Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
5,180.0 |
5,097.0 |
-83.0 |
-1.6% |
5,139.0 |
High |
5,183.0 |
5,127.0 |
-56.0 |
-1.1% |
5,184.0 |
Low |
5,100.0 |
5,088.0 |
-12.0 |
-0.2% |
5,077.0 |
Close |
5,105.0 |
5,126.0 |
21.0 |
0.4% |
5,180.0 |
Range |
83.0 |
39.0 |
-44.0 |
-53.0% |
107.0 |
ATR |
76.8 |
74.1 |
-2.7 |
-3.5% |
0.0 |
Volume |
164,739 |
79,279 |
-85,460 |
-51.9% |
158,800 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,230.7 |
5,217.3 |
5,147.5 |
|
R3 |
5,191.7 |
5,178.3 |
5,136.7 |
|
R2 |
5,152.7 |
5,152.7 |
5,133.2 |
|
R1 |
5,139.3 |
5,139.3 |
5,129.6 |
5,146.0 |
PP |
5,113.7 |
5,113.7 |
5,113.7 |
5,117.0 |
S1 |
5,100.3 |
5,100.3 |
5,122.4 |
5,107.0 |
S2 |
5,074.7 |
5,074.7 |
5,118.9 |
|
S3 |
5,035.7 |
5,061.3 |
5,115.3 |
|
S4 |
4,996.7 |
5,022.3 |
5,104.6 |
|
|
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 |
5,088.0 |
128.0 |
2.5% |
53.0 |
1.0% |
30% |
False |
True |
77,189 |
10 |
5,216.0 |
5,015.0 |
201.0 |
3.9% |
55.3 |
1.1% |
55% |
False |
False |
54,771 |
20 |
5,216.0 |
4,805.0 |
411.0 |
8.0% |
63.3 |
1.2% |
78% |
False |
False |
42,256 |
40 |
5,216.0 |
4,644.0 |
572.0 |
11.2% |
70.2 |
1.4% |
84% |
False |
False |
37,040 |
60 |
5,297.0 |
4,644.0 |
653.0 |
12.7% |
74.0 |
1.4% |
74% |
False |
False |
33,887 |
80 |
5,297.0 |
4,644.0 |
653.0 |
12.7% |
69.0 |
1.3% |
74% |
False |
False |
29,219 |
100 |
5,307.0 |
4,644.0 |
663.0 |
12.9% |
62.2 |
1.2% |
73% |
False |
False |
23,414 |
120 |
5,307.0 |
4,644.0 |
663.0 |
12.9% |
57.1 |
1.1% |
73% |
False |
False |
19,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,292.8 |
2.618 |
5,229.1 |
1.618 |
5,190.1 |
1.000 |
5,166.0 |
0.618 |
5,151.1 |
HIGH |
5,127.0 |
0.618 |
5,112.1 |
0.500 |
5,107.5 |
0.382 |
5,102.9 |
LOW |
5,088.0 |
0.618 |
5,063.9 |
1.000 |
5,049.0 |
1.618 |
5,024.9 |
2.618 |
4,985.9 |
4.250 |
4,922.3 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,119.8 |
5,152.0 |
PP |
5,113.7 |
5,143.3 |
S1 |
5,107.5 |
5,134.7 |
|