Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
16,875 |
16,670 |
-205 |
-1.2% |
16,320 |
High |
16,910 |
16,825 |
-85 |
-0.5% |
17,185 |
Low |
16,575 |
16,495 |
-80 |
-0.5% |
15,860 |
Close |
16,680 |
16,795 |
115 |
0.7% |
17,040 |
Range |
335 |
330 |
-5 |
-1.5% |
1,325 |
ATR |
483 |
472 |
-11 |
-2.3% |
0 |
Volume |
23,421 |
20,256 |
-3,165 |
-13.5% |
83,221 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,695 |
17,575 |
16,977 |
|
R3 |
17,365 |
17,245 |
16,886 |
|
R2 |
17,035 |
17,035 |
16,856 |
|
R1 |
16,915 |
16,915 |
16,825 |
16,975 |
PP |
16,705 |
16,705 |
16,705 |
16,735 |
S1 |
16,585 |
16,585 |
16,765 |
16,645 |
S2 |
16,375 |
16,375 |
16,735 |
|
S3 |
16,045 |
16,255 |
16,704 |
|
S4 |
15,715 |
15,925 |
16,614 |
|
|
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 |
16,495 |
690 |
4.1% |
327 |
1.9% |
43% |
False |
True |
21,786 |
10 |
17,185 |
15,860 |
1,325 |
7.9% |
367 |
2.2% |
71% |
False |
False |
20,514 |
20 |
17,185 |
14,815 |
2,370 |
14.1% |
476 |
2.8% |
84% |
False |
False |
24,478 |
40 |
17,940 |
14,815 |
3,125 |
18.6% |
571 |
3.4% |
63% |
False |
False |
26,157 |
60 |
19,930 |
14,815 |
5,115 |
30.5% |
539 |
3.2% |
39% |
False |
False |
21,704 |
80 |
20,095 |
14,815 |
5,280 |
31.4% |
470 |
2.8% |
38% |
False |
False |
17,517 |
100 |
20,095 |
14,815 |
5,280 |
31.4% |
408 |
2.4% |
38% |
False |
False |
14,015 |
120 |
20,095 |
14,815 |
5,280 |
31.4% |
379 |
2.3% |
38% |
False |
False |
11,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,228 |
2.618 |
17,689 |
1.618 |
17,359 |
1.000 |
17,155 |
0.618 |
17,029 |
HIGH |
16,825 |
0.618 |
16,699 |
0.500 |
16,660 |
0.382 |
16,621 |
LOW |
16,495 |
0.618 |
16,291 |
1.000 |
16,165 |
1.618 |
15,961 |
2.618 |
15,631 |
4.250 |
15,093 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,750 |
16,793 |
PP |
16,705 |
16,792 |
S1 |
16,660 |
16,790 |
|