Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,274.1 |
1,252.2 |
-21.9 |
-1.7% |
1,260.4 |
High |
1,287.8 |
1,263.0 |
-24.8 |
-1.9% |
1,287.8 |
Low |
1,250.5 |
1,231.3 |
-19.2 |
-1.5% |
1,238.5 |
Close |
1,260.7 |
1,246.4 |
-14.3 |
-1.1% |
1,260.7 |
Range |
37.3 |
31.7 |
-5.6 |
-15.0% |
49.3 |
ATR |
25.0 |
25.5 |
0.5 |
1.9% |
0.0 |
Volume |
30,561 |
32,087 |
1,526 |
5.0% |
151,776 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,342.0 |
1,325.9 |
1,263.8 |
|
R3 |
1,310.3 |
1,294.2 |
1,255.1 |
|
R2 |
1,278.6 |
1,278.6 |
1,252.2 |
|
R1 |
1,262.5 |
1,262.5 |
1,249.3 |
1,254.7 |
PP |
1,246.9 |
1,246.9 |
1,246.9 |
1,243.0 |
S1 |
1,230.8 |
1,230.8 |
1,243.5 |
1,223.0 |
S2 |
1,215.2 |
1,215.2 |
1,240.6 |
|
S3 |
1,183.5 |
1,199.1 |
1,237.7 |
|
S4 |
1,151.8 |
1,167.4 |
1,229.0 |
|
|
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 |
1,231.3 |
56.5 |
4.5% |
29.0 |
2.3% |
27% |
False |
True |
29,067 |
10 |
1,287.8 |
1,226.0 |
61.8 |
5.0% |
26.1 |
2.1% |
33% |
False |
False |
24,805 |
20 |
1,287.8 |
1,192.1 |
95.7 |
7.7% |
26.5 |
2.1% |
57% |
False |
False |
16,405 |
40 |
1,287.8 |
1,076.9 |
210.9 |
16.9% |
22.6 |
1.8% |
80% |
False |
False |
11,342 |
60 |
1,287.8 |
1,048.3 |
239.5 |
19.2% |
19.7 |
1.6% |
83% |
False |
False |
8,423 |
80 |
1,287.8 |
1,047.2 |
240.6 |
19.3% |
18.4 |
1.5% |
83% |
False |
False |
6,924 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.3% |
17.3 |
1.4% |
83% |
False |
False |
5,932 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.3% |
16.7 |
1.3% |
83% |
False |
False |
5,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,397.7 |
2.618 |
1,346.0 |
1.618 |
1,314.3 |
1.000 |
1,294.7 |
0.618 |
1,282.6 |
HIGH |
1,263.0 |
0.618 |
1,250.9 |
0.500 |
1,247.2 |
0.382 |
1,243.4 |
LOW |
1,231.3 |
0.618 |
1,211.7 |
1.000 |
1,199.6 |
1.618 |
1,180.0 |
2.618 |
1,148.3 |
4.250 |
1,096.6 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,247.2 |
1,259.6 |
PP |
1,246.9 |
1,255.2 |
S1 |
1,246.7 |
1,250.8 |
|