Trading Metrics calculated at close of trading on 18-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,396.75 |
4,404.75 |
8.00 |
0.2% |
4,352.75 |
High |
4,422.00 |
4,425.81 |
3.81 |
0.1% |
4,425.81 |
Low |
4,369.00 |
4,394.00 |
25.00 |
0.6% |
4,338.00 |
Close |
4,402.25 |
4,425.81 |
23.56 |
0.5% |
4,425.81 |
Range |
53.00 |
31.81 |
-21.19 |
-40.0% |
87.81 |
ATR |
76.90 |
73.68 |
-3.22 |
-4.2% |
0.00 |
Volume |
51,815 |
5,160 |
-46,655 |
-90.0% |
300,888 |
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,510.75 |
4,500.00 |
4,443.25 |
|
R3 |
4,478.75 |
4,468.25 |
4,434.50 |
|
R2 |
4,447.00 |
4,447.00 |
4,431.75 |
|
R1 |
4,436.50 |
4,436.50 |
4,428.75 |
4,441.75 |
PP |
4,415.25 |
4,415.25 |
4,415.25 |
4,417.75 |
S1 |
4,404.50 |
4,404.50 |
4,423.00 |
4,410.00 |
S2 |
4,383.50 |
4,383.50 |
4,420.00 |
|
S3 |
4,351.50 |
4,372.75 |
4,417.00 |
|
S4 |
4,319.75 |
4,341.00 |
4,408.25 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,660.00 |
4,630.75 |
4,474.00 |
|
R3 |
4,572.25 |
4,543.00 |
4,450.00 |
|
R2 |
4,484.25 |
4,484.25 |
4,442.00 |
|
R1 |
4,455.00 |
4,455.00 |
4,433.75 |
4,469.75 |
PP |
4,396.50 |
4,396.50 |
4,396.50 |
4,403.75 |
S1 |
4,367.25 |
4,367.25 |
4,417.75 |
4,382.00 |
S2 |
4,308.75 |
4,308.75 |
4,409.75 |
|
S3 |
4,221.00 |
4,279.50 |
4,401.75 |
|
S4 |
4,133.00 |
4,191.75 |
4,377.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,425.81 |
4,338.00 |
87.81 |
2.0% |
44.75 |
1.0% |
100% |
True |
False |
60,177 |
10 |
4,425.81 |
4,229.75 |
196.06 |
4.4% |
58.25 |
1.3% |
100% |
True |
False |
162,835 |
20 |
4,425.81 |
4,084.75 |
341.06 |
7.7% |
67.25 |
1.5% |
100% |
True |
False |
211,194 |
40 |
4,425.81 |
3,862.25 |
563.56 |
12.7% |
90.25 |
2.0% |
100% |
True |
False |
289,623 |
60 |
4,697.75 |
3,862.25 |
835.50 |
18.9% |
97.00 |
2.2% |
67% |
False |
False |
310,599 |
80 |
4,734.75 |
3,862.25 |
872.50 |
19.7% |
92.25 |
2.1% |
65% |
False |
False |
262,448 |
100 |
4,734.75 |
3,862.25 |
872.50 |
19.7% |
85.25 |
1.9% |
65% |
False |
False |
210,011 |
120 |
4,734.75 |
3,862.25 |
872.50 |
19.7% |
83.50 |
1.9% |
65% |
False |
False |
175,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,561.00 |
2.618 |
4,509.00 |
1.618 |
4,477.25 |
1.000 |
4,457.50 |
0.618 |
4,445.50 |
HIGH |
4,425.75 |
0.618 |
4,413.75 |
0.500 |
4,410.00 |
0.382 |
4,406.25 |
LOW |
4,394.00 |
0.618 |
4,374.25 |
1.000 |
4,362.25 |
1.618 |
4,342.50 |
2.618 |
4,310.75 |
4.250 |
4,258.75 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,420.50 |
4,413.00 |
PP |
4,415.25 |
4,400.25 |
S1 |
4,410.00 |
4,387.50 |
|