| 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 |
16,700 |
16,890 |
190 |
1.1% |
16,320 |
| High |
16,995 |
17,185 |
190 |
1.1% |
17,185 |
| Low |
16,655 |
16,865 |
210 |
1.3% |
15,860 |
| Close |
16,855 |
17,040 |
185 |
1.1% |
17,040 |
| Range |
340 |
320 |
-20 |
-5.9% |
1,325 |
| ATR |
523 |
509 |
-14 |
-2.6% |
0 |
| Volume |
13,902 |
15,012 |
1,110 |
8.0% |
83,221 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,990 |
17,835 |
17,216 |
|
| R3 |
17,670 |
17,515 |
17,128 |
|
| R2 |
17,350 |
17,350 |
17,099 |
|
| R1 |
17,195 |
17,195 |
17,069 |
17,273 |
| PP |
17,030 |
17,030 |
17,030 |
17,069 |
| S1 |
16,875 |
16,875 |
17,011 |
16,953 |
| S2 |
16,710 |
16,710 |
16,981 |
|
| S3 |
16,390 |
16,555 |
16,952 |
|
| S4 |
16,070 |
16,235 |
16,864 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,670 |
20,180 |
17,769 |
|
| R3 |
19,345 |
18,855 |
17,405 |
|
| R2 |
18,020 |
18,020 |
17,283 |
|
| R1 |
17,530 |
17,530 |
17,162 |
17,775 |
| PP |
16,695 |
16,695 |
16,695 |
16,818 |
| S1 |
16,205 |
16,205 |
16,919 |
16,450 |
| S2 |
15,370 |
15,370 |
16,797 |
|
| S3 |
14,045 |
14,880 |
16,676 |
|
| S4 |
12,720 |
13,555 |
16,311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,185 |
15,860 |
1,325 |
7.8% |
463 |
2.7% |
89% |
True |
False |
16,644 |
| 10 |
17,185 |
15,540 |
1,645 |
9.7% |
427 |
2.5% |
91% |
True |
False |
18,169 |
| 20 |
17,185 |
14,815 |
2,370 |
13.9% |
521 |
3.1% |
94% |
True |
False |
24,237 |
| 40 |
18,195 |
14,815 |
3,380 |
19.8% |
594 |
3.5% |
66% |
False |
False |
25,813 |
| 60 |
19,930 |
14,815 |
5,115 |
30.0% |
544 |
3.2% |
43% |
False |
False |
21,304 |
| 80 |
20,095 |
14,815 |
5,280 |
31.0% |
466 |
2.7% |
42% |
False |
False |
16,517 |
| 100 |
20,095 |
14,815 |
5,280 |
31.0% |
401 |
2.4% |
42% |
False |
False |
13,215 |
| 120 |
20,095 |
14,815 |
5,280 |
31.0% |
378 |
2.2% |
42% |
False |
False |
11,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,545 |
|
2.618 |
18,023 |
|
1.618 |
17,703 |
|
1.000 |
17,505 |
|
0.618 |
17,383 |
|
HIGH |
17,185 |
|
0.618 |
17,063 |
|
0.500 |
17,025 |
|
0.382 |
16,987 |
|
LOW |
16,865 |
|
0.618 |
16,667 |
|
1.000 |
16,545 |
|
1.618 |
16,347 |
|
2.618 |
16,027 |
|
4.250 |
15,505 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,035 |
16,972 |
| PP |
17,030 |
16,903 |
| S1 |
17,025 |
16,835 |
|