Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
5,153.0 |
5,209.0 |
56.0 |
1.1% |
5,139.0 |
High |
5,184.0 |
5,216.0 |
32.0 |
0.6% |
5,184.0 |
Low |
5,118.0 |
5,171.0 |
53.0 |
1.0% |
5,077.0 |
Close |
5,180.0 |
5,173.0 |
-7.0 |
-0.1% |
5,180.0 |
Range |
66.0 |
45.0 |
-21.0 |
-31.8% |
107.0 |
ATR |
78.7 |
76.3 |
-2.4 |
-3.1% |
0.0 |
Volume |
33,706 |
84,340 |
50,634 |
150.2% |
158,800 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,321.7 |
5,292.3 |
5,197.8 |
|
R3 |
5,276.7 |
5,247.3 |
5,185.4 |
|
R2 |
5,231.7 |
5,231.7 |
5,181.3 |
|
R1 |
5,202.3 |
5,202.3 |
5,177.1 |
5,194.5 |
PP |
5,186.7 |
5,186.7 |
5,186.7 |
5,182.8 |
S1 |
5,157.3 |
5,157.3 |
5,168.9 |
5,149.5 |
S2 |
5,141.7 |
5,141.7 |
5,164.8 |
|
S3 |
5,096.7 |
5,112.3 |
5,160.6 |
|
S4 |
5,051.7 |
5,067.3 |
5,148.3 |
|
|
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 |
5,216.0 |
5,077.0 |
139.0 |
2.7% |
61.2 |
1.2% |
69% |
True |
False |
43,368 |
10 |
5,216.0 |
4,846.0 |
370.0 |
7.2% |
57.9 |
1.1% |
88% |
True |
False |
37,256 |
20 |
5,216.0 |
4,773.0 |
443.0 |
8.6% |
65.6 |
1.3% |
90% |
True |
False |
33,397 |
40 |
5,216.0 |
4,644.0 |
572.0 |
11.1% |
70.8 |
1.4% |
92% |
True |
False |
32,456 |
60 |
5,297.0 |
4,644.0 |
653.0 |
12.6% |
74.8 |
1.4% |
81% |
False |
False |
31,522 |
80 |
5,297.0 |
4,644.0 |
653.0 |
12.6% |
68.6 |
1.3% |
81% |
False |
False |
26,183 |
100 |
5,307.0 |
4,644.0 |
663.0 |
12.8% |
61.0 |
1.2% |
80% |
False |
False |
20,974 |
120 |
5,307.0 |
4,644.0 |
663.0 |
12.8% |
56.7 |
1.1% |
80% |
False |
False |
17,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,407.3 |
2.618 |
5,333.8 |
1.618 |
5,288.8 |
1.000 |
5,261.0 |
0.618 |
5,243.8 |
HIGH |
5,216.0 |
0.618 |
5,198.8 |
0.500 |
5,193.5 |
0.382 |
5,188.2 |
LOW |
5,171.0 |
0.618 |
5,143.2 |
1.000 |
5,126.0 |
1.618 |
5,098.2 |
2.618 |
5,053.2 |
4.250 |
4,979.8 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,193.5 |
5,171.0 |
PP |
5,186.7 |
5,169.0 |
S1 |
5,179.8 |
5,167.0 |
|