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 |
1,067.2 |
1,069.8 |
2.6 |
0.2% |
1,031.4 |
High |
1,070.8 |
1,079.2 |
8.4 |
0.8% |
1,082.1 |
Low |
1,059.9 |
1,046.6 |
-13.3 |
-1.3% |
1,022.4 |
Close |
1,068.7 |
1,057.5 |
-11.2 |
-1.0% |
1,075.2 |
Range |
10.9 |
32.6 |
21.7 |
199.1% |
59.7 |
ATR |
16.4 |
17.5 |
1.2 |
7.1% |
0.0 |
Volume |
21,923 |
94,958 |
73,035 |
333.1% |
3,645 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,159.0 |
1,140.8 |
1,075.5 |
|
R3 |
1,126.3 |
1,108.3 |
1,066.5 |
|
R2 |
1,093.8 |
1,093.8 |
1,063.5 |
|
R1 |
1,075.5 |
1,075.5 |
1,060.5 |
1,068.3 |
PP |
1,061.0 |
1,061.0 |
1,061.0 |
1,057.5 |
S1 |
1,043.0 |
1,043.0 |
1,054.5 |
1,035.8 |
S2 |
1,028.5 |
1,028.5 |
1,051.5 |
|
S3 |
996.0 |
1,010.5 |
1,048.5 |
|
S4 |
963.3 |
977.8 |
1,039.5 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.0 |
1,216.8 |
1,108.0 |
|
R3 |
1,179.3 |
1,157.0 |
1,091.5 |
|
R2 |
1,119.5 |
1,119.5 |
1,086.3 |
|
R1 |
1,097.5 |
1,097.5 |
1,080.8 |
1,108.5 |
PP |
1,060.0 |
1,060.0 |
1,060.0 |
1,065.5 |
S1 |
1,037.8 |
1,037.8 |
1,069.8 |
1,048.8 |
S2 |
1,000.3 |
1,000.3 |
1,064.3 |
|
S3 |
940.5 |
978.0 |
1,058.8 |
|
S4 |
880.8 |
918.3 |
1,042.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,089.4 |
1,046.6 |
42.8 |
4.0% |
21.3 |
2.0% |
25% |
False |
True |
24,770 |
10 |
1,089.4 |
1,022.4 |
67.0 |
6.3% |
18.0 |
1.7% |
52% |
False |
False |
12,526 |
20 |
1,089.4 |
954.3 |
135.1 |
12.8% |
15.0 |
1.4% |
76% |
False |
False |
6,281 |
40 |
1,089.4 |
945.2 |
144.2 |
13.6% |
12.5 |
1.2% |
78% |
False |
False |
3,145 |
60 |
1,158.6 |
945.2 |
213.4 |
20.2% |
10.0 |
1.0% |
53% |
False |
False |
2,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,217.8 |
2.618 |
1,164.5 |
1.618 |
1,132.0 |
1.000 |
1,111.8 |
0.618 |
1,099.3 |
HIGH |
1,079.3 |
0.618 |
1,066.8 |
0.500 |
1,063.0 |
0.382 |
1,059.0 |
LOW |
1,046.5 |
0.618 |
1,026.5 |
1.000 |
1,014.0 |
1.618 |
993.8 |
2.618 |
961.3 |
4.250 |
908.0 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,063.0 |
1,066.3 |
PP |
1,061.0 |
1,063.3 |
S1 |
1,059.3 |
1,060.5 |
|