Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,233.2 |
1,241.4 |
8.2 |
0.7% |
1,227.2 |
High |
1,243.9 |
1,267.3 |
23.4 |
1.9% |
1,254.7 |
Low |
1,227.6 |
1,239.8 |
12.2 |
1.0% |
1,204.5 |
Close |
1,243.4 |
1,260.0 |
16.6 |
1.3% |
1,221.6 |
Range |
16.3 |
27.5 |
11.2 |
68.7% |
50.2 |
ATR |
21.6 |
22.0 |
0.4 |
2.0% |
0.0 |
Volume |
2,377 |
5,262 |
2,885 |
121.4% |
8,306 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.2 |
1,326.6 |
1,275.1 |
|
R3 |
1,310.7 |
1,299.1 |
1,267.6 |
|
R2 |
1,283.2 |
1,283.2 |
1,265.0 |
|
R1 |
1,271.6 |
1,271.6 |
1,262.5 |
1,277.4 |
PP |
1,255.7 |
1,255.7 |
1,255.7 |
1,258.6 |
S1 |
1,244.1 |
1,244.1 |
1,257.5 |
1,249.9 |
S2 |
1,228.2 |
1,228.2 |
1,255.0 |
|
S3 |
1,200.7 |
1,216.6 |
1,252.4 |
|
S4 |
1,173.2 |
1,189.1 |
1,244.9 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.5 |
1,349.8 |
1,249.2 |
|
R3 |
1,327.3 |
1,299.6 |
1,235.4 |
|
R2 |
1,277.1 |
1,277.1 |
1,230.8 |
|
R1 |
1,249.4 |
1,249.4 |
1,226.2 |
1,238.2 |
PP |
1,226.9 |
1,226.9 |
1,226.9 |
1,221.3 |
S1 |
1,199.2 |
1,199.2 |
1,217.0 |
1,188.0 |
S2 |
1,176.7 |
1,176.7 |
1,212.4 |
|
S3 |
1,126.5 |
1,149.0 |
1,207.8 |
|
S4 |
1,076.3 |
1,098.8 |
1,194.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,267.3 |
1,213.4 |
53.9 |
4.3% |
22.7 |
1.8% |
86% |
True |
False |
2,870 |
10 |
1,267.3 |
1,204.5 |
62.8 |
5.0% |
21.6 |
1.7% |
88% |
True |
False |
2,303 |
20 |
1,267.3 |
1,142.5 |
124.8 |
9.9% |
24.4 |
1.9% |
94% |
True |
False |
2,646 |
40 |
1,267.3 |
1,074.0 |
193.3 |
15.3% |
18.6 |
1.5% |
96% |
True |
False |
1,926 |
60 |
1,267.3 |
1,049.4 |
217.9 |
17.3% |
15.6 |
1.2% |
97% |
True |
False |
1,415 |
80 |
1,267.3 |
1,049.4 |
217.9 |
17.3% |
13.8 |
1.1% |
97% |
True |
False |
1,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.2 |
2.618 |
1,339.3 |
1.618 |
1,311.8 |
1.000 |
1,294.8 |
0.618 |
1,284.3 |
HIGH |
1,267.3 |
0.618 |
1,256.8 |
0.500 |
1,253.6 |
0.382 |
1,250.3 |
LOW |
1,239.8 |
0.618 |
1,222.8 |
1.000 |
1,212.3 |
1.618 |
1,195.3 |
2.618 |
1,167.8 |
4.250 |
1,122.9 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,257.9 |
1,255.8 |
PP |
1,255.7 |
1,251.6 |
S1 |
1,253.6 |
1,247.5 |
|