| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
16,840 |
16,858 |
18 |
0.1% |
16,343 |
| High |
16,907 |
16,936 |
29 |
0.2% |
16,677 |
| Low |
16,744 |
16,798 |
54 |
0.3% |
16,131 |
| Close |
16,868 |
16,919 |
51 |
0.3% |
16,601 |
| Range |
163 |
138 |
-25 |
-15.3% |
546 |
| ATR |
295 |
284 |
-11 |
-3.8% |
0 |
| Volume |
165,079 |
122,928 |
-42,151 |
-25.5% |
751,219 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,298 |
17,247 |
16,995 |
|
| R3 |
17,160 |
17,109 |
16,957 |
|
| R2 |
17,022 |
17,022 |
16,944 |
|
| R1 |
16,971 |
16,971 |
16,932 |
16,997 |
| PP |
16,884 |
16,884 |
16,884 |
16,897 |
| S1 |
16,833 |
16,833 |
16,906 |
16,859 |
| S2 |
16,746 |
16,746 |
16,894 |
|
| S3 |
16,608 |
16,695 |
16,881 |
|
| S4 |
16,470 |
16,557 |
16,843 |
|
|
| 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 |
16,936 |
16,432 |
504 |
3.0% |
191 |
1.1% |
97% |
True |
False |
155,987 |
| 10 |
16,936 |
16,131 |
805 |
4.8% |
233 |
1.4% |
98% |
True |
False |
151,583 |
| 20 |
16,936 |
15,452 |
1,484 |
8.8% |
279 |
1.6% |
99% |
True |
False |
201,077 |
| 40 |
17,096 |
15,365 |
1,731 |
10.2% |
337 |
2.0% |
90% |
False |
False |
237,978 |
| 60 |
17,790 |
15,365 |
2,425 |
14.3% |
315 |
1.9% |
64% |
False |
False |
198,037 |
| 80 |
17,825 |
15,365 |
2,460 |
14.5% |
288 |
1.7% |
63% |
False |
False |
148,635 |
| 100 |
17,828 |
15,365 |
2,463 |
14.6% |
262 |
1.5% |
63% |
False |
False |
118,938 |
| 120 |
17,828 |
15,365 |
2,463 |
14.6% |
263 |
1.6% |
63% |
False |
False |
99,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,523 |
|
2.618 |
17,297 |
|
1.618 |
17,159 |
|
1.000 |
17,074 |
|
0.618 |
17,021 |
|
HIGH |
16,936 |
|
0.618 |
16,883 |
|
0.500 |
16,867 |
|
0.382 |
16,851 |
|
LOW |
16,798 |
|
0.618 |
16,713 |
|
1.000 |
16,660 |
|
1.618 |
16,575 |
|
2.618 |
16,437 |
|
4.250 |
16,212 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,902 |
16,841 |
| PP |
16,884 |
16,762 |
| S1 |
16,867 |
16,684 |
|