Trading Metrics calculated at close of trading on 15-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,252.2 |
1,237.9 |
-14.3 |
-1.1% |
1,260.4 |
High |
1,263.0 |
1,239.8 |
-23.2 |
-1.8% |
1,287.8 |
Low |
1,231.3 |
1,227.3 |
-4.0 |
-0.3% |
1,238.5 |
Close |
1,246.4 |
1,232.2 |
-14.2 |
-1.1% |
1,260.7 |
Range |
31.7 |
12.5 |
-19.2 |
-60.6% |
49.3 |
ATR |
25.5 |
25.1 |
-0.5 |
-1.8% |
0.0 |
Volume |
32,087 |
21,670 |
-10,417 |
-32.5% |
151,776 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.6 |
1,263.9 |
1,239.1 |
|
R3 |
1,258.1 |
1,251.4 |
1,235.6 |
|
R2 |
1,245.6 |
1,245.6 |
1,234.5 |
|
R1 |
1,238.9 |
1,238.9 |
1,233.3 |
1,236.0 |
PP |
1,233.1 |
1,233.1 |
1,233.1 |
1,231.7 |
S1 |
1,226.4 |
1,226.4 |
1,231.1 |
1,223.5 |
S2 |
1,220.6 |
1,220.6 |
1,229.9 |
|
S3 |
1,208.1 |
1,213.9 |
1,228.8 |
|
S4 |
1,195.6 |
1,201.4 |
1,225.3 |
|
|
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 |
1,227.3 |
60.5 |
4.9% |
28.0 |
2.3% |
8% |
False |
True |
29,317 |
10 |
1,287.8 |
1,226.0 |
61.8 |
5.0% |
25.3 |
2.1% |
10% |
False |
False |
26,162 |
20 |
1,287.8 |
1,197.2 |
90.6 |
7.4% |
24.8 |
2.0% |
39% |
False |
False |
16,964 |
40 |
1,287.8 |
1,083.0 |
204.8 |
16.6% |
22.3 |
1.8% |
73% |
False |
False |
11,840 |
60 |
1,287.8 |
1,048.3 |
239.5 |
19.4% |
19.6 |
1.6% |
77% |
False |
False |
8,737 |
80 |
1,287.8 |
1,047.2 |
240.6 |
19.5% |
18.3 |
1.5% |
77% |
False |
False |
7,133 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.5% |
17.3 |
1.4% |
77% |
False |
False |
6,143 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.5% |
16.8 |
1.4% |
77% |
False |
False |
5,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.9 |
2.618 |
1,272.5 |
1.618 |
1,260.0 |
1.000 |
1,252.3 |
0.618 |
1,247.5 |
HIGH |
1,239.8 |
0.618 |
1,235.0 |
0.500 |
1,233.6 |
0.382 |
1,232.1 |
LOW |
1,227.3 |
0.618 |
1,219.6 |
1.000 |
1,214.8 |
1.618 |
1,207.1 |
2.618 |
1,194.6 |
4.250 |
1,174.2 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,233.6 |
1,257.6 |
PP |
1,233.1 |
1,249.1 |
S1 |
1,232.7 |
1,240.7 |
|