Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
16,670 |
16,800 |
130 |
0.8% |
16,320 |
High |
16,825 |
17,175 |
350 |
2.1% |
17,185 |
Low |
16,495 |
16,470 |
-25 |
-0.2% |
15,860 |
Close |
16,795 |
16,670 |
-125 |
-0.7% |
17,040 |
Range |
330 |
705 |
375 |
113.6% |
1,325 |
ATR |
472 |
489 |
17 |
3.5% |
0 |
Volume |
20,256 |
5,323 |
-14,933 |
-73.7% |
83,221 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,887 |
18,483 |
17,058 |
|
R3 |
18,182 |
17,778 |
16,864 |
|
R2 |
17,477 |
17,477 |
16,799 |
|
R1 |
17,073 |
17,073 |
16,735 |
16,923 |
PP |
16,772 |
16,772 |
16,772 |
16,696 |
S1 |
16,368 |
16,368 |
16,606 |
16,218 |
S2 |
16,067 |
16,067 |
16,541 |
|
S3 |
15,362 |
15,663 |
16,476 |
|
S4 |
14,657 |
14,958 |
16,282 |
|
|
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 |
16,470 |
715 |
4.3% |
400 |
2.4% |
28% |
False |
True |
20,070 |
10 |
17,185 |
15,860 |
1,325 |
7.9% |
400 |
2.4% |
61% |
False |
False |
19,003 |
20 |
17,185 |
14,815 |
2,370 |
14.2% |
473 |
2.8% |
78% |
False |
False |
22,540 |
40 |
17,940 |
14,815 |
3,125 |
18.7% |
578 |
3.5% |
59% |
False |
False |
25,821 |
60 |
19,930 |
14,815 |
5,115 |
30.7% |
539 |
3.2% |
36% |
False |
False |
21,545 |
80 |
20,095 |
14,815 |
5,280 |
31.7% |
476 |
2.9% |
35% |
False |
False |
17,584 |
100 |
20,095 |
14,815 |
5,280 |
31.7% |
415 |
2.5% |
35% |
False |
False |
14,068 |
120 |
20,095 |
14,815 |
5,280 |
31.7% |
382 |
2.3% |
35% |
False |
False |
11,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,171 |
2.618 |
19,021 |
1.618 |
18,316 |
1.000 |
17,880 |
0.618 |
17,611 |
HIGH |
17,175 |
0.618 |
16,906 |
0.500 |
16,823 |
0.382 |
16,739 |
LOW |
16,470 |
0.618 |
16,034 |
1.000 |
15,765 |
1.618 |
15,329 |
2.618 |
14,624 |
4.250 |
13,474 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,823 |
16,823 |
PP |
16,772 |
16,772 |
S1 |
16,721 |
16,721 |
|