| 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 |
16,984 |
17,013 |
29 |
0.2% |
16,600 |
| High |
17,078 |
17,174 |
96 |
0.6% |
17,043 |
| Low |
16,940 |
16,816 |
-124 |
-0.7% |
16,432 |
| Close |
17,008 |
16,994 |
-14 |
-0.1% |
16,967 |
| Range |
138 |
358 |
220 |
159.4% |
611 |
| ATR |
252 |
259 |
8 |
3.0% |
0 |
| Volume |
140,140 |
244,102 |
103,962 |
74.2% |
788,772 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,069 |
17,889 |
17,191 |
|
| R3 |
17,711 |
17,531 |
17,093 |
|
| R2 |
17,353 |
17,353 |
17,060 |
|
| R1 |
17,173 |
17,173 |
17,027 |
17,084 |
| PP |
16,995 |
16,995 |
16,995 |
16,950 |
| S1 |
16,815 |
16,815 |
16,961 |
16,726 |
| S2 |
16,637 |
16,637 |
16,928 |
|
| S3 |
16,279 |
16,457 |
16,896 |
|
| S4 |
15,921 |
16,099 |
16,797 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,647 |
18,418 |
17,303 |
|
| R3 |
18,036 |
17,807 |
17,135 |
|
| R2 |
17,425 |
17,425 |
17,079 |
|
| R1 |
17,196 |
17,196 |
17,023 |
17,311 |
| PP |
16,814 |
16,814 |
16,814 |
16,871 |
| S1 |
16,585 |
16,585 |
16,911 |
16,700 |
| S2 |
16,203 |
16,203 |
16,855 |
|
| S3 |
15,592 |
15,974 |
16,799 |
|
| S4 |
14,981 |
15,363 |
16,631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,174 |
16,816 |
358 |
2.1% |
200 |
1.2% |
50% |
True |
True |
165,958 |
| 10 |
17,174 |
16,432 |
742 |
4.4% |
196 |
1.1% |
76% |
True |
False |
160,972 |
| 20 |
17,174 |
15,452 |
1,722 |
10.1% |
243 |
1.4% |
90% |
True |
False |
173,045 |
| 40 |
17,174 |
15,365 |
1,809 |
10.6% |
313 |
1.8% |
90% |
True |
False |
224,132 |
| 60 |
17,735 |
15,365 |
2,370 |
13.9% |
306 |
1.8% |
69% |
False |
False |
207,705 |
| 80 |
17,825 |
15,365 |
2,460 |
14.5% |
289 |
1.7% |
66% |
False |
False |
158,998 |
| 100 |
17,828 |
15,365 |
2,463 |
14.5% |
265 |
1.6% |
66% |
False |
False |
127,232 |
| 120 |
17,828 |
15,365 |
2,463 |
14.5% |
262 |
1.5% |
66% |
False |
False |
106,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,696 |
|
2.618 |
18,111 |
|
1.618 |
17,753 |
|
1.000 |
17,532 |
|
0.618 |
17,395 |
|
HIGH |
17,174 |
|
0.618 |
17,037 |
|
0.500 |
16,995 |
|
0.382 |
16,953 |
|
LOW |
16,816 |
|
0.618 |
16,595 |
|
1.000 |
16,458 |
|
1.618 |
16,237 |
|
2.618 |
15,879 |
|
4.250 |
15,295 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,995 |
16,995 |
| PP |
16,995 |
16,995 |
| S1 |
16,994 |
16,994 |
|