Trading Metrics calculated at close of trading on 24-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,248.5 |
1,220.7 |
-27.8 |
-2.2% |
1,250.9 |
High |
1,249.8 |
1,224.2 |
-25.6 |
-2.0% |
1,271.9 |
Low |
1,215.4 |
1,211.2 |
-4.2 |
-0.3% |
1,226.0 |
Close |
1,224.0 |
1,221.6 |
-2.4 |
-0.2% |
1,254.3 |
Range |
34.4 |
13.0 |
-21.4 |
-62.2% |
45.9 |
ATR |
26.2 |
25.3 |
-0.9 |
-3.6% |
0.0 |
Volume |
266,165 |
169,701 |
-96,464 |
-36.2% |
962,889 |
|
Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.0 |
1,252.8 |
1,228.8 |
|
R3 |
1,245.0 |
1,239.8 |
1,225.2 |
|
R2 |
1,232.0 |
1,232.0 |
1,224.0 |
|
R1 |
1,226.8 |
1,226.8 |
1,222.8 |
1,229.4 |
PP |
1,219.0 |
1,219.0 |
1,219.0 |
1,220.3 |
S1 |
1,213.8 |
1,213.8 |
1,220.4 |
1,216.4 |
S2 |
1,206.0 |
1,206.0 |
1,219.2 |
|
S3 |
1,193.0 |
1,200.8 |
1,218.0 |
|
S4 |
1,180.0 |
1,187.8 |
1,214.5 |
|
|
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 |
1,267.7 |
1,211.2 |
56.5 |
4.6% |
20.1 |
1.6% |
18% |
False |
True |
193,258 |
10 |
1,287.8 |
1,211.2 |
76.6 |
6.3% |
23.8 |
2.0% |
14% |
False |
True |
200,689 |
20 |
1,287.8 |
1,211.2 |
76.6 |
6.3% |
24.5 |
2.0% |
14% |
False |
True |
217,597 |
40 |
1,287.8 |
1,108.5 |
179.3 |
14.7% |
24.4 |
2.0% |
63% |
False |
False |
207,930 |
60 |
1,287.8 |
1,058.1 |
229.7 |
18.8% |
21.3 |
1.7% |
71% |
False |
False |
149,663 |
80 |
1,287.8 |
1,046.6 |
241.2 |
19.7% |
19.8 |
1.6% |
73% |
False |
False |
113,174 |
100 |
1,287.8 |
1,046.6 |
241.2 |
19.7% |
18.4 |
1.5% |
73% |
False |
False |
91,503 |
120 |
1,287.8 |
1,046.6 |
241.2 |
19.7% |
17.8 |
1.5% |
73% |
False |
False |
76,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.5 |
2.618 |
1,258.2 |
1.618 |
1,245.2 |
1.000 |
1,237.2 |
0.618 |
1,232.2 |
HIGH |
1,224.2 |
0.618 |
1,219.2 |
0.500 |
1,217.7 |
0.382 |
1,216.2 |
LOW |
1,211.2 |
0.618 |
1,203.2 |
1.000 |
1,198.2 |
1.618 |
1,190.2 |
2.618 |
1,177.2 |
4.250 |
1,156.0 |
|
|
Fisher Pivots for day following 24-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,220.3 |
1,236.1 |
PP |
1,219.0 |
1,231.2 |
S1 |
1,217.7 |
1,226.4 |
|