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 |
17,040 |
16,875 |
-165 |
-1.0% |
16,320 |
High |
17,085 |
16,910 |
-175 |
-1.0% |
17,185 |
Low |
16,775 |
16,575 |
-200 |
-1.2% |
15,860 |
Close |
16,885 |
16,680 |
-205 |
-1.2% |
17,040 |
Range |
310 |
335 |
25 |
8.1% |
1,325 |
ATR |
495 |
483 |
-11 |
-2.3% |
0 |
Volume |
36,342 |
23,421 |
-12,921 |
-35.6% |
83,221 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,727 |
17,538 |
16,864 |
|
R3 |
17,392 |
17,203 |
16,772 |
|
R2 |
17,057 |
17,057 |
16,742 |
|
R1 |
16,868 |
16,868 |
16,711 |
16,795 |
PP |
16,722 |
16,722 |
16,722 |
16,685 |
S1 |
16,533 |
16,533 |
16,649 |
16,460 |
S2 |
16,387 |
16,387 |
16,619 |
|
S3 |
16,052 |
16,198 |
16,588 |
|
S4 |
15,717 |
15,863 |
16,496 |
|
|
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 |
16,485 |
700 |
4.2% |
331 |
2.0% |
28% |
False |
False |
21,005 |
10 |
17,185 |
15,540 |
1,645 |
9.9% |
388 |
2.3% |
69% |
False |
False |
20,854 |
20 |
17,185 |
14,815 |
2,370 |
14.2% |
489 |
2.9% |
79% |
False |
False |
25,075 |
40 |
17,940 |
14,815 |
3,125 |
18.7% |
574 |
3.4% |
60% |
False |
False |
25,908 |
60 |
19,930 |
14,815 |
5,115 |
30.7% |
536 |
3.2% |
36% |
False |
False |
21,615 |
80 |
20,095 |
14,815 |
5,280 |
31.7% |
468 |
2.8% |
35% |
False |
False |
17,264 |
100 |
20,095 |
14,815 |
5,280 |
31.7% |
407 |
2.4% |
35% |
False |
False |
13,813 |
120 |
20,095 |
14,815 |
5,280 |
31.7% |
378 |
2.3% |
35% |
False |
False |
11,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,334 |
2.618 |
17,787 |
1.618 |
17,452 |
1.000 |
17,245 |
0.618 |
17,117 |
HIGH |
16,910 |
0.618 |
16,782 |
0.500 |
16,743 |
0.382 |
16,703 |
LOW |
16,575 |
0.618 |
16,368 |
1.000 |
16,240 |
1.618 |
16,033 |
2.618 |
15,698 |
4.250 |
15,151 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,743 |
16,880 |
PP |
16,722 |
16,813 |
S1 |
16,701 |
16,747 |
|