| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
16,858 |
16,926 |
68 |
0.4% |
16,600 |
| High |
16,936 |
17,043 |
107 |
0.6% |
17,043 |
| Low |
16,798 |
16,878 |
80 |
0.5% |
16,432 |
| Close |
16,919 |
16,967 |
48 |
0.3% |
16,967 |
| Range |
138 |
165 |
27 |
19.6% |
611 |
| ATR |
284 |
275 |
-8 |
-3.0% |
0 |
| Volume |
122,928 |
166,564 |
43,636 |
35.5% |
788,772 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,458 |
17,377 |
17,058 |
|
| R3 |
17,293 |
17,212 |
17,013 |
|
| R2 |
17,128 |
17,128 |
16,997 |
|
| R1 |
17,047 |
17,047 |
16,982 |
17,088 |
| PP |
16,963 |
16,963 |
16,963 |
16,983 |
| S1 |
16,882 |
16,882 |
16,952 |
16,923 |
| S2 |
16,798 |
16,798 |
16,937 |
|
| S3 |
16,633 |
16,717 |
16,922 |
|
| S4 |
16,468 |
16,552 |
16,876 |
|
|
| 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 |
17,043 |
16,432 |
611 |
3.6% |
224 |
1.3% |
88% |
True |
False |
157,754 |
| 10 |
17,043 |
16,131 |
912 |
5.4% |
230 |
1.4% |
92% |
True |
False |
153,999 |
| 20 |
17,043 |
15,452 |
1,591 |
9.4% |
273 |
1.6% |
95% |
True |
False |
195,945 |
| 40 |
17,043 |
15,365 |
1,678 |
9.9% |
332 |
2.0% |
95% |
True |
False |
236,330 |
| 60 |
17,735 |
15,365 |
2,370 |
14.0% |
314 |
1.8% |
68% |
False |
False |
200,731 |
| 80 |
17,825 |
15,365 |
2,460 |
14.5% |
289 |
1.7% |
65% |
False |
False |
150,716 |
| 100 |
17,828 |
15,365 |
2,463 |
14.5% |
263 |
1.5% |
65% |
False |
False |
120,603 |
| 120 |
17,828 |
15,365 |
2,463 |
14.5% |
263 |
1.5% |
65% |
False |
False |
100,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,744 |
|
2.618 |
17,475 |
|
1.618 |
17,310 |
|
1.000 |
17,208 |
|
0.618 |
17,145 |
|
HIGH |
17,043 |
|
0.618 |
16,980 |
|
0.500 |
16,961 |
|
0.382 |
16,941 |
|
LOW |
16,878 |
|
0.618 |
16,776 |
|
1.000 |
16,713 |
|
1.618 |
16,611 |
|
2.618 |
16,446 |
|
4.250 |
16,177 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,965 |
16,943 |
| PP |
16,963 |
16,918 |
| S1 |
16,961 |
16,894 |
|