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 |
16,615 |
16,755 |
140 |
0.8% |
16,335 |
High |
16,785 |
17,130 |
345 |
2.1% |
17,150 |
Low |
16,445 |
16,415 |
-30 |
-0.2% |
15,850 |
Close |
16,755 |
16,630 |
-125 |
-0.7% |
17,010 |
Range |
340 |
715 |
375 |
110.3% |
1,300 |
ATR |
396 |
419 |
23 |
5.8% |
0 |
Volume |
12,659 |
23,364 |
10,705 |
84.6% |
3,008 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,870 |
18,465 |
17,023 |
|
R3 |
18,155 |
17,750 |
16,827 |
|
R2 |
17,440 |
17,440 |
16,761 |
|
R1 |
17,035 |
17,035 |
16,696 |
16,880 |
PP |
16,725 |
16,725 |
16,725 |
16,648 |
S1 |
16,320 |
16,320 |
16,565 |
16,165 |
S2 |
16,010 |
16,010 |
16,499 |
|
S3 |
15,295 |
15,605 |
16,434 |
|
S4 |
14,580 |
14,890 |
16,237 |
|
|
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 |
16,415 |
735 |
4.4% |
400 |
2.4% |
29% |
False |
True |
15,024 |
10 |
17,150 |
15,850 |
1,300 |
7.8% |
415 |
2.5% |
60% |
False |
False |
7,707 |
20 |
17,150 |
14,820 |
2,330 |
14.0% |
405 |
2.4% |
78% |
False |
False |
3,931 |
40 |
17,870 |
14,820 |
3,050 |
18.3% |
387 |
2.3% |
59% |
False |
False |
1,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,169 |
2.618 |
19,002 |
1.618 |
18,287 |
1.000 |
17,845 |
0.618 |
17,572 |
HIGH |
17,130 |
0.618 |
16,857 |
0.500 |
16,773 |
0.382 |
16,688 |
LOW |
16,415 |
0.618 |
15,973 |
1.000 |
15,700 |
1.618 |
15,258 |
2.618 |
14,543 |
4.250 |
13,376 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,773 |
16,773 |
PP |
16,725 |
16,725 |
S1 |
16,678 |
16,678 |
|