Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,985.00 |
1,990.00 |
5.00 |
0.3% |
1,933.50 |
High |
1,995.00 |
1,990.75 |
-4.25 |
-0.2% |
1,998.00 |
Low |
1,975.50 |
1,966.50 |
-9.00 |
-0.5% |
1,911.75 |
Close |
1,990.00 |
1,971.50 |
-18.50 |
-0.9% |
1,985.75 |
Range |
19.50 |
24.25 |
4.75 |
24.4% |
86.25 |
ATR |
33.79 |
33.11 |
-0.68 |
-2.0% |
0.00 |
Volume |
80,998 |
153,041 |
72,043 |
88.9% |
169,433 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,049.00 |
2,034.50 |
1,984.75 |
|
R3 |
2,024.75 |
2,010.25 |
1,978.25 |
|
R2 |
2,000.50 |
2,000.50 |
1,976.00 |
|
R1 |
1,986.00 |
1,986.00 |
1,973.75 |
1,981.00 |
PP |
1,976.25 |
1,976.25 |
1,976.25 |
1,973.75 |
S1 |
1,961.75 |
1,961.75 |
1,969.25 |
1,957.00 |
S2 |
1,952.00 |
1,952.00 |
1,967.00 |
|
S3 |
1,927.75 |
1,937.50 |
1,964.75 |
|
S4 |
1,903.50 |
1,913.25 |
1,958.25 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,224.00 |
2,191.00 |
2,033.25 |
|
R3 |
2,137.75 |
2,104.75 |
2,009.50 |
|
R2 |
2,051.50 |
2,051.50 |
2,001.50 |
|
R1 |
2,018.50 |
2,018.50 |
1,993.75 |
2,035.00 |
PP |
1,965.25 |
1,965.25 |
1,965.25 |
1,973.50 |
S1 |
1,932.25 |
1,932.25 |
1,977.75 |
1,948.75 |
S2 |
1,879.00 |
1,879.00 |
1,970.00 |
|
S3 |
1,792.75 |
1,846.00 |
1,962.00 |
|
S4 |
1,706.50 |
1,759.75 |
1,938.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,998.00 |
1,957.25 |
40.75 |
2.1% |
20.50 |
1.0% |
35% |
False |
False |
73,756 |
10 |
1,998.00 |
1,877.25 |
120.75 |
6.1% |
29.50 |
1.5% |
78% |
False |
False |
44,051 |
20 |
1,998.00 |
1,794.50 |
203.50 |
10.3% |
31.50 |
1.6% |
87% |
False |
False |
26,705 |
40 |
1,998.00 |
1,794.50 |
203.50 |
10.3% |
40.00 |
2.0% |
87% |
False |
False |
16,343 |
60 |
2,068.00 |
1,794.50 |
273.50 |
13.9% |
38.25 |
1.9% |
65% |
False |
False |
11,558 |
80 |
2,090.50 |
1,794.50 |
296.00 |
15.0% |
35.75 |
1.8% |
60% |
False |
False |
8,740 |
100 |
2,095.75 |
1,794.50 |
301.25 |
15.3% |
32.75 |
1.7% |
59% |
False |
False |
7,065 |
120 |
2,095.75 |
1,794.50 |
301.25 |
15.3% |
33.00 |
1.7% |
59% |
False |
False |
5,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,093.75 |
2.618 |
2,054.25 |
1.618 |
2,030.00 |
1.000 |
2,015.00 |
0.618 |
2,005.75 |
HIGH |
1,990.75 |
0.618 |
1,981.50 |
0.500 |
1,978.50 |
0.382 |
1,975.75 |
LOW |
1,966.50 |
0.618 |
1,951.50 |
1.000 |
1,942.25 |
1.618 |
1,927.25 |
2.618 |
1,903.00 |
4.250 |
1,863.50 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,978.50 |
1,982.25 |
PP |
1,976.25 |
1,978.75 |
S1 |
1,974.00 |
1,975.00 |
|