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 |
1,967.00 |
1,972.00 |
5.00 |
0.3% |
1,904.00 |
High |
1,976.25 |
1,983.00 |
6.75 |
0.3% |
1,959.25 |
Low |
1,957.25 |
1,965.75 |
8.50 |
0.4% |
1,877.25 |
Close |
1,974.25 |
1,981.25 |
7.00 |
0.4% |
1,933.50 |
Range |
19.00 |
17.25 |
-1.75 |
-9.2% |
82.00 |
ATR |
37.23 |
35.80 |
-1.43 |
-3.8% |
0.00 |
Volume |
29,129 |
37,901 |
8,772 |
30.1% |
46,528 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,028.50 |
2,022.00 |
1,990.75 |
|
R3 |
2,011.25 |
2,004.75 |
1,986.00 |
|
R2 |
1,994.00 |
1,994.00 |
1,984.50 |
|
R1 |
1,987.50 |
1,987.50 |
1,982.75 |
1,990.75 |
PP |
1,976.75 |
1,976.75 |
1,976.75 |
1,978.25 |
S1 |
1,970.25 |
1,970.25 |
1,979.75 |
1,973.50 |
S2 |
1,959.50 |
1,959.50 |
1,978.00 |
|
S3 |
1,942.25 |
1,953.00 |
1,976.50 |
|
S4 |
1,925.00 |
1,935.75 |
1,971.75 |
|
|
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 |
1,983.00 |
1,911.75 |
71.25 |
3.6% |
30.00 |
1.5% |
98% |
True |
False |
22,612 |
10 |
1,983.00 |
1,877.25 |
105.75 |
5.3% |
31.00 |
1.6% |
98% |
True |
False |
15,629 |
20 |
1,983.00 |
1,794.50 |
188.50 |
9.5% |
35.25 |
1.8% |
99% |
True |
False |
12,783 |
40 |
2,005.75 |
1,794.50 |
211.25 |
10.7% |
42.50 |
2.1% |
88% |
False |
False |
9,194 |
60 |
2,081.25 |
1,794.50 |
286.75 |
14.5% |
39.00 |
2.0% |
65% |
False |
False |
6,555 |
80 |
2,090.50 |
1,794.50 |
296.00 |
14.9% |
35.75 |
1.8% |
63% |
False |
False |
4,976 |
100 |
2,095.75 |
1,794.50 |
301.25 |
15.2% |
32.50 |
1.6% |
62% |
False |
False |
4,049 |
120 |
2,095.75 |
1,794.50 |
301.25 |
15.2% |
33.00 |
1.7% |
62% |
False |
False |
3,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,056.25 |
2.618 |
2,028.25 |
1.618 |
2,011.00 |
1.000 |
2,000.25 |
0.618 |
1,993.75 |
HIGH |
1,983.00 |
0.618 |
1,976.50 |
0.500 |
1,974.50 |
0.382 |
1,972.25 |
LOW |
1,965.75 |
0.618 |
1,955.00 |
1.000 |
1,948.50 |
1.618 |
1,937.75 |
2.618 |
1,920.50 |
4.250 |
1,892.50 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,979.00 |
1,970.00 |
PP |
1,976.75 |
1,958.75 |
S1 |
1,974.50 |
1,947.50 |
|