Trading Metrics calculated at close of trading on 11-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,255.1 |
1,274.1 |
19.0 |
1.5% |
1,260.4 |
High |
1,275.5 |
1,287.8 |
12.3 |
1.0% |
1,287.8 |
Low |
1,238.5 |
1,250.5 |
12.0 |
1.0% |
1,238.5 |
Close |
1,274.0 |
1,260.7 |
-13.3 |
-1.0% |
1,260.7 |
Range |
37.0 |
37.3 |
0.3 |
0.8% |
49.3 |
ATR |
24.1 |
25.0 |
0.9 |
3.9% |
0.0 |
Volume |
27,612 |
30,561 |
2,949 |
10.7% |
151,776 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.2 |
1,356.8 |
1,281.2 |
|
R3 |
1,340.9 |
1,319.5 |
1,271.0 |
|
R2 |
1,303.6 |
1,303.6 |
1,267.5 |
|
R1 |
1,282.2 |
1,282.2 |
1,264.1 |
1,274.3 |
PP |
1,266.3 |
1,266.3 |
1,266.3 |
1,262.4 |
S1 |
1,244.9 |
1,244.9 |
1,257.3 |
1,237.0 |
S2 |
1,229.0 |
1,229.0 |
1,253.9 |
|
S3 |
1,191.7 |
1,207.6 |
1,250.4 |
|
S4 |
1,154.4 |
1,170.3 |
1,240.2 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.2 |
1,384.8 |
1,287.8 |
|
R3 |
1,360.9 |
1,335.5 |
1,274.3 |
|
R2 |
1,311.6 |
1,311.6 |
1,269.7 |
|
R1 |
1,286.2 |
1,286.2 |
1,265.2 |
1,298.9 |
PP |
1,262.3 |
1,262.3 |
1,262.3 |
1,268.7 |
S1 |
1,236.9 |
1,236.9 |
1,256.2 |
1,249.6 |
S2 |
1,213.0 |
1,213.0 |
1,251.7 |
|
S3 |
1,163.7 |
1,187.6 |
1,247.1 |
|
S4 |
1,114.4 |
1,138.3 |
1,233.6 |
|
|
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 |
1,238.5 |
49.3 |
3.9% |
25.8 |
2.0% |
45% |
True |
False |
30,355 |
10 |
1,287.8 |
1,216.8 |
71.0 |
5.6% |
25.5 |
2.0% |
62% |
True |
False |
22,990 |
20 |
1,287.8 |
1,192.1 |
95.7 |
7.6% |
25.6 |
2.0% |
72% |
True |
False |
15,087 |
40 |
1,287.8 |
1,071.8 |
216.0 |
17.1% |
22.3 |
1.8% |
87% |
True |
False |
10,758 |
60 |
1,287.8 |
1,048.3 |
239.5 |
19.0% |
19.3 |
1.5% |
89% |
True |
False |
7,906 |
80 |
1,287.8 |
1,047.2 |
240.6 |
19.1% |
18.2 |
1.4% |
89% |
True |
False |
6,547 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.1% |
17.0 |
1.4% |
89% |
True |
False |
5,620 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.1% |
16.5 |
1.3% |
89% |
True |
False |
4,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,446.3 |
2.618 |
1,385.5 |
1.618 |
1,348.2 |
1.000 |
1,325.1 |
0.618 |
1,310.9 |
HIGH |
1,287.8 |
0.618 |
1,273.6 |
0.500 |
1,269.2 |
0.382 |
1,264.7 |
LOW |
1,250.5 |
0.618 |
1,227.4 |
1.000 |
1,213.2 |
1.618 |
1,190.1 |
2.618 |
1,152.8 |
4.250 |
1,092.0 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,269.2 |
1,263.2 |
PP |
1,266.3 |
1,262.3 |
S1 |
1,263.5 |
1,261.5 |
|