| 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 |
16,818 |
16,865 |
47 |
0.3% |
16,481 |
| High |
16,941 |
16,977 |
36 |
0.2% |
16,941 |
| Low |
16,783 |
16,803 |
20 |
0.1% |
16,339 |
| Close |
16,869 |
16,951 |
82 |
0.5% |
16,869 |
| Range |
158 |
174 |
16 |
10.1% |
602 |
| ATR |
261 |
255 |
-6 |
-2.4% |
0 |
| Volume |
1,493 |
3,809 |
2,316 |
155.1% |
3,746 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,432 |
17,366 |
17,047 |
|
| R3 |
17,258 |
17,192 |
16,999 |
|
| R2 |
17,084 |
17,084 |
16,983 |
|
| R1 |
17,018 |
17,018 |
16,967 |
17,051 |
| PP |
16,910 |
16,910 |
16,910 |
16,927 |
| S1 |
16,844 |
16,844 |
16,935 |
16,877 |
| S2 |
16,736 |
16,736 |
16,919 |
|
| S3 |
16,562 |
16,670 |
16,903 |
|
| S4 |
16,388 |
16,496 |
16,855 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,522 |
18,298 |
17,200 |
|
| R3 |
17,920 |
17,696 |
17,035 |
|
| R2 |
17,318 |
17,318 |
16,979 |
|
| R1 |
17,094 |
17,094 |
16,924 |
17,206 |
| PP |
16,716 |
16,716 |
16,716 |
16,773 |
| S1 |
16,492 |
16,492 |
16,814 |
16,604 |
| S2 |
16,114 |
16,114 |
16,759 |
|
| S3 |
15,512 |
15,890 |
16,704 |
|
| S4 |
14,910 |
15,288 |
16,538 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,977 |
16,339 |
638 |
3.8% |
206 |
1.2% |
96% |
True |
False |
1,394 |
| 10 |
16,977 |
16,050 |
927 |
5.5% |
226 |
1.3% |
97% |
True |
False |
996 |
| 20 |
16,977 |
15,370 |
1,607 |
9.5% |
255 |
1.5% |
98% |
True |
False |
576 |
| 40 |
16,977 |
15,299 |
1,678 |
9.9% |
295 |
1.7% |
98% |
True |
False |
357 |
| 60 |
17,573 |
15,299 |
2,274 |
13.4% |
258 |
1.5% |
73% |
False |
False |
251 |
| 80 |
17,704 |
15,299 |
2,405 |
14.2% |
205 |
1.2% |
69% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,717 |
|
2.618 |
17,433 |
|
1.618 |
17,259 |
|
1.000 |
17,151 |
|
0.618 |
17,085 |
|
HIGH |
16,977 |
|
0.618 |
16,911 |
|
0.500 |
16,890 |
|
0.382 |
16,870 |
|
LOW |
16,803 |
|
0.618 |
16,696 |
|
1.000 |
16,629 |
|
1.618 |
16,522 |
|
2.618 |
16,348 |
|
4.250 |
16,064 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,931 |
16,914 |
| PP |
16,910 |
16,876 |
| S1 |
16,890 |
16,839 |
|