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 |
17,050.67 |
16,969.17 |
-81.50 |
-0.5% |
16,634.15 |
High |
17,072.79 |
17,048.50 |
-24.29 |
-0.1% |
17,062.38 |
Low |
16,921.51 |
16,947.94 |
26.43 |
0.2% |
16,510.40 |
Close |
16,964.10 |
17,000.36 |
36.26 |
0.2% |
17,006.77 |
Range |
151.28 |
100.56 |
-50.72 |
-33.5% |
551.98 |
ATR |
234.16 |
224.62 |
-9.54 |
-4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,300.61 |
17,251.05 |
17,055.67 |
|
R3 |
17,200.05 |
17,150.49 |
17,028.01 |
|
R2 |
17,099.49 |
17,099.49 |
17,018.80 |
|
R1 |
17,049.93 |
17,049.93 |
17,009.58 |
17,074.71 |
PP |
16,998.93 |
16,998.93 |
16,998.93 |
17,011.33 |
S1 |
16,949.37 |
16,949.37 |
16,991.14 |
16,974.15 |
S2 |
16,898.37 |
16,898.37 |
16,981.92 |
|
S3 |
16,797.81 |
16,848.81 |
16,972.71 |
|
S4 |
16,697.25 |
16,748.25 |
16,945.05 |
|
|
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 |
16,820.73 |
278.52 |
1.6% |
139.55 |
0.8% |
64% |
False |
False |
|
10 |
17,099.25 |
16,458.42 |
640.83 |
3.8% |
177.88 |
1.0% |
85% |
False |
False |
|
20 |
17,099.25 |
15,503.01 |
1,596.24 |
9.4% |
213.00 |
1.3% |
94% |
False |
False |
|
40 |
17,099.25 |
15,450.56 |
1,648.69 |
9.7% |
270.17 |
1.6% |
94% |
False |
False |
|
60 |
17,796.76 |
15,450.56 |
2,346.20 |
13.8% |
263.18 |
1.5% |
66% |
False |
False |
|
80 |
17,914.34 |
15,450.56 |
2,463.78 |
14.5% |
248.33 |
1.5% |
63% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.9% |
229.25 |
1.3% |
61% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.9% |
228.95 |
1.3% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,475.88 |
2.618 |
17,311.77 |
1.618 |
17,211.21 |
1.000 |
17,149.06 |
0.618 |
17,110.65 |
HIGH |
17,048.50 |
0.618 |
17,010.09 |
0.500 |
16,998.22 |
0.382 |
16,986.35 |
LOW |
16,947.94 |
0.618 |
16,885.79 |
1.000 |
16,847.38 |
1.618 |
16,785.23 |
2.618 |
16,684.67 |
4.250 |
16,520.56 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,999.65 |
17,010.38 |
PP |
16,998.93 |
17,007.04 |
S1 |
16,998.22 |
17,003.70 |
|