Trading Metrics calculated at close of trading on 01-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
16,320 |
15,975 |
-345 |
-2.1% |
15,840 |
High |
16,470 |
16,600 |
130 |
0.8% |
16,350 |
Low |
15,905 |
15,860 |
-45 |
-0.3% |
15,540 |
Close |
16,005 |
16,530 |
525 |
3.3% |
16,320 |
Range |
565 |
740 |
175 |
31.0% |
810 |
ATR |
536 |
551 |
15 |
2.7% |
0 |
Volume |
19,411 |
18,546 |
-865 |
-4.5% |
98,469 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,550 |
18,280 |
16,937 |
|
R3 |
17,810 |
17,540 |
16,734 |
|
R2 |
17,070 |
17,070 |
16,666 |
|
R1 |
16,800 |
16,800 |
16,598 |
16,935 |
PP |
16,330 |
16,330 |
16,330 |
16,398 |
S1 |
16,060 |
16,060 |
16,462 |
16,195 |
S2 |
15,590 |
15,590 |
16,394 |
|
S3 |
14,850 |
15,320 |
16,327 |
|
S4 |
14,110 |
14,580 |
16,123 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,500 |
18,220 |
16,766 |
|
R3 |
17,690 |
17,410 |
16,543 |
|
R2 |
16,880 |
16,880 |
16,469 |
|
R1 |
16,600 |
16,600 |
16,394 |
16,740 |
PP |
16,070 |
16,070 |
16,070 |
16,140 |
S1 |
15,790 |
15,790 |
16,246 |
15,930 |
S2 |
15,260 |
15,260 |
16,172 |
|
S3 |
14,450 |
14,980 |
16,097 |
|
S4 |
13,640 |
14,170 |
15,875 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,600 |
15,540 |
1,060 |
6.4% |
445 |
2.7% |
93% |
True |
False |
20,703 |
10 |
16,600 |
15,540 |
1,060 |
6.4% |
456 |
2.8% |
93% |
True |
False |
20,622 |
20 |
17,895 |
14,815 |
3,080 |
18.6% |
564 |
3.4% |
56% |
False |
False |
25,940 |
40 |
18,985 |
14,815 |
4,170 |
25.2% |
614 |
3.7% |
41% |
False |
False |
25,983 |
60 |
20,035 |
14,815 |
5,220 |
31.6% |
546 |
3.3% |
33% |
False |
False |
21,245 |
80 |
20,095 |
14,815 |
5,280 |
31.9% |
461 |
2.8% |
32% |
False |
False |
15,952 |
100 |
20,095 |
14,815 |
5,280 |
31.9% |
398 |
2.4% |
32% |
False |
False |
12,762 |
120 |
20,095 |
14,815 |
5,280 |
31.9% |
371 |
2.2% |
32% |
False |
False |
10,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,745 |
2.618 |
18,537 |
1.618 |
17,797 |
1.000 |
17,340 |
0.618 |
17,057 |
HIGH |
16,600 |
0.618 |
16,317 |
0.500 |
16,230 |
0.382 |
16,143 |
LOW |
15,860 |
0.618 |
15,403 |
1.000 |
15,120 |
1.618 |
14,663 |
2.618 |
13,923 |
4.250 |
12,715 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,430 |
16,430 |
PP |
16,330 |
16,330 |
S1 |
16,230 |
16,230 |
|