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 |
1,253.7 |
1,272.0 |
18.3 |
1.5% |
1,260.5 |
High |
1,274.3 |
1,287.8 |
13.5 |
1.1% |
1,287.8 |
Low |
1,237.5 |
1,249.0 |
11.5 |
0.9% |
1,237.5 |
Close |
1,272.8 |
1,259.4 |
-13.4 |
-1.1% |
1,259.4 |
Range |
36.8 |
38.8 |
2.0 |
5.4% |
50.3 |
ATR |
24.7 |
25.7 |
1.0 |
4.1% |
0.0 |
Volume |
304,980 |
235,781 |
-69,199 |
-22.7% |
1,182,817 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.8 |
1,359.4 |
1,280.7 |
|
R3 |
1,343.0 |
1,320.6 |
1,270.1 |
|
R2 |
1,304.2 |
1,304.2 |
1,266.5 |
|
R1 |
1,281.8 |
1,281.8 |
1,263.0 |
1,273.6 |
PP |
1,265.4 |
1,265.4 |
1,265.4 |
1,261.3 |
S1 |
1,243.0 |
1,243.0 |
1,255.8 |
1,234.8 |
S2 |
1,226.6 |
1,226.6 |
1,252.3 |
|
S3 |
1,187.8 |
1,204.2 |
1,248.7 |
|
S4 |
1,149.0 |
1,165.4 |
1,238.1 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,412.5 |
1,386.2 |
1,287.1 |
|
R3 |
1,362.2 |
1,335.9 |
1,273.2 |
|
R2 |
1,311.9 |
1,311.9 |
1,268.6 |
|
R1 |
1,285.6 |
1,285.6 |
1,264.0 |
1,273.6 |
PP |
1,261.6 |
1,261.6 |
1,261.6 |
1,255.6 |
S1 |
1,235.3 |
1,235.3 |
1,254.8 |
1,223.3 |
S2 |
1,211.3 |
1,211.3 |
1,250.2 |
|
S3 |
1,161.0 |
1,185.0 |
1,245.6 |
|
S4 |
1,110.7 |
1,134.7 |
1,231.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,287.8 |
1,237.5 |
50.3 |
4.0% |
26.5 |
2.1% |
44% |
True |
False |
236,563 |
10 |
1,287.8 |
1,216.3 |
71.5 |
5.7% |
26.1 |
2.1% |
60% |
True |
False |
236,212 |
20 |
1,287.8 |
1,191.5 |
96.3 |
7.6% |
26.2 |
2.1% |
71% |
True |
False |
223,474 |
40 |
1,287.8 |
1,071.3 |
216.5 |
17.2% |
23.0 |
1.8% |
87% |
True |
False |
175,772 |
60 |
1,287.8 |
1,047.4 |
240.4 |
19.1% |
20.0 |
1.6% |
88% |
True |
False |
120,785 |
80 |
1,287.8 |
1,046.6 |
241.2 |
19.2% |
18.9 |
1.5% |
88% |
True |
False |
91,811 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.2% |
17.6 |
1.4% |
88% |
True |
False |
73,873 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.2% |
17.0 |
1.3% |
88% |
True |
False |
61,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,452.7 |
2.618 |
1,389.4 |
1.618 |
1,350.6 |
1.000 |
1,326.6 |
0.618 |
1,311.8 |
HIGH |
1,287.8 |
0.618 |
1,273.0 |
0.500 |
1,268.4 |
0.382 |
1,263.8 |
LOW |
1,249.0 |
0.618 |
1,225.0 |
1.000 |
1,210.2 |
1.618 |
1,186.2 |
2.618 |
1,147.4 |
4.250 |
1,084.1 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,268.4 |
1,262.7 |
PP |
1,265.4 |
1,261.6 |
S1 |
1,262.4 |
1,260.5 |
|