Trading Metrics calculated at close of trading on 21-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,257.7 |
1,255.2 |
-2.5 |
-0.2% |
1,250.9 |
High |
1,267.7 |
1,256.7 |
-11.0 |
-0.9% |
1,271.9 |
Low |
1,248.4 |
1,241.2 |
-7.2 |
-0.6% |
1,226.0 |
Close |
1,254.3 |
1,244.2 |
-10.1 |
-0.8% |
1,254.3 |
Range |
19.3 |
15.5 |
-3.8 |
-19.7% |
45.9 |
ATR |
27.0 |
26.2 |
-0.8 |
-3.0% |
0.0 |
Volume |
158,071 |
176,624 |
18,553 |
11.7% |
962,889 |
|
Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,293.9 |
1,284.5 |
1,252.7 |
|
R3 |
1,278.4 |
1,269.0 |
1,248.5 |
|
R2 |
1,262.9 |
1,262.9 |
1,247.0 |
|
R1 |
1,253.5 |
1,253.5 |
1,245.6 |
1,250.5 |
PP |
1,247.4 |
1,247.4 |
1,247.4 |
1,245.8 |
S1 |
1,238.0 |
1,238.0 |
1,242.8 |
1,235.0 |
S2 |
1,231.9 |
1,231.9 |
1,241.4 |
|
S3 |
1,216.4 |
1,222.5 |
1,239.9 |
|
S4 |
1,200.9 |
1,207.0 |
1,235.7 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.4 |
1,367.3 |
1,279.5 |
|
R3 |
1,342.5 |
1,321.4 |
1,266.9 |
|
R2 |
1,296.6 |
1,296.6 |
1,262.7 |
|
R1 |
1,275.5 |
1,275.5 |
1,258.5 |
1,286.1 |
PP |
1,250.7 |
1,250.7 |
1,250.7 |
1,256.0 |
S1 |
1,229.6 |
1,229.6 |
1,250.1 |
1,240.2 |
S2 |
1,204.8 |
1,204.8 |
1,245.9 |
|
S3 |
1,158.9 |
1,183.7 |
1,241.7 |
|
S4 |
1,113.0 |
1,137.8 |
1,229.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,271.9 |
1,226.0 |
45.9 |
3.7% |
20.4 |
1.6% |
40% |
False |
False |
186,391 |
10 |
1,287.8 |
1,226.0 |
61.8 |
5.0% |
25.0 |
2.0% |
29% |
False |
False |
210,954 |
20 |
1,287.8 |
1,207.6 |
80.2 |
6.4% |
25.0 |
2.0% |
46% |
False |
False |
219,364 |
40 |
1,287.8 |
1,097.6 |
190.2 |
15.3% |
23.8 |
1.9% |
77% |
False |
False |
199,406 |
60 |
1,287.8 |
1,058.1 |
229.7 |
18.5% |
20.6 |
1.7% |
81% |
False |
False |
139,383 |
80 |
1,287.8 |
1,046.6 |
241.2 |
19.4% |
19.6 |
1.6% |
82% |
False |
False |
105,734 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.4% |
18.3 |
1.5% |
82% |
False |
False |
85,224 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.4% |
17.5 |
1.4% |
82% |
False |
False |
71,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.6 |
2.618 |
1,297.3 |
1.618 |
1,281.8 |
1.000 |
1,272.2 |
0.618 |
1,266.3 |
HIGH |
1,256.7 |
0.618 |
1,250.8 |
0.500 |
1,249.0 |
0.382 |
1,247.1 |
LOW |
1,241.2 |
0.618 |
1,231.6 |
1.000 |
1,225.7 |
1.618 |
1,216.1 |
2.618 |
1,200.6 |
4.250 |
1,175.3 |
|
|
Fisher Pivots for day following 21-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,249.0 |
1,256.6 |
PP |
1,247.4 |
1,252.4 |
S1 |
1,245.8 |
1,248.3 |
|