Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,291.00 |
4,261.25 |
-29.75 |
-0.7% |
4,214.50 |
High |
4,299.00 |
4,289.75 |
-9.25 |
-0.2% |
4,348.25 |
Low |
4,243.25 |
4,248.25 |
5.00 |
0.1% |
4,171.25 |
Close |
4,261.25 |
4,285.50 |
24.25 |
0.6% |
4,313.50 |
Range |
55.75 |
41.50 |
-14.25 |
-25.6% |
177.00 |
ATR |
87.97 |
84.65 |
-3.32 |
-3.8% |
0.00 |
Volume |
8,081 |
10,719 |
2,638 |
32.6% |
4,361 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,399.00 |
4,383.75 |
4,308.25 |
|
R3 |
4,357.50 |
4,342.25 |
4,297.00 |
|
R2 |
4,316.00 |
4,316.00 |
4,293.00 |
|
R1 |
4,300.75 |
4,300.75 |
4,289.25 |
4,308.50 |
PP |
4,274.50 |
4,274.50 |
4,274.50 |
4,278.25 |
S1 |
4,259.25 |
4,259.25 |
4,281.75 |
4,267.00 |
S2 |
4,233.00 |
4,233.00 |
4,278.00 |
|
S3 |
4,191.50 |
4,217.75 |
4,274.00 |
|
S4 |
4,150.00 |
4,176.25 |
4,262.75 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,808.75 |
4,738.00 |
4,410.75 |
|
R3 |
4,631.75 |
4,561.00 |
4,362.25 |
|
R2 |
4,454.75 |
4,454.75 |
4,346.00 |
|
R1 |
4,384.00 |
4,384.00 |
4,329.75 |
4,419.50 |
PP |
4,277.75 |
4,277.75 |
4,277.75 |
4,295.25 |
S1 |
4,207.00 |
4,207.00 |
4,297.25 |
4,242.50 |
S2 |
4,100.75 |
4,100.75 |
4,281.00 |
|
S3 |
3,923.75 |
4,030.00 |
4,264.75 |
|
S4 |
3,746.75 |
3,853.00 |
4,216.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,345.75 |
4,243.25 |
102.50 |
2.4% |
52.75 |
1.2% |
41% |
False |
False |
5,111 |
10 |
4,348.25 |
4,162.25 |
186.00 |
4.3% |
69.75 |
1.6% |
66% |
False |
False |
3,065 |
20 |
4,348.25 |
3,856.50 |
491.75 |
11.5% |
81.25 |
1.9% |
87% |
False |
False |
1,774 |
40 |
4,356.50 |
3,856.50 |
500.00 |
11.7% |
105.00 |
2.5% |
86% |
False |
False |
997 |
60 |
4,691.00 |
3,856.50 |
834.50 |
19.5% |
96.50 |
2.3% |
51% |
False |
False |
687 |
80 |
4,719.75 |
3,856.50 |
863.25 |
20.1% |
83.50 |
2.0% |
50% |
False |
False |
516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,466.00 |
2.618 |
4,398.50 |
1.618 |
4,357.00 |
1.000 |
4,331.25 |
0.618 |
4,315.50 |
HIGH |
4,289.75 |
0.618 |
4,274.00 |
0.500 |
4,269.00 |
0.382 |
4,264.00 |
LOW |
4,248.25 |
0.618 |
4,222.50 |
1.000 |
4,206.75 |
1.618 |
4,181.00 |
2.618 |
4,139.50 |
4.250 |
4,072.00 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,280.00 |
4,284.50 |
PP |
4,274.50 |
4,283.25 |
S1 |
4,269.00 |
4,282.00 |
|