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 |
1,250.9 |
1,237.0 |
-13.9 |
-1.1% |
1,260.5 |
High |
1,261.9 |
1,238.7 |
-23.2 |
-1.8% |
1,287.8 |
Low |
1,229.9 |
1,226.0 |
-3.9 |
-0.3% |
1,237.5 |
Close |
1,245.1 |
1,231.0 |
-14.1 |
-1.1% |
1,259.4 |
Range |
32.0 |
12.7 |
-19.3 |
-60.3% |
50.3 |
ATR |
26.1 |
25.6 |
-0.5 |
-1.9% |
0.0 |
Volume |
207,557 |
185,326 |
-22,231 |
-10.7% |
1,182,817 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.0 |
1,263.2 |
1,238.0 |
|
R3 |
1,257.3 |
1,250.5 |
1,234.5 |
|
R2 |
1,244.6 |
1,244.6 |
1,233.3 |
|
R1 |
1,237.8 |
1,237.8 |
1,232.2 |
1,234.9 |
PP |
1,231.9 |
1,231.9 |
1,231.9 |
1,230.4 |
S1 |
1,225.1 |
1,225.1 |
1,229.8 |
1,222.2 |
S2 |
1,219.2 |
1,219.2 |
1,228.7 |
|
S3 |
1,206.5 |
1,212.4 |
1,227.5 |
|
S4 |
1,193.8 |
1,199.7 |
1,224.0 |
|
|
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 |
1,226.0 |
61.8 |
5.0% |
28.5 |
2.3% |
8% |
False |
True |
231,357 |
10 |
1,287.8 |
1,225.1 |
62.7 |
5.1% |
25.9 |
2.1% |
9% |
False |
False |
234,595 |
20 |
1,287.8 |
1,196.2 |
91.6 |
7.4% |
25.4 |
2.1% |
38% |
False |
False |
216,522 |
40 |
1,287.8 |
1,082.3 |
205.5 |
16.7% |
23.0 |
1.9% |
72% |
False |
False |
184,381 |
60 |
1,287.8 |
1,047.4 |
240.4 |
19.5% |
20.3 |
1.7% |
76% |
False |
False |
127,205 |
80 |
1,287.8 |
1,046.6 |
241.2 |
19.6% |
19.1 |
1.5% |
76% |
False |
False |
96,638 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.6% |
17.8 |
1.4% |
76% |
False |
False |
77,788 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.6% |
17.2 |
1.4% |
76% |
False |
False |
65,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.7 |
2.618 |
1,271.9 |
1.618 |
1,259.2 |
1.000 |
1,251.4 |
0.618 |
1,246.5 |
HIGH |
1,238.7 |
0.618 |
1,233.8 |
0.500 |
1,232.4 |
0.382 |
1,230.9 |
LOW |
1,226.0 |
0.618 |
1,218.2 |
1.000 |
1,213.3 |
1.618 |
1,205.5 |
2.618 |
1,192.8 |
4.250 |
1,172.0 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,232.4 |
1,256.9 |
PP |
1,231.9 |
1,248.3 |
S1 |
1,231.5 |
1,239.6 |
|