Trading Metrics calculated at close of trading on 01-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,933.50 |
1,919.00 |
-14.50 |
-0.7% |
1,904.00 |
High |
1,947.00 |
1,969.25 |
22.25 |
1.1% |
1,959.25 |
Low |
1,917.75 |
1,911.75 |
-6.00 |
-0.3% |
1,877.25 |
Close |
1,920.25 |
1,968.75 |
48.50 |
2.5% |
1,933.50 |
Range |
29.25 |
57.50 |
28.25 |
96.6% |
82.00 |
ATR |
37.18 |
38.63 |
1.45 |
3.9% |
0.00 |
Volume |
15,110 |
19,579 |
4,469 |
29.6% |
46,528 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,122.50 |
2,103.00 |
2,000.50 |
|
R3 |
2,065.00 |
2,045.50 |
1,984.50 |
|
R2 |
2,007.50 |
2,007.50 |
1,979.25 |
|
R1 |
1,988.00 |
1,988.00 |
1,974.00 |
1,997.75 |
PP |
1,950.00 |
1,950.00 |
1,950.00 |
1,954.75 |
S1 |
1,930.50 |
1,930.50 |
1,963.50 |
1,940.25 |
S2 |
1,892.50 |
1,892.50 |
1,958.25 |
|
S3 |
1,835.00 |
1,873.00 |
1,953.00 |
|
S4 |
1,777.50 |
1,815.50 |
1,937.00 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,169.25 |
2,133.50 |
1,978.50 |
|
R3 |
2,087.25 |
2,051.50 |
1,956.00 |
|
R2 |
2,005.25 |
2,005.25 |
1,948.50 |
|
R1 |
1,969.50 |
1,969.50 |
1,941.00 |
1,987.50 |
PP |
1,923.25 |
1,923.25 |
1,923.25 |
1,932.25 |
S1 |
1,887.50 |
1,887.50 |
1,926.00 |
1,905.50 |
S2 |
1,841.25 |
1,841.25 |
1,918.50 |
|
S3 |
1,759.25 |
1,805.50 |
1,911.00 |
|
S4 |
1,677.25 |
1,723.50 |
1,888.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,969.25 |
1,877.25 |
92.00 |
4.7% |
38.25 |
1.9% |
99% |
True |
False |
14,346 |
10 |
1,969.25 |
1,873.00 |
96.25 |
4.9% |
34.00 |
1.7% |
99% |
True |
False |
10,031 |
20 |
1,969.25 |
1,794.50 |
174.75 |
8.9% |
37.75 |
1.9% |
100% |
True |
False |
10,312 |
40 |
2,036.25 |
1,794.50 |
241.75 |
12.3% |
43.75 |
2.2% |
72% |
False |
False |
7,691 |
60 |
2,081.25 |
1,794.50 |
286.75 |
14.6% |
40.00 |
2.0% |
61% |
False |
False |
5,450 |
80 |
2,095.50 |
1,794.50 |
301.00 |
15.3% |
35.75 |
1.8% |
58% |
False |
False |
4,143 |
100 |
2,095.75 |
1,794.50 |
301.25 |
15.3% |
33.00 |
1.7% |
58% |
False |
False |
3,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,213.50 |
2.618 |
2,119.75 |
1.618 |
2,062.25 |
1.000 |
2,026.75 |
0.618 |
2,004.75 |
HIGH |
1,969.25 |
0.618 |
1,947.25 |
0.500 |
1,940.50 |
0.382 |
1,933.75 |
LOW |
1,911.75 |
0.618 |
1,876.25 |
1.000 |
1,854.25 |
1.618 |
1,818.75 |
2.618 |
1,761.25 |
4.250 |
1,667.50 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,959.25 |
1,959.25 |
PP |
1,950.00 |
1,950.00 |
S1 |
1,940.50 |
1,940.50 |
|