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 |
4,261.25 |
4,288.75 |
27.50 |
0.6% |
4,214.50 |
High |
4,289.75 |
4,338.00 |
48.25 |
1.1% |
4,348.25 |
Low |
4,248.25 |
4,220.25 |
-28.00 |
-0.7% |
4,171.25 |
Close |
4,285.50 |
4,275.75 |
-9.75 |
-0.2% |
4,313.50 |
Range |
41.50 |
117.75 |
76.25 |
183.7% |
177.00 |
ATR |
84.65 |
87.01 |
2.36 |
2.8% |
0.00 |
Volume |
10,719 |
77,010 |
66,291 |
618.4% |
4,361 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,631.25 |
4,571.25 |
4,340.50 |
|
R3 |
4,513.50 |
4,453.50 |
4,308.25 |
|
R2 |
4,395.75 |
4,395.75 |
4,297.25 |
|
R1 |
4,335.75 |
4,335.75 |
4,286.50 |
4,307.00 |
PP |
4,278.00 |
4,278.00 |
4,278.00 |
4,263.50 |
S1 |
4,218.00 |
4,218.00 |
4,265.00 |
4,189.00 |
S2 |
4,160.25 |
4,160.25 |
4,254.25 |
|
S3 |
4,042.50 |
4,100.25 |
4,243.25 |
|
S4 |
3,924.75 |
3,982.50 |
4,211.00 |
|
|
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 |
4,220.25 |
125.50 |
2.9% |
66.25 |
1.6% |
44% |
False |
True |
20,374 |
10 |
4,348.25 |
4,171.25 |
177.00 |
4.1% |
74.00 |
1.7% |
59% |
False |
False |
10,548 |
20 |
4,348.25 |
3,856.50 |
491.75 |
11.5% |
81.25 |
1.9% |
85% |
False |
False |
5,604 |
40 |
4,356.50 |
3,856.50 |
500.00 |
11.7% |
105.50 |
2.5% |
84% |
False |
False |
2,920 |
60 |
4,691.00 |
3,856.50 |
834.50 |
19.5% |
96.50 |
2.3% |
50% |
False |
False |
1,970 |
80 |
4,719.75 |
3,856.50 |
863.25 |
20.2% |
84.25 |
2.0% |
49% |
False |
False |
1,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,838.50 |
2.618 |
4,646.25 |
1.618 |
4,528.50 |
1.000 |
4,455.75 |
0.618 |
4,410.75 |
HIGH |
4,338.00 |
0.618 |
4,293.00 |
0.500 |
4,279.00 |
0.382 |
4,265.25 |
LOW |
4,220.25 |
0.618 |
4,147.50 |
1.000 |
4,102.50 |
1.618 |
4,029.75 |
2.618 |
3,912.00 |
4.250 |
3,719.75 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,279.00 |
4,279.00 |
PP |
4,278.00 |
4,278.00 |
S1 |
4,277.00 |
4,277.00 |
|