Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
16,926 |
16,972 |
46 |
0.3% |
16,600 |
High |
17,043 |
17,080 |
37 |
0.2% |
17,043 |
Low |
16,878 |
16,898 |
20 |
0.1% |
16,432 |
Close |
16,967 |
17,048 |
81 |
0.5% |
16,967 |
Range |
165 |
182 |
17 |
10.3% |
611 |
ATR |
275 |
269 |
-7 |
-2.4% |
0 |
Volume |
166,564 |
130,845 |
-35,719 |
-21.4% |
788,772 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,555 |
17,483 |
17,148 |
|
R3 |
17,373 |
17,301 |
17,098 |
|
R2 |
17,191 |
17,191 |
17,081 |
|
R1 |
17,119 |
17,119 |
17,065 |
17,155 |
PP |
17,009 |
17,009 |
17,009 |
17,027 |
S1 |
16,937 |
16,937 |
17,031 |
16,973 |
S2 |
16,827 |
16,827 |
17,015 |
|
S3 |
16,645 |
16,755 |
16,998 |
|
S4 |
16,463 |
16,573 |
16,948 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,647 |
18,418 |
17,303 |
|
R3 |
18,036 |
17,807 |
17,135 |
|
R2 |
17,425 |
17,425 |
17,079 |
|
R1 |
17,196 |
17,196 |
17,023 |
17,311 |
PP |
16,814 |
16,814 |
16,814 |
16,871 |
S1 |
16,585 |
16,585 |
16,911 |
16,700 |
S2 |
16,203 |
16,203 |
16,855 |
|
S3 |
15,592 |
15,974 |
16,799 |
|
S4 |
14,981 |
15,363 |
16,631 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,080 |
16,432 |
648 |
3.8% |
215 |
1.3% |
95% |
True |
False |
151,699 |
10 |
17,080 |
16,131 |
949 |
5.6% |
216 |
1.3% |
97% |
True |
False |
155,843 |
20 |
17,080 |
15,452 |
1,628 |
9.5% |
265 |
1.6% |
98% |
True |
False |
189,686 |
40 |
17,080 |
15,365 |
1,715 |
10.1% |
324 |
1.9% |
98% |
True |
False |
231,803 |
60 |
17,735 |
15,365 |
2,370 |
13.9% |
312 |
1.8% |
71% |
False |
False |
202,780 |
80 |
17,825 |
15,365 |
2,460 |
14.4% |
288 |
1.7% |
68% |
False |
False |
152,351 |
100 |
17,828 |
15,365 |
2,463 |
14.4% |
264 |
1.5% |
68% |
False |
False |
121,910 |
120 |
17,828 |
15,365 |
2,463 |
14.4% |
263 |
1.5% |
68% |
False |
False |
101,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,854 |
2.618 |
17,557 |
1.618 |
17,375 |
1.000 |
17,262 |
0.618 |
17,193 |
HIGH |
17,080 |
0.618 |
17,011 |
0.500 |
16,989 |
0.382 |
16,968 |
LOW |
16,898 |
0.618 |
16,786 |
1.000 |
16,716 |
1.618 |
16,604 |
2.618 |
16,422 |
4.250 |
16,125 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,028 |
17,012 |
PP |
17,009 |
16,975 |
S1 |
16,989 |
16,939 |
|