| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
17,053 |
16,984 |
-69 |
-0.4% |
16,600 |
| High |
17,063 |
17,078 |
15 |
0.1% |
17,043 |
| Low |
16,907 |
16,940 |
33 |
0.2% |
16,432 |
| Close |
16,972 |
17,008 |
36 |
0.2% |
16,967 |
| Range |
156 |
138 |
-18 |
-11.5% |
611 |
| ATR |
260 |
252 |
-9 |
-3.4% |
0 |
| Volume |
148,139 |
140,140 |
-7,999 |
-5.4% |
788,772 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,423 |
17,353 |
17,084 |
|
| R3 |
17,285 |
17,215 |
17,046 |
|
| R2 |
17,147 |
17,147 |
17,033 |
|
| R1 |
17,077 |
17,077 |
17,021 |
17,112 |
| PP |
17,009 |
17,009 |
17,009 |
17,026 |
| S1 |
16,939 |
16,939 |
16,995 |
16,974 |
| S2 |
16,871 |
16,871 |
16,983 |
|
| S3 |
16,733 |
16,801 |
16,970 |
|
| S4 |
16,595 |
16,663 |
16,932 |
|
|
| 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 |
17,080 |
16,798 |
282 |
1.7% |
156 |
0.9% |
74% |
False |
False |
141,723 |
| 10 |
17,080 |
16,396 |
684 |
4.0% |
188 |
1.1% |
89% |
False |
False |
151,740 |
| 20 |
17,080 |
15,452 |
1,628 |
9.6% |
242 |
1.4% |
96% |
False |
False |
174,519 |
| 40 |
17,080 |
15,365 |
1,715 |
10.1% |
312 |
1.8% |
96% |
False |
False |
224,539 |
| 60 |
17,735 |
15,365 |
2,370 |
13.9% |
307 |
1.8% |
69% |
False |
False |
206,544 |
| 80 |
17,825 |
15,365 |
2,460 |
14.5% |
288 |
1.7% |
67% |
False |
False |
155,952 |
| 100 |
17,828 |
15,365 |
2,463 |
14.5% |
263 |
1.5% |
67% |
False |
False |
124,792 |
| 120 |
17,828 |
15,365 |
2,463 |
14.5% |
261 |
1.5% |
67% |
False |
False |
104,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,665 |
|
2.618 |
17,439 |
|
1.618 |
17,301 |
|
1.000 |
17,216 |
|
0.618 |
17,163 |
|
HIGH |
17,078 |
|
0.618 |
17,025 |
|
0.500 |
17,009 |
|
0.382 |
16,993 |
|
LOW |
16,940 |
|
0.618 |
16,855 |
|
1.000 |
16,802 |
|
1.618 |
16,717 |
|
2.618 |
16,579 |
|
4.250 |
16,354 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,009 |
17,002 |
| PP |
17,009 |
16,995 |
| S1 |
17,008 |
16,989 |
|