Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,237.9 |
1,234.6 |
-3.3 |
-0.3% |
1,260.4 |
High |
1,239.8 |
1,265.9 |
26.1 |
2.1% |
1,287.8 |
Low |
1,227.3 |
1,228.5 |
1.2 |
0.1% |
1,238.5 |
Close |
1,232.2 |
1,231.0 |
-1.2 |
-0.1% |
1,260.7 |
Range |
12.5 |
37.4 |
24.9 |
199.2% |
49.3 |
ATR |
25.1 |
25.9 |
0.9 |
3.5% |
0.0 |
Volume |
21,670 |
22,335 |
665 |
3.1% |
151,776 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.0 |
1,329.9 |
1,251.6 |
|
R3 |
1,316.6 |
1,292.5 |
1,241.3 |
|
R2 |
1,279.2 |
1,279.2 |
1,237.9 |
|
R1 |
1,255.1 |
1,255.1 |
1,234.4 |
1,248.5 |
PP |
1,241.8 |
1,241.8 |
1,241.8 |
1,238.5 |
S1 |
1,217.7 |
1,217.7 |
1,227.6 |
1,211.1 |
S2 |
1,204.4 |
1,204.4 |
1,224.1 |
|
S3 |
1,167.0 |
1,180.3 |
1,220.7 |
|
S4 |
1,129.6 |
1,142.9 |
1,210.4 |
|
|
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% |
31.2 |
2.5% |
6% |
False |
False |
26,853 |
10 |
1,287.8 |
1,227.3 |
60.5 |
4.9% |
27.1 |
2.2% |
6% |
False |
False |
26,901 |
20 |
1,287.8 |
1,202.0 |
85.8 |
7.0% |
25.8 |
2.1% |
34% |
False |
False |
17,825 |
40 |
1,287.8 |
1,089.2 |
198.6 |
16.1% |
23.0 |
1.9% |
71% |
False |
False |
12,337 |
60 |
1,287.8 |
1,052.0 |
235.8 |
19.2% |
19.9 |
1.6% |
76% |
False |
False |
9,048 |
80 |
1,287.8 |
1,047.2 |
240.6 |
19.5% |
18.7 |
1.5% |
76% |
False |
False |
7,365 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.5% |
17.5 |
1.4% |
76% |
False |
False |
6,364 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.5% |
17.0 |
1.4% |
76% |
False |
False |
5,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,424.9 |
2.618 |
1,363.8 |
1.618 |
1,326.4 |
1.000 |
1,303.3 |
0.618 |
1,289.0 |
HIGH |
1,265.9 |
0.618 |
1,251.6 |
0.500 |
1,247.2 |
0.382 |
1,242.8 |
LOW |
1,228.5 |
0.618 |
1,205.4 |
1.000 |
1,191.1 |
1.618 |
1,168.0 |
2.618 |
1,130.6 |
4.250 |
1,069.6 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,247.2 |
1,246.6 |
PP |
1,241.8 |
1,241.4 |
S1 |
1,236.4 |
1,236.2 |
|