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 |
16,890 |
17,040 |
150 |
0.9% |
16,320 |
High |
17,185 |
17,085 |
-100 |
-0.6% |
17,185 |
Low |
16,865 |
16,775 |
-90 |
-0.5% |
15,860 |
Close |
17,040 |
16,885 |
-155 |
-0.9% |
17,040 |
Range |
320 |
310 |
-10 |
-3.1% |
1,325 |
ATR |
509 |
495 |
-14 |
-2.8% |
0 |
Volume |
15,012 |
36,342 |
21,330 |
142.1% |
83,221 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,845 |
17,675 |
17,056 |
|
R3 |
17,535 |
17,365 |
16,970 |
|
R2 |
17,225 |
17,225 |
16,942 |
|
R1 |
17,055 |
17,055 |
16,914 |
16,985 |
PP |
16,915 |
16,915 |
16,915 |
16,880 |
S1 |
16,745 |
16,745 |
16,857 |
16,675 |
S2 |
16,605 |
16,605 |
16,828 |
|
S3 |
16,295 |
16,435 |
16,800 |
|
S4 |
15,985 |
16,125 |
16,715 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,670 |
20,180 |
17,769 |
|
R3 |
19,345 |
18,855 |
17,405 |
|
R2 |
18,020 |
18,020 |
17,283 |
|
R1 |
17,530 |
17,530 |
17,162 |
17,775 |
PP |
16,695 |
16,695 |
16,695 |
16,818 |
S1 |
16,205 |
16,205 |
16,919 |
16,450 |
S2 |
15,370 |
15,370 |
16,797 |
|
S3 |
14,045 |
14,880 |
16,676 |
|
S4 |
12,720 |
13,555 |
16,311 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,185 |
15,860 |
1,325 |
7.8% |
412 |
2.4% |
77% |
False |
False |
20,030 |
10 |
17,185 |
15,540 |
1,645 |
9.7% |
407 |
2.4% |
82% |
False |
False |
20,389 |
20 |
17,185 |
14,815 |
2,370 |
14.0% |
516 |
3.1% |
87% |
False |
False |
25,082 |
40 |
18,010 |
14,815 |
3,195 |
18.9% |
584 |
3.5% |
65% |
False |
False |
26,058 |
60 |
19,930 |
14,815 |
5,115 |
30.3% |
541 |
3.2% |
40% |
False |
False |
21,510 |
80 |
20,095 |
14,815 |
5,280 |
31.3% |
467 |
2.8% |
39% |
False |
False |
16,972 |
100 |
20,095 |
14,815 |
5,280 |
31.3% |
404 |
2.4% |
39% |
False |
False |
13,578 |
120 |
20,095 |
14,815 |
5,280 |
31.3% |
378 |
2.2% |
39% |
False |
False |
11,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,403 |
2.618 |
17,897 |
1.618 |
17,587 |
1.000 |
17,395 |
0.618 |
17,277 |
HIGH |
17,085 |
0.618 |
16,967 |
0.500 |
16,930 |
0.382 |
16,894 |
LOW |
16,775 |
0.618 |
16,584 |
1.000 |
16,465 |
1.618 |
16,274 |
2.618 |
15,964 |
4.250 |
15,458 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,930 |
16,920 |
PP |
16,915 |
16,908 |
S1 |
16,900 |
16,897 |
|