Trading Metrics calculated at close of trading on 22-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,256.1 |
1,246.2 |
-9.9 |
-0.8% |
1,252.2 |
High |
1,258.0 |
1,262.2 |
4.2 |
0.3% |
1,273.0 |
Low |
1,242.4 |
1,244.3 |
1.9 |
0.2% |
1,227.3 |
Close |
1,245.7 |
1,250.3 |
4.6 |
0.4% |
1,255.5 |
Range |
15.6 |
17.9 |
2.3 |
14.7% |
45.7 |
ATR |
25.7 |
25.2 |
-0.6 |
-2.2% |
0.0 |
Volume |
56,837 |
57,369 |
532 |
0.9% |
120,521 |
|
Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.0 |
1,296.0 |
1,260.1 |
|
R3 |
1,288.1 |
1,278.1 |
1,255.2 |
|
R2 |
1,270.2 |
1,270.2 |
1,253.6 |
|
R1 |
1,260.2 |
1,260.2 |
1,251.9 |
1,265.2 |
PP |
1,252.3 |
1,252.3 |
1,252.3 |
1,254.8 |
S1 |
1,242.3 |
1,242.3 |
1,248.7 |
1,247.3 |
S2 |
1,234.4 |
1,234.4 |
1,247.0 |
|
S3 |
1,216.5 |
1,224.4 |
1,245.4 |
|
S4 |
1,198.6 |
1,206.5 |
1,240.5 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.0 |
1,368.0 |
1,280.6 |
|
R3 |
1,343.3 |
1,322.3 |
1,268.1 |
|
R2 |
1,297.6 |
1,297.6 |
1,263.9 |
|
R1 |
1,276.6 |
1,276.6 |
1,259.7 |
1,287.1 |
PP |
1,251.9 |
1,251.9 |
1,251.9 |
1,257.2 |
S1 |
1,230.9 |
1,230.9 |
1,251.3 |
1,241.4 |
S2 |
1,206.2 |
1,206.2 |
1,247.1 |
|
S3 |
1,160.5 |
1,185.2 |
1,242.9 |
|
S4 |
1,114.8 |
1,139.5 |
1,230.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,273.0 |
1,228.5 |
44.5 |
3.6% |
21.3 |
1.7% |
49% |
False |
False |
36,194 |
10 |
1,287.8 |
1,227.3 |
60.5 |
4.8% |
24.6 |
2.0% |
38% |
False |
False |
32,755 |
20 |
1,287.8 |
1,212.8 |
75.0 |
6.0% |
24.4 |
1.9% |
50% |
False |
False |
24,600 |
40 |
1,287.8 |
1,108.0 |
179.8 |
14.4% |
23.4 |
1.9% |
79% |
False |
False |
15,360 |
60 |
1,287.8 |
1,059.0 |
228.8 |
18.3% |
20.2 |
1.6% |
84% |
False |
False |
11,620 |
80 |
1,287.8 |
1,047.2 |
240.6 |
19.2% |
18.9 |
1.5% |
84% |
False |
False |
9,163 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.2% |
17.9 |
1.4% |
84% |
False |
False |
7,906 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.2% |
17.0 |
1.4% |
84% |
False |
False |
6,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,338.3 |
2.618 |
1,309.1 |
1.618 |
1,291.2 |
1.000 |
1,280.1 |
0.618 |
1,273.3 |
HIGH |
1,262.2 |
0.618 |
1,255.4 |
0.500 |
1,253.3 |
0.382 |
1,251.1 |
LOW |
1,244.3 |
0.618 |
1,233.2 |
1.000 |
1,226.4 |
1.618 |
1,215.3 |
2.618 |
1,197.4 |
4.250 |
1,168.2 |
|
|
Fisher Pivots for day following 22-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,253.3 |
1,255.7 |
PP |
1,252.3 |
1,253.9 |
S1 |
1,251.3 |
1,252.1 |
|