| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
17,247 |
17,330 |
83 |
0.5% |
16,972 |
| High |
17,382 |
17,531 |
149 |
0.9% |
17,223 |
| Low |
17,189 |
17,244 |
55 |
0.3% |
16,816 |
| Close |
17,332 |
17,486 |
154 |
0.9% |
17,184 |
| Range |
193 |
287 |
94 |
48.7% |
407 |
| ATR |
237 |
241 |
4 |
1.5% |
0 |
| Volume |
28,664 |
31,638 |
2,974 |
10.4% |
758,761 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,281 |
18,171 |
17,644 |
|
| R3 |
17,994 |
17,884 |
17,565 |
|
| R2 |
17,707 |
17,707 |
17,539 |
|
| R1 |
17,597 |
17,597 |
17,512 |
17,652 |
| PP |
17,420 |
17,420 |
17,420 |
17,448 |
| S1 |
17,310 |
17,310 |
17,460 |
17,365 |
| S2 |
17,133 |
17,133 |
17,434 |
|
| S3 |
16,846 |
17,023 |
17,407 |
|
| S4 |
16,559 |
16,736 |
17,328 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,295 |
18,147 |
17,408 |
|
| R3 |
17,888 |
17,740 |
17,296 |
|
| R2 |
17,481 |
17,481 |
17,259 |
|
| R1 |
17,333 |
17,333 |
17,221 |
17,407 |
| PP |
17,074 |
17,074 |
17,074 |
17,112 |
| S1 |
16,926 |
16,926 |
17,147 |
17,000 |
| S2 |
16,667 |
16,667 |
17,110 |
|
| S3 |
16,260 |
16,519 |
17,072 |
|
| S4 |
15,853 |
16,112 |
16,960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,531 |
16,984 |
547 |
3.1% |
198 |
1.1% |
92% |
True |
False |
44,931 |
| 10 |
17,531 |
16,816 |
715 |
4.1% |
199 |
1.1% |
94% |
True |
False |
105,444 |
| 20 |
17,531 |
16,131 |
1,400 |
8.0% |
216 |
1.2% |
97% |
True |
False |
128,513 |
| 40 |
17,531 |
15,452 |
2,079 |
11.9% |
276 |
1.6% |
98% |
True |
False |
187,487 |
| 60 |
17,660 |
15,365 |
2,295 |
13.1% |
295 |
1.7% |
92% |
False |
False |
194,184 |
| 80 |
17,825 |
15,365 |
2,460 |
14.1% |
286 |
1.6% |
86% |
False |
False |
161,792 |
| 100 |
17,828 |
15,365 |
2,463 |
14.1% |
266 |
1.5% |
86% |
False |
False |
129,476 |
| 120 |
17,828 |
15,365 |
2,463 |
14.1% |
258 |
1.5% |
86% |
False |
False |
107,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,751 |
|
2.618 |
18,282 |
|
1.618 |
17,995 |
|
1.000 |
17,818 |
|
0.618 |
17,708 |
|
HIGH |
17,531 |
|
0.618 |
17,421 |
|
0.500 |
17,388 |
|
0.382 |
17,354 |
|
LOW |
17,244 |
|
0.618 |
17,067 |
|
1.000 |
16,957 |
|
1.618 |
16,780 |
|
2.618 |
16,493 |
|
4.250 |
16,024 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,453 |
17,432 |
| PP |
17,420 |
17,379 |
| S1 |
17,388 |
17,325 |
|