Trading Metrics calculated at close of trading on 24-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,250.0 |
1,222.1 |
-27.9 |
-2.2% |
1,252.2 |
High |
1,251.4 |
1,225.6 |
-25.8 |
-2.1% |
1,273.0 |
Low |
1,217.0 |
1,212.6 |
-4.4 |
-0.4% |
1,227.3 |
Close |
1,225.6 |
1,223.5 |
-2.1 |
-0.2% |
1,255.5 |
Range |
34.4 |
13.0 |
-21.4 |
-62.2% |
45.7 |
ATR |
25.8 |
24.9 |
-0.9 |
-3.5% |
0.0 |
Volume |
77,711 |
62,507 |
-15,204 |
-19.6% |
120,521 |
|
Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.6 |
1,254.5 |
1,230.7 |
|
R3 |
1,246.6 |
1,241.5 |
1,227.1 |
|
R2 |
1,233.6 |
1,233.6 |
1,225.9 |
|
R1 |
1,228.5 |
1,228.5 |
1,224.7 |
1,231.1 |
PP |
1,220.6 |
1,220.6 |
1,220.6 |
1,221.8 |
S1 |
1,215.5 |
1,215.5 |
1,222.3 |
1,218.1 |
S2 |
1,207.6 |
1,207.6 |
1,221.1 |
|
S3 |
1,194.6 |
1,202.5 |
1,219.9 |
|
S4 |
1,181.6 |
1,189.5 |
1,216.4 |
|
|
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 |
1,268.9 |
1,212.6 |
56.3 |
4.6% |
20.0 |
1.6% |
19% |
False |
True |
55,645 |
10 |
1,287.8 |
1,212.6 |
75.2 |
6.1% |
23.5 |
1.9% |
14% |
False |
True |
40,550 |
20 |
1,287.8 |
1,212.6 |
75.2 |
6.1% |
24.1 |
2.0% |
14% |
False |
True |
30,540 |
40 |
1,287.8 |
1,110.0 |
177.8 |
14.5% |
23.9 |
2.0% |
64% |
False |
False |
18,461 |
60 |
1,287.8 |
1,059.0 |
228.8 |
18.7% |
20.7 |
1.7% |
72% |
False |
False |
13,934 |
80 |
1,287.8 |
1,047.2 |
240.6 |
19.7% |
19.1 |
1.6% |
73% |
False |
False |
10,850 |
100 |
1,287.8 |
1,047.2 |
240.6 |
19.7% |
17.9 |
1.5% |
73% |
False |
False |
9,270 |
120 |
1,287.8 |
1,047.2 |
240.6 |
19.7% |
17.3 |
1.4% |
73% |
False |
False |
7,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.9 |
2.618 |
1,259.6 |
1.618 |
1,246.6 |
1.000 |
1,238.6 |
0.618 |
1,233.6 |
HIGH |
1,225.6 |
0.618 |
1,220.6 |
0.500 |
1,219.1 |
0.382 |
1,217.6 |
LOW |
1,212.6 |
0.618 |
1,204.6 |
1.000 |
1,199.6 |
1.618 |
1,191.6 |
2.618 |
1,178.6 |
4.250 |
1,157.4 |
|
|
Fisher Pivots for day following 24-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,222.0 |
1,237.4 |
PP |
1,220.6 |
1,232.8 |
S1 |
1,219.1 |
1,228.1 |
|