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 |
16,991.29 |
17,050.67 |
59.38 |
0.3% |
16,634.15 |
High |
17,099.25 |
17,072.79 |
-26.46 |
-0.2% |
17,062.38 |
Low |
16,940.48 |
16,921.51 |
-18.97 |
-0.1% |
16,510.40 |
Close |
17,073.95 |
16,964.10 |
-109.85 |
-0.6% |
17,006.77 |
Range |
158.77 |
151.28 |
-7.49 |
-4.7% |
551.98 |
ATR |
240.45 |
234.16 |
-6.29 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,439.97 |
17,353.32 |
17,047.30 |
|
R3 |
17,288.69 |
17,202.04 |
17,005.70 |
|
R2 |
17,137.41 |
17,137.41 |
16,991.83 |
|
R1 |
17,050.76 |
17,050.76 |
16,977.97 |
17,018.45 |
PP |
16,986.13 |
16,986.13 |
16,986.13 |
16,969.98 |
S1 |
16,899.48 |
16,899.48 |
16,950.23 |
16,867.17 |
S2 |
16,834.85 |
16,834.85 |
16,936.37 |
|
S3 |
16,683.57 |
16,748.20 |
16,922.50 |
|
S4 |
16,532.29 |
16,596.92 |
16,880.90 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,515.79 |
18,313.26 |
17,310.36 |
|
R3 |
17,963.81 |
17,761.28 |
17,158.56 |
|
R2 |
17,411.83 |
17,411.83 |
17,107.97 |
|
R1 |
17,209.30 |
17,209.30 |
17,057.37 |
17,310.57 |
PP |
16,859.85 |
16,859.85 |
16,859.85 |
16,910.48 |
S1 |
16,657.32 |
16,657.32 |
16,956.17 |
16,758.59 |
S2 |
16,307.87 |
16,307.87 |
16,905.57 |
|
S3 |
15,755.89 |
16,105.34 |
16,854.98 |
|
S4 |
15,203.91 |
15,553.36 |
16,703.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,099.25 |
16,766.32 |
332.93 |
2.0% |
146.20 |
0.9% |
59% |
False |
False |
|
10 |
17,099.25 |
16,165.86 |
933.39 |
5.5% |
201.98 |
1.2% |
86% |
False |
False |
|
20 |
17,099.25 |
15,503.01 |
1,596.24 |
9.4% |
220.75 |
1.3% |
92% |
False |
False |
|
40 |
17,099.25 |
15,450.56 |
1,648.69 |
9.7% |
273.40 |
1.6% |
92% |
False |
False |
|
60 |
17,796.76 |
15,450.56 |
2,346.20 |
13.8% |
265.22 |
1.6% |
65% |
False |
False |
|
80 |
17,914.34 |
15,450.56 |
2,463.78 |
14.5% |
248.46 |
1.5% |
61% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.9% |
230.48 |
1.4% |
60% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.9% |
229.47 |
1.4% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,715.73 |
2.618 |
17,468.84 |
1.618 |
17,317.56 |
1.000 |
17,224.07 |
0.618 |
17,166.28 |
HIGH |
17,072.79 |
0.618 |
17,015.00 |
0.500 |
16,997.15 |
0.382 |
16,979.30 |
LOW |
16,921.51 |
0.618 |
16,828.02 |
1.000 |
16,770.23 |
1.618 |
16,676.74 |
2.618 |
16,525.46 |
4.250 |
16,278.57 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,997.15 |
16,999.05 |
PP |
16,986.13 |
16,987.40 |
S1 |
16,975.12 |
16,975.75 |
|