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 |
9,841.0 |
9,822.0 |
-19.0 |
-0.2% |
9,463.5 |
High |
9,846.0 |
9,928.0 |
82.0 |
0.8% |
9,928.0 |
Low |
9,738.0 |
9,775.0 |
37.0 |
0.4% |
9,362.0 |
Close |
9,765.0 |
9,851.0 |
86.0 |
0.9% |
9,851.0 |
Range |
108.0 |
153.0 |
45.0 |
41.7% |
566.0 |
ATR |
231.3 |
226.4 |
-4.9 |
-2.1% |
0.0 |
Volume |
1,654 |
827 |
-827 |
-50.0% |
7,176 |
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,310.3 |
10,233.7 |
9,935.2 |
|
R3 |
10,157.3 |
10,080.7 |
9,893.1 |
|
R2 |
10,004.3 |
10,004.3 |
9,879.1 |
|
R1 |
9,927.7 |
9,927.7 |
9,865.0 |
9,966.0 |
PP |
9,851.3 |
9,851.3 |
9,851.3 |
9,870.5 |
S1 |
9,774.7 |
9,774.7 |
9,837.0 |
9,813.0 |
S2 |
9,698.3 |
9,698.3 |
9,823.0 |
|
S3 |
9,545.3 |
9,621.7 |
9,808.9 |
|
S4 |
9,392.3 |
9,468.7 |
9,766.9 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,411.7 |
11,197.3 |
10,162.3 |
|
R3 |
10,845.7 |
10,631.3 |
10,006.7 |
|
R2 |
10,279.7 |
10,279.7 |
9,954.8 |
|
R1 |
10,065.3 |
10,065.3 |
9,902.9 |
10,172.5 |
PP |
9,713.7 |
9,713.7 |
9,713.7 |
9,767.3 |
S1 |
9,499.3 |
9,499.3 |
9,799.1 |
9,606.5 |
S2 |
9,147.7 |
9,147.7 |
9,747.2 |
|
S3 |
8,581.7 |
8,933.3 |
9,695.4 |
|
S4 |
8,015.7 |
8,367.3 |
9,539.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,928.0 |
9,362.0 |
566.0 |
5.7% |
179.1 |
1.8% |
86% |
True |
False |
1,435 |
10 |
9,928.0 |
9,158.5 |
769.5 |
7.8% |
179.4 |
1.8% |
90% |
True |
False |
1,018 |
20 |
9,928.0 |
8,730.0 |
1,198.0 |
12.2% |
203.2 |
2.1% |
94% |
True |
False |
879 |
40 |
10,201.5 |
8,730.0 |
1,471.5 |
14.9% |
227.6 |
2.3% |
76% |
False |
False |
931 |
60 |
10,920.5 |
8,730.0 |
2,190.5 |
22.2% |
219.4 |
2.2% |
51% |
False |
False |
857 |
80 |
11,454.0 |
8,730.0 |
2,724.0 |
27.7% |
199.5 |
2.0% |
41% |
False |
False |
658 |
100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.7% |
180.0 |
1.8% |
41% |
False |
False |
541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,578.3 |
2.618 |
10,328.6 |
1.618 |
10,175.6 |
1.000 |
10,081.0 |
0.618 |
10,022.6 |
HIGH |
9,928.0 |
0.618 |
9,869.6 |
0.500 |
9,851.5 |
0.382 |
9,833.4 |
LOW |
9,775.0 |
0.618 |
9,680.4 |
1.000 |
9,622.0 |
1.618 |
9,527.4 |
2.618 |
9,374.4 |
4.250 |
9,124.8 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
9,851.5 |
9,842.8 |
PP |
9,851.3 |
9,834.5 |
S1 |
9,851.2 |
9,826.3 |
|