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 |
16,969.17 |
17,006.05 |
36.88 |
0.2% |
16,634.15 |
High |
17,048.50 |
17,130.11 |
81.61 |
0.5% |
17,062.38 |
Low |
16,947.94 |
16,821.86 |
-126.08 |
-0.7% |
16,510.40 |
Close |
17,000.36 |
16,995.13 |
-5.23 |
0.0% |
17,006.77 |
Range |
100.56 |
308.25 |
207.69 |
206.5% |
551.98 |
ATR |
224.62 |
230.59 |
5.97 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,907.12 |
17,759.37 |
17,164.67 |
|
R3 |
17,598.87 |
17,451.12 |
17,079.90 |
|
R2 |
17,290.62 |
17,290.62 |
17,051.64 |
|
R1 |
17,142.87 |
17,142.87 |
17,023.39 |
17,062.62 |
PP |
16,982.37 |
16,982.37 |
16,982.37 |
16,942.24 |
S1 |
16,834.62 |
16,834.62 |
16,966.87 |
16,754.37 |
S2 |
16,674.12 |
16,674.12 |
16,938.62 |
|
S3 |
16,365.87 |
16,526.37 |
16,910.36 |
|
S4 |
16,057.62 |
16,218.12 |
16,825.59 |
|
|
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 |
17,130.11 |
16,821.86 |
308.25 |
1.8% |
176.48 |
1.0% |
56% |
True |
True |
|
10 |
17,130.11 |
16,510.40 |
619.71 |
3.6% |
184.75 |
1.1% |
78% |
True |
False |
|
20 |
17,130.11 |
15,503.01 |
1,627.10 |
9.6% |
213.32 |
1.3% |
92% |
True |
False |
|
40 |
17,130.11 |
15,450.56 |
1,679.55 |
9.9% |
271.14 |
1.6% |
92% |
True |
False |
|
60 |
17,796.76 |
15,450.56 |
2,346.20 |
13.8% |
262.58 |
1.5% |
66% |
False |
False |
|
80 |
17,914.34 |
15,450.56 |
2,463.78 |
14.5% |
249.08 |
1.5% |
63% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.9% |
230.22 |
1.4% |
61% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.9% |
229.08 |
1.3% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,440.17 |
2.618 |
17,937.11 |
1.618 |
17,628.86 |
1.000 |
17,438.36 |
0.618 |
17,320.61 |
HIGH |
17,130.11 |
0.618 |
17,012.36 |
0.500 |
16,975.99 |
0.382 |
16,939.61 |
LOW |
16,821.86 |
0.618 |
16,631.36 |
1.000 |
16,513.61 |
1.618 |
16,323.11 |
2.618 |
16,014.86 |
4.250 |
15,511.80 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,988.75 |
16,988.75 |
PP |
16,982.37 |
16,982.37 |
S1 |
16,975.99 |
16,975.99 |
|