| 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 |
16,820 |
16,615 |
-205 |
-1.2% |
16,335 |
| High |
16,865 |
16,785 |
-80 |
-0.5% |
17,150 |
| Low |
16,520 |
16,445 |
-75 |
-0.5% |
15,850 |
| Close |
16,635 |
16,755 |
120 |
0.7% |
17,010 |
| Range |
345 |
340 |
-5 |
-1.4% |
1,300 |
| ATR |
400 |
396 |
-4 |
-1.1% |
0 |
| Volume |
10,978 |
12,659 |
1,681 |
15.3% |
3,008 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,682 |
17,558 |
16,942 |
|
| R3 |
17,342 |
17,218 |
16,849 |
|
| R2 |
17,002 |
17,002 |
16,817 |
|
| R1 |
16,878 |
16,878 |
16,786 |
16,940 |
| PP |
16,662 |
16,662 |
16,662 |
16,693 |
| S1 |
16,538 |
16,538 |
16,724 |
16,600 |
| S2 |
16,322 |
16,322 |
16,693 |
|
| S3 |
15,982 |
16,198 |
16,662 |
|
| S4 |
15,642 |
15,858 |
16,568 |
|
|
| 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 |
16,445 |
705 |
4.2% |
313 |
1.9% |
44% |
False |
True |
10,424 |
| 10 |
17,150 |
15,850 |
1,300 |
7.8% |
368 |
2.2% |
70% |
False |
False |
5,387 |
| 20 |
17,150 |
14,820 |
2,330 |
13.9% |
393 |
2.3% |
83% |
False |
False |
2,769 |
| 40 |
17,870 |
14,820 |
3,050 |
18.2% |
369 |
2.2% |
63% |
False |
False |
1,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,230 |
|
2.618 |
17,675 |
|
1.618 |
17,335 |
|
1.000 |
17,125 |
|
0.618 |
16,995 |
|
HIGH |
16,785 |
|
0.618 |
16,655 |
|
0.500 |
16,615 |
|
0.382 |
16,575 |
|
LOW |
16,445 |
|
0.618 |
16,235 |
|
1.000 |
16,105 |
|
1.618 |
15,895 |
|
2.618 |
15,555 |
|
4.250 |
15,000 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,708 |
16,753 |
| PP |
16,662 |
16,752 |
| S1 |
16,615 |
16,750 |
|