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 |
1,237.0 |
1,233.1 |
-3.9 |
-0.3% |
1,260.5 |
High |
1,238.7 |
1,264.8 |
26.1 |
2.1% |
1,287.8 |
Low |
1,226.0 |
1,227.0 |
1.0 |
0.1% |
1,237.5 |
Close |
1,231.0 |
1,229.8 |
-1.2 |
-0.1% |
1,259.4 |
Range |
12.7 |
37.8 |
25.1 |
197.6% |
50.3 |
ATR |
25.6 |
26.5 |
0.9 |
3.4% |
0.0 |
Volume |
185,326 |
203,811 |
18,485 |
10.0% |
1,182,817 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.9 |
1,329.7 |
1,250.6 |
|
R3 |
1,316.1 |
1,291.9 |
1,240.2 |
|
R2 |
1,278.3 |
1,278.3 |
1,236.7 |
|
R1 |
1,254.1 |
1,254.1 |
1,233.3 |
1,247.3 |
PP |
1,240.5 |
1,240.5 |
1,240.5 |
1,237.2 |
S1 |
1,216.3 |
1,216.3 |
1,226.3 |
1,209.5 |
S2 |
1,202.7 |
1,202.7 |
1,222.9 |
|
S3 |
1,164.9 |
1,178.5 |
1,219.4 |
|
S4 |
1,127.1 |
1,140.7 |
1,209.0 |
|
|
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% |
31.6 |
2.6% |
6% |
False |
False |
227,491 |
10 |
1,287.8 |
1,226.0 |
61.8 |
5.0% |
27.7 |
2.3% |
6% |
False |
False |
236,699 |
20 |
1,287.8 |
1,201.3 |
86.5 |
7.0% |
26.4 |
2.1% |
33% |
False |
False |
218,590 |
40 |
1,287.8 |
1,087.5 |
200.3 |
16.3% |
23.6 |
1.9% |
71% |
False |
False |
188,872 |
60 |
1,287.8 |
1,051.5 |
236.3 |
19.2% |
20.5 |
1.7% |
75% |
False |
False |
130,438 |
80 |
1,287.8 |
1,046.6 |
241.2 |
19.6% |
19.4 |
1.6% |
76% |
False |
False |
99,145 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.6% |
18.1 |
1.5% |
76% |
False |
False |
79,824 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.6% |
17.5 |
1.4% |
76% |
False |
False |
66,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,425.5 |
2.618 |
1,363.8 |
1.618 |
1,326.0 |
1.000 |
1,302.6 |
0.618 |
1,288.2 |
HIGH |
1,264.8 |
0.618 |
1,250.4 |
0.500 |
1,245.9 |
0.382 |
1,241.4 |
LOW |
1,227.0 |
0.618 |
1,203.6 |
1.000 |
1,189.2 |
1.618 |
1,165.8 |
2.618 |
1,128.0 |
4.250 |
1,066.4 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,245.9 |
1,245.4 |
PP |
1,240.5 |
1,240.2 |
S1 |
1,235.2 |
1,235.0 |
|