| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
15,975 |
16,575 |
600 |
3.8% |
15,840 |
| High |
16,600 |
16,835 |
235 |
1.4% |
16,350 |
| Low |
15,860 |
16,485 |
625 |
3.9% |
15,540 |
| Close |
16,530 |
16,710 |
180 |
1.1% |
16,320 |
| Range |
740 |
350 |
-390 |
-52.7% |
810 |
| ATR |
551 |
537 |
-14 |
-2.6% |
0 |
| Volume |
18,546 |
16,350 |
-2,196 |
-11.8% |
98,469 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,727 |
17,568 |
16,903 |
|
| R3 |
17,377 |
17,218 |
16,806 |
|
| R2 |
17,027 |
17,027 |
16,774 |
|
| R1 |
16,868 |
16,868 |
16,742 |
16,948 |
| PP |
16,677 |
16,677 |
16,677 |
16,716 |
| S1 |
16,518 |
16,518 |
16,678 |
16,598 |
| S2 |
16,327 |
16,327 |
16,646 |
|
| S3 |
15,977 |
16,168 |
16,614 |
|
| S4 |
15,627 |
15,818 |
16,518 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,500 |
18,220 |
16,766 |
|
| R3 |
17,690 |
17,410 |
16,543 |
|
| R2 |
16,880 |
16,880 |
16,469 |
|
| R1 |
16,600 |
16,600 |
16,394 |
16,740 |
| PP |
16,070 |
16,070 |
16,070 |
16,140 |
| S1 |
15,790 |
15,790 |
16,246 |
15,930 |
| S2 |
15,260 |
15,260 |
16,172 |
|
| S3 |
14,450 |
14,980 |
16,097 |
|
| S4 |
13,640 |
14,170 |
15,875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,835 |
15,860 |
975 |
5.8% |
406 |
2.4% |
87% |
True |
False |
19,241 |
| 10 |
16,835 |
15,540 |
1,295 |
7.7% |
432 |
2.6% |
90% |
True |
False |
19,326 |
| 20 |
17,485 |
14,815 |
2,670 |
16.0% |
556 |
3.3% |
71% |
False |
False |
25,659 |
| 40 |
18,585 |
14,815 |
3,770 |
22.6% |
602 |
3.6% |
50% |
False |
False |
25,918 |
| 60 |
19,930 |
14,815 |
5,115 |
30.6% |
542 |
3.2% |
37% |
False |
False |
21,488 |
| 80 |
20,095 |
14,815 |
5,280 |
31.6% |
463 |
2.8% |
36% |
False |
False |
16,157 |
| 100 |
20,095 |
14,815 |
5,280 |
31.6% |
399 |
2.4% |
36% |
False |
False |
12,926 |
| 120 |
20,095 |
14,815 |
5,280 |
31.6% |
374 |
2.2% |
36% |
False |
False |
10,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,323 |
|
2.618 |
17,751 |
|
1.618 |
17,401 |
|
1.000 |
17,185 |
|
0.618 |
17,051 |
|
HIGH |
16,835 |
|
0.618 |
16,701 |
|
0.500 |
16,660 |
|
0.382 |
16,619 |
|
LOW |
16,485 |
|
0.618 |
16,269 |
|
1.000 |
16,135 |
|
1.618 |
15,919 |
|
2.618 |
15,569 |
|
4.250 |
14,998 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,693 |
16,589 |
| PP |
16,677 |
16,468 |
| S1 |
16,660 |
16,348 |
|