Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
16,865 |
16,929 |
64 |
0.4% |
16,481 |
High |
16,977 |
16,966 |
-11 |
-0.1% |
16,941 |
Low |
16,803 |
16,814 |
11 |
0.1% |
16,339 |
Close |
16,951 |
16,876 |
-75 |
-0.4% |
16,869 |
Range |
174 |
152 |
-22 |
-12.6% |
602 |
ATR |
255 |
247 |
-7 |
-2.9% |
0 |
Volume |
3,809 |
3,916 |
107 |
2.8% |
3,746 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,341 |
17,261 |
16,960 |
|
R3 |
17,189 |
17,109 |
16,918 |
|
R2 |
17,037 |
17,037 |
16,904 |
|
R1 |
16,957 |
16,957 |
16,890 |
16,921 |
PP |
16,885 |
16,885 |
16,885 |
16,868 |
S1 |
16,805 |
16,805 |
16,862 |
16,769 |
S2 |
16,733 |
16,733 |
16,848 |
|
S3 |
16,581 |
16,653 |
16,834 |
|
S4 |
16,429 |
16,501 |
16,793 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,522 |
18,298 |
17,200 |
|
R3 |
17,920 |
17,696 |
17,035 |
|
R2 |
17,318 |
17,318 |
16,979 |
|
R1 |
17,094 |
17,094 |
16,924 |
17,206 |
PP |
16,716 |
16,716 |
16,716 |
16,773 |
S1 |
16,492 |
16,492 |
16,814 |
16,604 |
S2 |
16,114 |
16,114 |
16,759 |
|
S3 |
15,512 |
15,890 |
16,704 |
|
S4 |
14,910 |
15,288 |
16,538 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,977 |
16,650 |
327 |
1.9% |
154 |
0.9% |
69% |
False |
False |
2,052 |
10 |
16,977 |
16,050 |
927 |
5.5% |
223 |
1.3% |
89% |
False |
False |
1,353 |
20 |
16,977 |
15,370 |
1,607 |
9.5% |
239 |
1.4% |
94% |
False |
False |
764 |
40 |
16,977 |
15,299 |
1,678 |
9.9% |
288 |
1.7% |
94% |
False |
False |
452 |
60 |
17,573 |
15,299 |
2,274 |
13.5% |
260 |
1.5% |
69% |
False |
False |
316 |
80 |
17,704 |
15,299 |
2,405 |
14.3% |
207 |
1.2% |
66% |
False |
False |
237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,612 |
2.618 |
17,364 |
1.618 |
17,212 |
1.000 |
17,118 |
0.618 |
17,060 |
HIGH |
16,966 |
0.618 |
16,908 |
0.500 |
16,890 |
0.382 |
16,872 |
LOW |
16,814 |
0.618 |
16,720 |
1.000 |
16,662 |
1.618 |
16,568 |
2.618 |
16,416 |
4.250 |
16,168 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,890 |
16,880 |
PP |
16,885 |
16,879 |
S1 |
16,881 |
16,877 |
|