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 |
1,272.0 |
1,250.9 |
-21.1 |
-1.7% |
1,260.5 |
High |
1,287.8 |
1,261.9 |
-25.9 |
-2.0% |
1,287.8 |
Low |
1,249.0 |
1,229.9 |
-19.1 |
-1.5% |
1,237.5 |
Close |
1,259.4 |
1,245.1 |
-14.3 |
-1.1% |
1,259.4 |
Range |
38.8 |
32.0 |
-6.8 |
-17.5% |
50.3 |
ATR |
25.7 |
26.1 |
0.5 |
1.8% |
0.0 |
Volume |
235,781 |
207,557 |
-28,224 |
-12.0% |
1,182,817 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.6 |
1,325.4 |
1,262.7 |
|
R3 |
1,309.6 |
1,293.4 |
1,253.9 |
|
R2 |
1,277.6 |
1,277.6 |
1,251.0 |
|
R1 |
1,261.4 |
1,261.4 |
1,248.0 |
1,253.5 |
PP |
1,245.6 |
1,245.6 |
1,245.6 |
1,241.7 |
S1 |
1,229.4 |
1,229.4 |
1,242.2 |
1,221.5 |
S2 |
1,213.6 |
1,213.6 |
1,239.2 |
|
S3 |
1,181.6 |
1,197.4 |
1,236.3 |
|
S4 |
1,149.6 |
1,165.4 |
1,227.5 |
|
|
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 |
1,229.9 |
57.9 |
4.7% |
29.5 |
2.4% |
26% |
False |
True |
235,517 |
10 |
1,287.8 |
1,225.1 |
62.7 |
5.0% |
26.8 |
2.1% |
32% |
False |
False |
238,623 |
20 |
1,287.8 |
1,191.5 |
96.3 |
7.7% |
27.0 |
2.2% |
56% |
False |
False |
224,296 |
40 |
1,287.8 |
1,076.2 |
211.6 |
17.0% |
23.2 |
1.9% |
80% |
False |
False |
180,142 |
60 |
1,287.8 |
1,047.4 |
240.4 |
19.3% |
20.4 |
1.6% |
82% |
False |
False |
124,216 |
80 |
1,287.8 |
1,046.6 |
241.2 |
19.4% |
19.1 |
1.5% |
82% |
False |
False |
94,363 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.4% |
17.8 |
1.4% |
82% |
False |
False |
75,941 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.4% |
17.2 |
1.4% |
82% |
False |
False |
63,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,397.9 |
2.618 |
1,345.7 |
1.618 |
1,313.7 |
1.000 |
1,293.9 |
0.618 |
1,281.7 |
HIGH |
1,261.9 |
0.618 |
1,249.7 |
0.500 |
1,245.9 |
0.382 |
1,242.1 |
LOW |
1,229.9 |
0.618 |
1,210.1 |
1.000 |
1,197.9 |
1.618 |
1,178.1 |
2.618 |
1,146.1 |
4.250 |
1,093.9 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,245.9 |
1,258.9 |
PP |
1,245.6 |
1,254.3 |
S1 |
1,245.4 |
1,249.7 |
|