Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
16,880 |
17,040 |
160 |
0.9% |
16,335 |
High |
17,150 |
17,055 |
-95 |
-0.6% |
17,150 |
Low |
16,865 |
16,740 |
-125 |
-0.7% |
15,850 |
Close |
17,010 |
16,835 |
-175 |
-1.0% |
17,010 |
Range |
285 |
315 |
30 |
10.5% |
1,300 |
ATR |
411 |
404 |
-7 |
-1.7% |
0 |
Volume |
1,265 |
26,857 |
25,592 |
2,023.1% |
3,008 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,822 |
17,643 |
17,008 |
|
R3 |
17,507 |
17,328 |
16,922 |
|
R2 |
17,192 |
17,192 |
16,893 |
|
R1 |
17,013 |
17,013 |
16,864 |
16,945 |
PP |
16,877 |
16,877 |
16,877 |
16,843 |
S1 |
16,698 |
16,698 |
16,806 |
16,630 |
S2 |
16,562 |
16,562 |
16,777 |
|
S3 |
16,247 |
16,383 |
16,749 |
|
S4 |
15,932 |
16,068 |
16,662 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,570 |
20,090 |
17,725 |
|
R3 |
19,270 |
18,790 |
17,368 |
|
R2 |
17,970 |
17,970 |
17,248 |
|
R1 |
17,490 |
17,490 |
17,129 |
17,730 |
PP |
16,670 |
16,670 |
16,670 |
16,790 |
S1 |
16,190 |
16,190 |
16,891 |
16,430 |
S2 |
15,370 |
15,370 |
16,772 |
|
S3 |
14,070 |
14,890 |
16,653 |
|
S4 |
12,770 |
13,590 |
16,295 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,150 |
15,850 |
1,300 |
7.7% |
388 |
2.3% |
76% |
False |
False |
5,947 |
10 |
17,150 |
15,535 |
1,615 |
9.6% |
376 |
2.2% |
80% |
False |
False |
3,071 |
20 |
17,150 |
14,820 |
2,330 |
13.8% |
379 |
2.3% |
86% |
False |
False |
1,589 |
40 |
17,870 |
14,820 |
3,050 |
18.1% |
363 |
2.2% |
66% |
False |
False |
801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,394 |
2.618 |
17,880 |
1.618 |
17,565 |
1.000 |
17,370 |
0.618 |
17,250 |
HIGH |
17,055 |
0.618 |
16,935 |
0.500 |
16,898 |
0.382 |
16,860 |
LOW |
16,740 |
0.618 |
16,545 |
1.000 |
16,425 |
1.618 |
16,230 |
2.618 |
15,915 |
4.250 |
15,401 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,898 |
16,913 |
PP |
16,877 |
16,887 |
S1 |
16,856 |
16,861 |
|