| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
16,494 |
16,840 |
346 |
2.1% |
16,343 |
| High |
16,856 |
16,907 |
51 |
0.3% |
16,677 |
| Low |
16,432 |
16,744 |
312 |
1.9% |
16,131 |
| Close |
16,849 |
16,868 |
19 |
0.1% |
16,601 |
| Range |
424 |
163 |
-261 |
-61.6% |
546 |
| ATR |
305 |
295 |
-10 |
-3.3% |
0 |
| Volume |
173,083 |
165,079 |
-8,004 |
-4.6% |
751,219 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,329 |
17,261 |
16,958 |
|
| R3 |
17,166 |
17,098 |
16,913 |
|
| R2 |
17,003 |
17,003 |
16,898 |
|
| R1 |
16,935 |
16,935 |
16,883 |
16,969 |
| PP |
16,840 |
16,840 |
16,840 |
16,857 |
| S1 |
16,772 |
16,772 |
16,853 |
16,806 |
| S2 |
16,677 |
16,677 |
16,838 |
|
| S3 |
16,514 |
16,609 |
16,823 |
|
| S4 |
16,351 |
16,446 |
16,778 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,108 |
17,900 |
16,901 |
|
| R3 |
17,562 |
17,354 |
16,751 |
|
| R2 |
17,016 |
17,016 |
16,701 |
|
| R1 |
16,808 |
16,808 |
16,651 |
16,912 |
| PP |
16,470 |
16,470 |
16,470 |
16,522 |
| S1 |
16,262 |
16,262 |
16,551 |
16,366 |
| S2 |
15,924 |
15,924 |
16,501 |
|
| S3 |
15,378 |
15,716 |
16,451 |
|
| S4 |
14,832 |
15,170 |
16,301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,907 |
16,396 |
511 |
3.0% |
220 |
1.3% |
92% |
True |
False |
161,757 |
| 10 |
16,907 |
16,131 |
776 |
4.6% |
235 |
1.4% |
95% |
True |
False |
155,180 |
| 20 |
16,907 |
15,452 |
1,455 |
8.6% |
293 |
1.7% |
97% |
True |
False |
212,786 |
| 40 |
17,153 |
15,365 |
1,788 |
10.6% |
339 |
2.0% |
84% |
False |
False |
239,666 |
| 60 |
17,790 |
15,365 |
2,425 |
14.4% |
319 |
1.9% |
62% |
False |
False |
196,023 |
| 80 |
17,825 |
15,365 |
2,460 |
14.6% |
288 |
1.7% |
61% |
False |
False |
147,099 |
| 100 |
17,828 |
15,365 |
2,463 |
14.6% |
263 |
1.6% |
61% |
False |
False |
117,709 |
| 120 |
17,828 |
15,365 |
2,463 |
14.6% |
264 |
1.6% |
61% |
False |
False |
98,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,600 |
|
2.618 |
17,334 |
|
1.618 |
17,171 |
|
1.000 |
17,070 |
|
0.618 |
17,008 |
|
HIGH |
16,907 |
|
0.618 |
16,845 |
|
0.500 |
16,826 |
|
0.382 |
16,806 |
|
LOW |
16,744 |
|
0.618 |
16,643 |
|
1.000 |
16,581 |
|
1.618 |
16,480 |
|
2.618 |
16,317 |
|
4.250 |
16,051 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,854 |
16,802 |
| PP |
16,840 |
16,736 |
| S1 |
16,826 |
16,670 |
|