Trading Metrics calculated at close of trading on 17-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
5,097.0 |
5,162.0 |
65.0 |
1.3% |
5,139.0 |
High |
5,127.0 |
5,180.0 |
53.0 |
1.0% |
5,184.0 |
Low |
5,088.0 |
5,161.0 |
73.0 |
1.4% |
5,077.0 |
Close |
5,126.0 |
5,162.0 |
36.0 |
0.7% |
5,180.0 |
Range |
39.0 |
19.0 |
-20.0 |
-51.3% |
107.0 |
ATR |
74.1 |
72.6 |
-1.4 |
-1.9% |
0.0 |
Volume |
79,279 |
1,913 |
-77,366 |
-97.6% |
158,800 |
|
Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,224.7 |
5,212.3 |
5,172.5 |
|
R3 |
5,205.7 |
5,193.3 |
5,167.2 |
|
R2 |
5,186.7 |
5,186.7 |
5,165.5 |
|
R1 |
5,174.3 |
5,174.3 |
5,163.7 |
5,171.5 |
PP |
5,167.7 |
5,167.7 |
5,167.7 |
5,166.3 |
S1 |
5,155.3 |
5,155.3 |
5,160.3 |
5,152.5 |
S2 |
5,148.7 |
5,148.7 |
5,158.5 |
|
S3 |
5,129.7 |
5,136.3 |
5,156.8 |
|
S4 |
5,110.7 |
5,117.3 |
5,151.6 |
|
|
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% |
50.4 |
1.0% |
58% |
False |
False |
72,795 |
10 |
5,216.0 |
5,072.0 |
144.0 |
2.8% |
50.5 |
1.0% |
63% |
False |
False |
51,674 |
20 |
5,216.0 |
4,805.0 |
411.0 |
8.0% |
61.2 |
1.2% |
87% |
False |
False |
40,656 |
40 |
5,216.0 |
4,644.0 |
572.0 |
11.1% |
68.3 |
1.3% |
91% |
False |
False |
36,151 |
60 |
5,297.0 |
4,644.0 |
653.0 |
12.7% |
72.8 |
1.4% |
79% |
False |
False |
33,405 |
80 |
5,297.0 |
4,644.0 |
653.0 |
12.7% |
69.2 |
1.3% |
79% |
False |
False |
29,243 |
100 |
5,307.0 |
4,644.0 |
663.0 |
12.8% |
62.1 |
1.2% |
78% |
False |
False |
23,432 |
120 |
5,307.0 |
4,644.0 |
663.0 |
12.8% |
57.2 |
1.1% |
78% |
False |
False |
19,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,260.8 |
2.618 |
5,229.7 |
1.618 |
5,210.7 |
1.000 |
5,199.0 |
0.618 |
5,191.7 |
HIGH |
5,180.0 |
0.618 |
5,172.7 |
0.500 |
5,170.5 |
0.382 |
5,168.3 |
LOW |
5,161.0 |
0.618 |
5,149.3 |
1.000 |
5,142.0 |
1.618 |
5,130.3 |
2.618 |
5,111.3 |
4.250 |
5,080.3 |
|
|
Fisher Pivots for day following 17-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,170.5 |
5,153.2 |
PP |
5,167.7 |
5,144.3 |
S1 |
5,164.8 |
5,135.5 |
|