
3,862.25 |
835.50 |
19.1% |
98.75 |
2.3% |
60% |
False |
False |
322,519 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.0% |
92.25 |
2.1% |
58% |
False |
False |
260,932 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.0% |
86.25 |
2.0% |
58% |
False |
False |
208,791 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.0% |
84.25 |
1.9% |
58% |
False |
False |
174,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,516.50 |
2.618 |
4,461.00 |
1.618 |
4,427.00 |
1.000 |
4,406.00 |
0.618 |
4,393.00 |
HIGH |
4,372.00 |
0.618 |
4,359.00 |
0.500 |
4,355.00 |
0.382 |
4,351.00 |
LOW |
4,338.00 |
0.618 |
4,317.00 |
1.000 |
4,304.00 |
1.618 |
4,283.00 |
2.618 |
4,249.00 |
4.250 |
4,193.50 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,361.25 |
4,353.00 |
PP |
4,358.25 |
4,341.75 |
S1 |
4,355.00 |
4,330.50 |
|