Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,972.25 |
1,981.00 |
8.75 |
0.4% |
1,933.50 |
High |
1,984.50 |
2,001.00 |
16.50 |
0.8% |
1,998.00 |
Low |
1,968.75 |
1,958.00 |
-10.75 |
-0.5% |
1,911.75 |
Close |
1,979.75 |
1,979.50 |
-0.25 |
0.0% |
1,985.75 |
Range |
15.75 |
43.00 |
27.25 |
173.0% |
86.25 |
ATR |
31.87 |
32.66 |
0.80 |
2.5% |
0.00 |
Volume |
299,594 |
1,048,138 |
748,544 |
249.9% |
169,433 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,108.50 |
2,087.00 |
2,003.25 |
|
R3 |
2,065.50 |
2,044.00 |
1,991.25 |
|
R2 |
2,022.50 |
2,022.50 |
1,987.50 |
|
R1 |
2,001.00 |
2,001.00 |
1,983.50 |
1,990.25 |
PP |
1,979.50 |
1,979.50 |
1,979.50 |
1,974.00 |
S1 |
1,958.00 |
1,958.00 |
1,975.50 |
1,947.25 |
S2 |
1,936.50 |
1,936.50 |
1,971.50 |
|
S3 |
1,893.50 |
1,915.00 |
1,967.75 |
|
S4 |
1,850.50 |
1,872.00 |
1,955.75 |
|
|
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 |
2,001.00 |
1,958.00 |
43.00 |
2.2% |
25.00 |
1.3% |
50% |
True |
True |
329,897 |
10 |
2,001.00 |
1,911.75 |
89.25 |
4.5% |
27.50 |
1.4% |
76% |
True |
False |
176,254 |
20 |
2,001.00 |
1,794.50 |
206.50 |
10.4% |
30.50 |
1.5% |
90% |
True |
False |
92,886 |
40 |
2,001.00 |
1,794.50 |
206.50 |
10.4% |
39.75 |
2.0% |
90% |
True |
False |
49,883 |
60 |
2,068.00 |
1,794.50 |
273.50 |
13.8% |
38.00 |
1.9% |
68% |
False |
False |
34,007 |
80 |
2,090.50 |
1,794.50 |
296.00 |
15.0% |
35.75 |
1.8% |
63% |
False |
False |
25,582 |
100 |
2,095.75 |
1,794.50 |
301.25 |
15.2% |
32.75 |
1.7% |
61% |
False |
False |
20,541 |
120 |
2,095.75 |
1,794.50 |
301.25 |
15.2% |
32.75 |
1.7% |
61% |
False |
False |
17,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,183.75 |
2.618 |
2,113.50 |
1.618 |
2,070.50 |
1.000 |
2,044.00 |
0.618 |
2,027.50 |
HIGH |
2,001.00 |
0.618 |
1,984.50 |
0.500 |
1,979.50 |
0.382 |
1,974.50 |
LOW |
1,958.00 |
0.618 |
1,931.50 |
1.000 |
1,915.00 |
1.618 |
1,888.50 |
2.618 |
1,845.50 |
4.250 |
1,775.25 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,979.50 |
1,979.50 |
PP |
1,979.50 |
1,979.50 |
S1 |
1,979.50 |
1,979.50 |
|