Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
16,879 |
16,927 |
48 |
0.3% |
16,481 |
High |
16,976 |
17,077 |
101 |
0.6% |
16,941 |
Low |
16,825 |
16,722 |
-103 |
-0.6% |
16,339 |
Close |
16,914 |
16,900 |
-14 |
-0.1% |
16,869 |
Range |
151 |
355 |
204 |
135.1% |
602 |
ATR |
241 |
249 |
8 |
3.4% |
0 |
Volume |
12,738 |
32,937 |
20,199 |
158.6% |
3,746 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,965 |
17,787 |
17,095 |
|
R3 |
17,610 |
17,432 |
16,998 |
|
R2 |
17,255 |
17,255 |
16,965 |
|
R1 |
17,077 |
17,077 |
16,933 |
16,989 |
PP |
16,900 |
16,900 |
16,900 |
16,855 |
S1 |
16,722 |
16,722 |
16,868 |
16,634 |
S2 |
16,545 |
16,545 |
16,835 |
|
S3 |
16,190 |
16,367 |
16,803 |
|
S4 |
15,835 |
16,012 |
16,705 |
|
|
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 |
17,077 |
16,722 |
355 |
2.1% |
198 |
1.2% |
50% |
True |
True |
10,978 |
10 |
17,077 |
16,339 |
738 |
4.4% |
213 |
1.3% |
76% |
True |
False |
5,824 |
20 |
17,077 |
15,370 |
1,707 |
10.1% |
238 |
1.4% |
90% |
True |
False |
3,037 |
40 |
17,077 |
15,299 |
1,778 |
10.5% |
287 |
1.7% |
90% |
True |
False |
1,588 |
60 |
17,573 |
15,299 |
2,274 |
13.5% |
266 |
1.6% |
70% |
False |
False |
1,077 |
80 |
17,704 |
15,299 |
2,405 |
14.2% |
212 |
1.3% |
67% |
False |
False |
808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,586 |
2.618 |
18,007 |
1.618 |
17,652 |
1.000 |
17,432 |
0.618 |
17,297 |
HIGH |
17,077 |
0.618 |
16,942 |
0.500 |
16,900 |
0.382 |
16,858 |
LOW |
16,722 |
0.618 |
16,503 |
1.000 |
16,367 |
1.618 |
16,148 |
2.618 |
15,793 |
4.250 |
15,213 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,900 |
16,900 |
PP |
16,900 |
16,900 |
S1 |
16,900 |
16,900 |
|