Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,364.75 |
4,366.25 |
1.50 |
0.0% |
4,321.00 |
High |
4,372.00 |
4,416.50 |
44.50 |
1.0% |
4,361.25 |
Low |
4,338.00 |
4,349.00 |
11.00 |
0.3% |
4,229.75 |
Close |
4,364.50 |
4,397.50 |
33.00 |
0.8% |
4,352.75 |
Range |
34.00 |
67.50 |
33.50 |
98.5% |
131.50 |
ATR |
79.61 |
78.74 |
-0.86 |
-1.1% |
0.00 |
Volume |
71,625 |
65,619 |
-6,006 |
-8.4% |
1,327,464 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,590.25 |
4,561.25 |
4,434.50 |
|
R3 |
4,522.75 |
4,493.75 |
4,416.00 |
|
R2 |
4,455.25 |
4,455.25 |
4,410.00 |
|
R1 |
4,426.25 |
4,426.25 |
4,403.75 |
4,440.75 |
PP |
4,387.75 |
4,387.75 |
4,387.75 |
4,395.00 |
S1 |
4,358.75 |
4,358.75 |
4,391.25 |
4,373.25 |
S2 |
4,320.25 |
4,320.25 |
4,385.00 |
|
S3 |
4,252.75 |
4,291.25 |
4,379.00 |
|
S4 |
4,185.25 |
4,223.75 |
4,360.50 |
|
|
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 |
4,416.50 |
4,229.75 |
186.75 |
4.2% |
67.25 |
1.5% |
90% |
True |
False |
158,558 |
10 |
4,416.50 |
4,229.75 |
186.75 |
4.2% |
60.50 |
1.4% |
90% |
True |
False |
206,270 |
20 |
4,416.50 |
4,084.75 |
331.75 |
7.5% |
70.00 |
1.6% |
94% |
True |
False |
232,525 |
40 |
4,416.50 |
3,862.25 |
554.25 |
12.6% |
95.50 |
2.2% |
97% |
True |
False |
317,757 |
60 |
4,697.75 |
3,862.25 |
835.50 |
19.0% |
98.00 |
2.2% |
64% |
False |
False |
318,268 |
80 |
4,734.75 |
3,862.25 |
872.50 |
19.8% |
92.00 |
2.1% |
61% |
False |
False |
261,748 |
100 |
4,734.75 |
3,862.25 |
872.50 |
19.8% |
86.50 |
2.0% |
61% |
False |
False |
209,447 |
120 |
4,734.75 |
3,862.25 |
872.50 |
19.8% |
84.50 |
1.9% |
61% |
False |
False |
174,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,703.50 |
2.618 |
4,593.25 |
1.618 |
4,525.75 |
1.000 |
4,484.00 |
0.618 |
4,458.25 |
HIGH |
4,416.50 |
0.618 |
4,390.75 |
0.500 |
4,382.75 |
0.382 |
4,374.75 |
LOW |
4,349.00 |
0.618 |
4,307.25 |
1.000 |
4,281.50 |
1.618 |
4,239.75 |
2.618 |
4,172.25 |
4.250 |
4,062.00 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,392.50 |
4,390.75 |
PP |
4,387.75 |
4,384.00 |
S1 |
4,382.75 |
4,377.25 |
|