| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
16,929 |
16,879 |
-50 |
-0.3% |
16,481 |
| High |
16,966 |
16,976 |
10 |
0.1% |
16,941 |
| Low |
16,814 |
16,825 |
11 |
0.1% |
16,339 |
| Close |
16,876 |
16,914 |
38 |
0.2% |
16,869 |
| Range |
152 |
151 |
-1 |
-0.7% |
602 |
| ATR |
247 |
241 |
-7 |
-2.8% |
0 |
| Volume |
3,916 |
12,738 |
8,822 |
225.3% |
3,746 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,358 |
17,287 |
16,997 |
|
| R3 |
17,207 |
17,136 |
16,956 |
|
| R2 |
17,056 |
17,056 |
16,942 |
|
| R1 |
16,985 |
16,985 |
16,928 |
17,021 |
| PP |
16,905 |
16,905 |
16,905 |
16,923 |
| S1 |
16,834 |
16,834 |
16,900 |
16,870 |
| S2 |
16,754 |
16,754 |
16,886 |
|
| S3 |
16,603 |
16,683 |
16,873 |
|
| S4 |
16,452 |
16,532 |
16,831 |
|
|
| 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 |
16,701 |
276 |
1.6% |
154 |
0.9% |
77% |
False |
False |
4,504 |
| 10 |
16,977 |
16,322 |
655 |
3.9% |
203 |
1.2% |
90% |
False |
False |
2,597 |
| 20 |
16,977 |
15,370 |
1,607 |
9.5% |
235 |
1.4% |
96% |
False |
False |
1,396 |
| 40 |
16,977 |
15,299 |
1,678 |
9.9% |
285 |
1.7% |
96% |
False |
False |
768 |
| 60 |
17,573 |
15,299 |
2,274 |
13.4% |
260 |
1.5% |
71% |
False |
False |
528 |
| 80 |
17,704 |
15,299 |
2,405 |
14.2% |
209 |
1.2% |
67% |
False |
False |
397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,618 |
|
2.618 |
17,371 |
|
1.618 |
17,220 |
|
1.000 |
17,127 |
|
0.618 |
17,069 |
|
HIGH |
16,976 |
|
0.618 |
16,918 |
|
0.500 |
16,901 |
|
0.382 |
16,883 |
|
LOW |
16,825 |
|
0.618 |
16,732 |
|
1.000 |
16,674 |
|
1.618 |
16,581 |
|
2.618 |
16,430 |
|
4.250 |
16,183 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,910 |
16,906 |
| PP |
16,905 |
16,898 |
| S1 |
16,901 |
16,890 |
|