Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
16,972 |
17,053 |
81 |
0.5% |
16,600 |
High |
17,080 |
17,063 |
-17 |
-0.1% |
17,043 |
Low |
16,898 |
16,907 |
9 |
0.1% |
16,432 |
Close |
17,048 |
16,972 |
-76 |
-0.4% |
16,967 |
Range |
182 |
156 |
-26 |
-14.3% |
611 |
ATR |
269 |
260 |
-8 |
-3.0% |
0 |
Volume |
130,845 |
148,139 |
17,294 |
13.2% |
788,772 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,449 |
17,366 |
17,058 |
|
R3 |
17,293 |
17,210 |
17,015 |
|
R2 |
17,137 |
17,137 |
17,001 |
|
R1 |
17,054 |
17,054 |
16,986 |
17,018 |
PP |
16,981 |
16,981 |
16,981 |
16,962 |
S1 |
16,898 |
16,898 |
16,958 |
16,862 |
S2 |
16,825 |
16,825 |
16,944 |
|
S3 |
16,669 |
16,742 |
16,929 |
|
S4 |
16,513 |
16,586 |
16,886 |
|
|
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 |
16,744 |
336 |
2.0% |
161 |
0.9% |
68% |
False |
False |
146,711 |
10 |
17,080 |
16,131 |
949 |
5.6% |
211 |
1.2% |
89% |
False |
False |
157,711 |
20 |
17,080 |
15,452 |
1,628 |
9.6% |
250 |
1.5% |
93% |
False |
False |
182,325 |
40 |
17,080 |
15,365 |
1,715 |
10.1% |
316 |
1.9% |
94% |
False |
False |
227,973 |
60 |
17,735 |
15,365 |
2,370 |
14.0% |
309 |
1.8% |
68% |
False |
False |
205,013 |
80 |
17,825 |
15,365 |
2,460 |
14.5% |
288 |
1.7% |
65% |
False |
False |
154,201 |
100 |
17,828 |
15,365 |
2,463 |
14.5% |
264 |
1.6% |
65% |
False |
False |
123,391 |
120 |
17,828 |
15,365 |
2,463 |
14.5% |
262 |
1.5% |
65% |
False |
False |
102,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,726 |
2.618 |
17,472 |
1.618 |
17,316 |
1.000 |
17,219 |
0.618 |
17,160 |
HIGH |
17,063 |
0.618 |
17,004 |
0.500 |
16,985 |
0.382 |
16,967 |
LOW |
16,907 |
0.618 |
16,811 |
1.000 |
16,751 |
1.618 |
16,655 |
2.618 |
16,499 |
4.250 |
16,244 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,985 |
16,979 |
PP |
16,981 |
16,977 |
S1 |
16,976 |
16,974 |
|