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 |
1,919.00 |
1,967.00 |
48.00 |
2.5% |
1,904.00 |
High |
1,969.25 |
1,976.25 |
7.00 |
0.4% |
1,959.25 |
Low |
1,911.75 |
1,957.25 |
45.50 |
2.4% |
1,877.25 |
Close |
1,968.75 |
1,974.25 |
5.50 |
0.3% |
1,933.50 |
Range |
57.50 |
19.00 |
-38.50 |
-67.0% |
82.00 |
ATR |
38.63 |
37.23 |
-1.40 |
-3.6% |
0.00 |
Volume |
19,579 |
29,129 |
9,550 |
48.8% |
46,528 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,026.25 |
2,019.25 |
1,984.75 |
|
R3 |
2,007.25 |
2,000.25 |
1,979.50 |
|
R2 |
1,988.25 |
1,988.25 |
1,977.75 |
|
R1 |
1,981.25 |
1,981.25 |
1,976.00 |
1,984.75 |
PP |
1,969.25 |
1,969.25 |
1,969.25 |
1,971.00 |
S1 |
1,962.25 |
1,962.25 |
1,972.50 |
1,965.75 |
S2 |
1,950.25 |
1,950.25 |
1,970.75 |
|
S3 |
1,931.25 |
1,943.25 |
1,969.00 |
|
S4 |
1,912.25 |
1,924.25 |
1,963.75 |
|
|
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 |
1,976.25 |
1,911.25 |
65.00 |
3.3% |
32.50 |
1.7% |
97% |
True |
False |
18,144 |
10 |
1,976.25 |
1,877.25 |
99.00 |
5.0% |
31.50 |
1.6% |
98% |
True |
False |
12,198 |
20 |
1,976.25 |
1,794.50 |
181.75 |
9.2% |
36.75 |
1.9% |
99% |
True |
False |
11,542 |
40 |
2,009.50 |
1,794.50 |
215.00 |
10.9% |
42.50 |
2.2% |
84% |
False |
False |
8,286 |
60 |
2,081.25 |
1,794.50 |
286.75 |
14.5% |
39.50 |
2.0% |
63% |
False |
False |
5,931 |
80 |
2,090.50 |
1,794.50 |
296.00 |
15.0% |
35.75 |
1.8% |
61% |
False |
False |
4,505 |
100 |
2,095.75 |
1,794.50 |
301.25 |
15.3% |
32.75 |
1.7% |
60% |
False |
False |
3,671 |
120 |
2,095.75 |
1,794.50 |
301.25 |
15.3% |
33.25 |
1.7% |
60% |
False |
False |
3,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,057.00 |
2.618 |
2,026.00 |
1.618 |
2,007.00 |
1.000 |
1,995.25 |
0.618 |
1,988.00 |
HIGH |
1,976.25 |
0.618 |
1,969.00 |
0.500 |
1,966.75 |
0.382 |
1,964.50 |
LOW |
1,957.25 |
0.618 |
1,945.50 |
1.000 |
1,938.25 |
1.618 |
1,926.50 |
2.618 |
1,907.50 |
4.250 |
1,876.50 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,971.75 |
1,964.25 |
PP |
1,969.25 |
1,954.00 |
S1 |
1,966.75 |
1,944.00 |
|