Trading Metrics calculated at close of trading on 17-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,366.25 |
4,396.75 |
30.50 |
0.7% |
4,321.00 |
High |
4,416.50 |
4,422.00 |
5.50 |
0.1% |
4,361.25 |
Low |
4,349.00 |
4,369.00 |
20.00 |
0.5% |
4,229.75 |
Close |
4,397.50 |
4,402.25 |
4.75 |
0.1% |
4,352.75 |
Range |
67.50 |
53.00 |
-14.50 |
-21.5% |
131.50 |
ATR |
78.74 |
76.90 |
-1.84 |
-2.3% |
0.00 |
Volume |
65,619 |
51,815 |
-13,804 |
-21.0% |
1,327,464 |
|
Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,556.75 |
4,532.50 |
4,431.50 |
|
R3 |
4,503.75 |
4,479.50 |
4,416.75 |
|
R2 |
4,450.75 |
4,450.75 |
4,412.00 |
|
R1 |
4,426.50 |
4,426.50 |
4,407.00 |
4,438.50 |
PP |
4,397.75 |
4,397.75 |
4,397.75 |
4,403.75 |
S1 |
4,373.50 |
4,373.50 |
4,397.50 |
4,385.50 |
S2 |
4,344.75 |
4,344.75 |
4,392.50 |
|
S3 |
4,291.75 |
4,320.50 |
4,387.75 |
|
S4 |
4,238.75 |
4,267.50 |
4,373.00 |
|
|
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 |
4,422.00 |
4,282.50 |
139.50 |
3.2% |
54.25 |
1.2% |
86% |
True |
False |
90,475 |
10 |
4,422.00 |
4,229.75 |
192.25 |
4.4% |
60.75 |
1.4% |
90% |
True |
False |
191,226 |
20 |
4,422.00 |
4,084.75 |
337.25 |
7.7% |
68.50 |
1.6% |
94% |
True |
False |
222,387 |
40 |
4,422.00 |
3,862.25 |
559.75 |
12.7% |
92.25 |
2.1% |
96% |
True |
False |
303,346 |
60 |
4,697.75 |
3,862.25 |
835.50 |
19.0% |
97.50 |
2.2% |
65% |
False |
False |
313,457 |
80 |
4,734.75 |
3,862.25 |
872.50 |
19.8% |
92.25 |
2.1% |
62% |
False |
False |
262,387 |
100 |
4,734.75 |
3,862.25 |
872.50 |
19.8% |
85.50 |
1.9% |
62% |
False |
False |
209,963 |
120 |
4,734.75 |
3,862.25 |
872.50 |
19.8% |
84.25 |
1.9% |
62% |
False |
False |
175,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,647.25 |
2.618 |
4,560.75 |
1.618 |
4,507.75 |
1.000 |
4,475.00 |
0.618 |
4,454.75 |
HIGH |
4,422.00 |
0.618 |
4,401.75 |
0.500 |
4,395.50 |
0.382 |
4,389.25 |
LOW |
4,369.00 |
0.618 |
4,336.25 |
1.000 |
4,316.00 |
1.618 |
4,283.25 |
2.618 |
4,230.25 |
4.250 |
4,143.75 |
|
|
Fisher Pivots for day following 17-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,400.00 |
4,394.75 |
PP |
4,397.75 |
4,387.50 |
S1 |
4,395.50 |
4,380.00 |
|