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 |
5,209.0 |
5,180.0 |
-29.0 |
-0.6% |
5,139.0 |
High |
5,216.0 |
5,183.0 |
-33.0 |
-0.6% |
5,184.0 |
Low |
5,171.0 |
5,100.0 |
-71.0 |
-1.4% |
5,077.0 |
Close |
5,173.0 |
5,105.0 |
-68.0 |
-1.3% |
5,180.0 |
Range |
45.0 |
83.0 |
38.0 |
84.4% |
107.0 |
ATR |
76.3 |
76.8 |
0.5 |
0.6% |
0.0 |
Volume |
84,340 |
164,739 |
80,399 |
95.3% |
158,800 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,378.3 |
5,324.7 |
5,150.7 |
|
R3 |
5,295.3 |
5,241.7 |
5,127.8 |
|
R2 |
5,212.3 |
5,212.3 |
5,120.2 |
|
R1 |
5,158.7 |
5,158.7 |
5,112.6 |
5,144.0 |
PP |
5,129.3 |
5,129.3 |
5,129.3 |
5,122.0 |
S1 |
5,075.7 |
5,075.7 |
5,097.4 |
5,061.0 |
S2 |
5,046.3 |
5,046.3 |
5,089.8 |
|
S3 |
4,963.3 |
4,992.7 |
5,082.2 |
|
S4 |
4,880.3 |
4,909.7 |
5,059.4 |
|
|
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% |
61.8 |
1.2% |
20% |
False |
False |
67,911 |
10 |
5,216.0 |
4,972.0 |
244.0 |
4.8% |
58.4 |
1.1% |
55% |
False |
False |
50,518 |
20 |
5,216.0 |
4,805.0 |
411.0 |
8.1% |
64.5 |
1.3% |
73% |
False |
False |
39,927 |
40 |
5,216.0 |
4,644.0 |
572.0 |
11.2% |
71.0 |
1.4% |
81% |
False |
False |
35,775 |
60 |
5,297.0 |
4,644.0 |
653.0 |
12.8% |
74.7 |
1.5% |
71% |
False |
False |
33,126 |
80 |
5,297.0 |
4,644.0 |
653.0 |
12.8% |
69.4 |
1.4% |
71% |
False |
False |
28,228 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.0% |
61.8 |
1.2% |
70% |
False |
False |
22,621 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.0% |
57.1 |
1.1% |
70% |
False |
False |
18,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,535.8 |
2.618 |
5,400.3 |
1.618 |
5,317.3 |
1.000 |
5,266.0 |
0.618 |
5,234.3 |
HIGH |
5,183.0 |
0.618 |
5,151.3 |
0.500 |
5,141.5 |
0.382 |
5,131.7 |
LOW |
5,100.0 |
0.618 |
5,048.7 |
1.000 |
5,017.0 |
1.618 |
4,965.7 |
2.618 |
4,882.7 |
4.250 |
4,747.3 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,141.5 |
5,158.0 |
PP |
5,129.3 |
5,140.3 |
S1 |
5,117.2 |
5,122.7 |
|