| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
16,575 |
16,700 |
125 |
0.8% |
15,840 |
| High |
16,835 |
16,995 |
160 |
1.0% |
16,350 |
| Low |
16,485 |
16,655 |
170 |
1.0% |
15,540 |
| Close |
16,710 |
16,855 |
145 |
0.9% |
16,320 |
| Range |
350 |
340 |
-10 |
-2.9% |
810 |
| ATR |
537 |
523 |
-14 |
-2.6% |
0 |
| Volume |
16,350 |
13,902 |
-2,448 |
-15.0% |
98,469 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,855 |
17,695 |
17,042 |
|
| R3 |
17,515 |
17,355 |
16,949 |
|
| R2 |
17,175 |
17,175 |
16,917 |
|
| R1 |
17,015 |
17,015 |
16,886 |
17,095 |
| PP |
16,835 |
16,835 |
16,835 |
16,875 |
| S1 |
16,675 |
16,675 |
16,824 |
16,755 |
| S2 |
16,495 |
16,495 |
16,793 |
|
| S3 |
16,155 |
16,335 |
16,762 |
|
| S4 |
15,815 |
15,995 |
16,668 |
|
|
| 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 |
16,995 |
15,860 |
1,135 |
6.7% |
399 |
2.4% |
88% |
True |
False |
17,935 |
| 10 |
16,995 |
15,540 |
1,455 |
8.6% |
424 |
2.5% |
90% |
True |
False |
18,400 |
| 20 |
17,230 |
14,815 |
2,415 |
14.3% |
531 |
3.1% |
84% |
False |
False |
24,699 |
| 40 |
18,495 |
14,815 |
3,680 |
21.8% |
600 |
3.6% |
55% |
False |
False |
25,889 |
| 60 |
19,930 |
14,815 |
5,115 |
30.3% |
542 |
3.2% |
40% |
False |
False |
21,679 |
| 80 |
20,095 |
14,815 |
5,280 |
31.3% |
465 |
2.8% |
39% |
False |
False |
16,330 |
| 100 |
20,095 |
14,815 |
5,280 |
31.3% |
400 |
2.4% |
39% |
False |
False |
13,065 |
| 120 |
20,095 |
14,815 |
5,280 |
31.3% |
376 |
2.2% |
39% |
False |
False |
10,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,440 |
|
2.618 |
17,885 |
|
1.618 |
17,545 |
|
1.000 |
17,335 |
|
0.618 |
17,205 |
|
HIGH |
16,995 |
|
0.618 |
16,865 |
|
0.500 |
16,825 |
|
0.382 |
16,785 |
|
LOW |
16,655 |
|
0.618 |
16,445 |
|
1.000 |
16,315 |
|
1.618 |
16,105 |
|
2.618 |
15,765 |
|
4.250 |
15,210 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,845 |
16,713 |
| PP |
16,835 |
16,570 |
| S1 |
16,825 |
16,428 |
|