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 |
17,040 |
16,820 |
-220 |
-1.3% |
16,335 |
High |
17,055 |
16,865 |
-190 |
-1.1% |
17,150 |
Low |
16,740 |
16,520 |
-220 |
-1.3% |
15,850 |
Close |
16,835 |
16,635 |
-200 |
-1.2% |
17,010 |
Range |
315 |
345 |
30 |
9.5% |
1,300 |
ATR |
404 |
400 |
-4 |
-1.0% |
0 |
Volume |
26,857 |
10,978 |
-15,879 |
-59.1% |
3,008 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,708 |
17,517 |
16,825 |
|
R3 |
17,363 |
17,172 |
16,730 |
|
R2 |
17,018 |
17,018 |
16,698 |
|
R1 |
16,827 |
16,827 |
16,667 |
16,750 |
PP |
16,673 |
16,673 |
16,673 |
16,635 |
S1 |
16,482 |
16,482 |
16,604 |
16,405 |
S2 |
16,328 |
16,328 |
16,572 |
|
S3 |
15,983 |
16,137 |
16,540 |
|
S4 |
15,638 |
15,792 |
16,445 |
|
|
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 |
16,465 |
685 |
4.1% |
313 |
1.9% |
25% |
False |
False |
8,030 |
10 |
17,150 |
15,535 |
1,615 |
9.7% |
383 |
2.3% |
68% |
False |
False |
4,128 |
20 |
17,150 |
14,820 |
2,330 |
14.0% |
390 |
2.3% |
78% |
False |
False |
2,137 |
40 |
17,870 |
14,820 |
3,050 |
18.3% |
361 |
2.2% |
60% |
False |
False |
1,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,331 |
2.618 |
17,768 |
1.618 |
17,423 |
1.000 |
17,210 |
0.618 |
17,078 |
HIGH |
16,865 |
0.618 |
16,733 |
0.500 |
16,693 |
0.382 |
16,652 |
LOW |
16,520 |
0.618 |
16,307 |
1.000 |
16,175 |
1.618 |
15,962 |
2.618 |
15,617 |
4.250 |
15,054 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,693 |
16,835 |
PP |
16,673 |
16,768 |
S1 |
16,654 |
16,702 |
|