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 |
16,945.00 |
16,991.29 |
46.29 |
0.3% |
16,634.15 |
High |
17,062.38 |
17,099.25 |
36.87 |
0.2% |
17,062.38 |
Low |
16,898.84 |
16,940.48 |
41.64 |
0.2% |
16,510.40 |
Close |
17,006.77 |
17,073.95 |
67.18 |
0.4% |
17,006.77 |
Range |
163.54 |
158.77 |
-4.77 |
-2.9% |
551.98 |
ATR |
246.73 |
240.45 |
-6.28 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,514.20 |
17,452.85 |
17,161.27 |
|
R3 |
17,355.43 |
17,294.08 |
17,117.61 |
|
R2 |
17,196.66 |
17,196.66 |
17,103.06 |
|
R1 |
17,135.31 |
17,135.31 |
17,088.50 |
17,165.99 |
PP |
17,037.89 |
17,037.89 |
17,037.89 |
17,053.23 |
S1 |
16,976.54 |
16,976.54 |
17,059.40 |
17,007.22 |
S2 |
16,879.12 |
16,879.12 |
17,044.84 |
|
S3 |
16,720.35 |
16,817.77 |
17,030.29 |
|
S4 |
16,561.58 |
16,659.00 |
16,986.63 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,515.79 |
18,313.26 |
17,310.36 |
|
R3 |
17,963.81 |
17,761.28 |
17,158.56 |
|
R2 |
17,411.83 |
17,411.83 |
17,107.97 |
|
R1 |
17,209.30 |
17,209.30 |
17,057.37 |
17,310.57 |
PP |
16,859.85 |
16,859.85 |
16,859.85 |
16,910.48 |
S1 |
16,657.32 |
16,657.32 |
16,956.17 |
16,758.59 |
S2 |
16,307.87 |
16,307.87 |
16,905.57 |
|
S3 |
15,755.89 |
16,105.34 |
16,854.98 |
|
S4 |
15,203.91 |
15,553.36 |
16,703.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,099.25 |
16,545.67 |
553.58 |
3.2% |
179.93 |
1.1% |
95% |
True |
False |
|
10 |
17,099.25 |
16,165.86 |
933.39 |
5.5% |
207.54 |
1.2% |
97% |
True |
False |
|
20 |
17,099.25 |
15,503.01 |
1,596.24 |
9.3% |
230.38 |
1.3% |
98% |
True |
False |
|
40 |
17,099.25 |
15,450.56 |
1,648.69 |
9.7% |
278.05 |
1.6% |
98% |
True |
False |
|
60 |
17,796.76 |
15,450.56 |
2,346.20 |
13.7% |
268.77 |
1.6% |
69% |
False |
False |
|
80 |
17,914.34 |
15,450.56 |
2,463.78 |
14.4% |
247.95 |
1.5% |
66% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.8% |
230.35 |
1.3% |
64% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.8% |
230.38 |
1.3% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,774.02 |
2.618 |
17,514.91 |
1.618 |
17,356.14 |
1.000 |
17,258.02 |
0.618 |
17,197.37 |
HIGH |
17,099.25 |
0.618 |
17,038.60 |
0.500 |
17,019.87 |
0.382 |
17,001.13 |
LOW |
16,940.48 |
0.618 |
16,842.36 |
1.000 |
16,781.71 |
1.618 |
16,683.59 |
2.618 |
16,524.82 |
4.250 |
16,265.71 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
17,055.92 |
17,035.96 |
PP |
17,037.89 |
16,997.98 |
S1 |
17,019.87 |
16,959.99 |
|