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 |
2,019.25 |
2,019.00 |
-0.25 |
0.0% |
1,994.50 |
High |
2,024.50 |
2,019.50 |
-5.00 |
-0.2% |
2,022.25 |
Low |
2,012.00 |
2,004.50 |
-7.50 |
-0.4% |
1,967.25 |
Close |
2,018.75 |
2,015.75 |
-3.00 |
-0.1% |
2,020.00 |
Range |
12.50 |
15.00 |
2.50 |
20.0% |
55.00 |
ATR |
31.06 |
29.92 |
-1.15 |
-3.7% |
0.00 |
Volume |
880,362 |
923,452 |
43,090 |
4.9% |
9,268,305 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,058.25 |
2,052.00 |
2,024.00 |
|
R3 |
2,043.25 |
2,037.00 |
2,020.00 |
|
R2 |
2,028.25 |
2,028.25 |
2,018.50 |
|
R1 |
2,022.00 |
2,022.00 |
2,017.00 |
2,017.50 |
PP |
2,013.25 |
2,013.25 |
2,013.25 |
2,011.00 |
S1 |
2,007.00 |
2,007.00 |
2,014.50 |
2,002.50 |
S2 |
1,998.25 |
1,998.25 |
2,013.00 |
|
S3 |
1,983.25 |
1,992.00 |
2,011.50 |
|
S4 |
1,968.25 |
1,977.00 |
2,007.50 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,168.25 |
2,149.00 |
2,050.25 |
|
R3 |
2,113.25 |
2,094.00 |
2,035.00 |
|
R2 |
2,058.25 |
2,058.25 |
2,030.00 |
|
R1 |
2,039.00 |
2,039.00 |
2,025.00 |
2,048.50 |
PP |
2,003.25 |
2,003.25 |
2,003.25 |
2,008.00 |
S1 |
1,984.00 |
1,984.00 |
2,015.00 |
1,993.50 |
S2 |
1,948.25 |
1,948.25 |
2,010.00 |
|
S3 |
1,893.25 |
1,929.00 |
2,005.00 |
|
S4 |
1,838.25 |
1,874.00 |
1,989.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,024.50 |
1,967.25 |
57.25 |
2.8% |
24.25 |
1.2% |
85% |
False |
False |
1,501,500 |
10 |
2,024.50 |
1,966.25 |
58.25 |
2.9% |
22.50 |
1.1% |
85% |
False |
False |
1,669,698 |
20 |
2,024.50 |
1,881.50 |
143.00 |
7.1% |
27.25 |
1.3% |
94% |
False |
False |
1,735,394 |
40 |
2,024.50 |
1,802.50 |
222.00 |
11.0% |
36.00 |
1.8% |
96% |
False |
False |
2,070,557 |
60 |
2,075.00 |
1,802.50 |
272.50 |
13.5% |
37.25 |
1.9% |
78% |
False |
False |
2,003,291 |
80 |
2,097.75 |
1,802.50 |
295.25 |
14.6% |
35.50 |
1.8% |
72% |
False |
False |
1,637,536 |
100 |
2,102.75 |
1,802.50 |
300.25 |
14.9% |
33.50 |
1.7% |
71% |
False |
False |
1,310,793 |
120 |
2,102.75 |
1,802.50 |
300.25 |
14.9% |
33.00 |
1.6% |
71% |
False |
False |
1,093,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,083.25 |
2.618 |
2,058.75 |
1.618 |
2,043.75 |
1.000 |
2,034.50 |
0.618 |
2,028.75 |
HIGH |
2,019.50 |
0.618 |
2,013.75 |
0.500 |
2,012.00 |
0.382 |
2,010.25 |
LOW |
2,004.50 |
0.618 |
1,995.25 |
1.000 |
1,989.50 |
1.618 |
1,980.25 |
2.618 |
1,965.25 |
4.250 |
1,940.75 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
2,014.50 |
2,012.50 |
PP |
2,013.25 |
2,009.25 |
S1 |
2,012.00 |
2,006.00 |
|