Trading Metrics calculated at close of trading on 11-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
5,175.0 |
5,153.0 |
-22.0 |
-0.4% |
5,139.0 |
High |
5,177.0 |
5,184.0 |
7.0 |
0.1% |
5,184.0 |
Low |
5,145.0 |
5,118.0 |
-27.0 |
-0.5% |
5,077.0 |
Close |
5,158.0 |
5,180.0 |
22.0 |
0.4% |
5,180.0 |
Range |
32.0 |
66.0 |
34.0 |
106.3% |
107.0 |
ATR |
79.7 |
78.7 |
-1.0 |
-1.2% |
0.0 |
Volume |
23,882 |
33,706 |
9,824 |
41.1% |
158,800 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,358.7 |
5,335.3 |
5,216.3 |
|
R3 |
5,292.7 |
5,269.3 |
5,198.2 |
|
R2 |
5,226.7 |
5,226.7 |
5,192.1 |
|
R1 |
5,203.3 |
5,203.3 |
5,186.1 |
5,215.0 |
PP |
5,160.7 |
5,160.7 |
5,160.7 |
5,166.5 |
S1 |
5,137.3 |
5,137.3 |
5,174.0 |
5,149.0 |
S2 |
5,094.7 |
5,094.7 |
5,167.9 |
|
S3 |
5,028.7 |
5,071.3 |
5,161.9 |
|
S4 |
4,962.7 |
5,005.3 |
5,143.7 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,468.0 |
5,431.0 |
5,238.9 |
|
R3 |
5,361.0 |
5,324.0 |
5,209.4 |
|
R2 |
5,254.0 |
5,254.0 |
5,199.6 |
|
R1 |
5,217.0 |
5,217.0 |
5,189.8 |
5,235.5 |
PP |
5,147.0 |
5,147.0 |
5,147.0 |
5,156.3 |
S1 |
5,110.0 |
5,110.0 |
5,170.2 |
5,128.5 |
S2 |
5,040.0 |
5,040.0 |
5,160.4 |
|
S3 |
4,933.0 |
5,003.0 |
5,150.6 |
|
S4 |
4,826.0 |
4,896.0 |
5,121.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,184.0 |
5,077.0 |
107.0 |
2.1% |
58.6 |
1.1% |
96% |
True |
False |
31,760 |
10 |
5,184.0 |
4,846.0 |
338.0 |
6.5% |
58.7 |
1.1% |
99% |
True |
False |
31,878 |
20 |
5,184.0 |
4,732.0 |
452.0 |
8.7% |
67.0 |
1.3% |
99% |
True |
False |
30,696 |
40 |
5,184.0 |
4,644.0 |
540.0 |
10.4% |
73.0 |
1.4% |
99% |
True |
False |
31,182 |
60 |
5,297.0 |
4,644.0 |
653.0 |
12.6% |
75.2 |
1.5% |
82% |
False |
False |
32,110 |
80 |
5,297.0 |
4,644.0 |
653.0 |
12.6% |
68.9 |
1.3% |
82% |
False |
False |
25,129 |
100 |
5,307.0 |
4,644.0 |
663.0 |
12.8% |
60.5 |
1.2% |
81% |
False |
False |
20,130 |
120 |
5,307.0 |
4,644.0 |
663.0 |
12.8% |
56.4 |
1.1% |
81% |
False |
False |
16,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,464.5 |
2.618 |
5,356.8 |
1.618 |
5,290.8 |
1.000 |
5,250.0 |
0.618 |
5,224.8 |
HIGH |
5,184.0 |
0.618 |
5,158.8 |
0.500 |
5,151.0 |
0.382 |
5,143.2 |
LOW |
5,118.0 |
0.618 |
5,077.2 |
1.000 |
5,052.0 |
1.618 |
5,011.2 |
2.618 |
4,945.2 |
4.250 |
4,837.5 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,170.3 |
5,163.5 |
PP |
5,160.7 |
5,147.0 |
S1 |
5,151.0 |
5,130.5 |
|