Trading Metrics calculated at close of trading on 04-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,241.4 |
1,259.6 |
18.2 |
1.5% |
1,219.8 |
High |
1,267.3 |
1,282.0 |
14.7 |
1.2% |
1,282.0 |
Low |
1,239.8 |
1,256.3 |
16.5 |
1.3% |
1,219.8 |
Close |
1,260.0 |
1,272.6 |
12.6 |
1.0% |
1,272.6 |
Range |
27.5 |
25.7 |
-1.8 |
-6.5% |
62.2 |
ATR |
22.0 |
22.3 |
0.3 |
1.2% |
0.0 |
Volume |
5,262 |
2,396 |
-2,866 |
-54.5% |
15,614 |
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.4 |
1,335.7 |
1,286.7 |
|
R3 |
1,321.7 |
1,310.0 |
1,279.7 |
|
R2 |
1,296.0 |
1,296.0 |
1,277.3 |
|
R1 |
1,284.3 |
1,284.3 |
1,275.0 |
1,290.2 |
PP |
1,270.3 |
1,270.3 |
1,270.3 |
1,273.2 |
S1 |
1,258.6 |
1,258.6 |
1,270.2 |
1,264.5 |
S2 |
1,244.6 |
1,244.6 |
1,267.9 |
|
S3 |
1,218.9 |
1,232.9 |
1,265.5 |
|
S4 |
1,193.2 |
1,207.2 |
1,258.5 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,444.7 |
1,420.9 |
1,306.8 |
|
R3 |
1,382.5 |
1,358.7 |
1,289.7 |
|
R2 |
1,320.3 |
1,320.3 |
1,284.0 |
|
R1 |
1,296.5 |
1,296.5 |
1,278.3 |
1,308.4 |
PP |
1,258.1 |
1,258.1 |
1,258.1 |
1,264.1 |
S1 |
1,234.3 |
1,234.3 |
1,266.9 |
1,246.2 |
S2 |
1,195.9 |
1,195.9 |
1,261.2 |
|
S3 |
1,133.7 |
1,172.1 |
1,255.5 |
|
S4 |
1,071.5 |
1,109.9 |
1,238.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,282.0 |
1,219.8 |
62.2 |
4.9% |
22.3 |
1.8% |
85% |
True |
False |
3,122 |
10 |
1,282.0 |
1,204.5 |
77.5 |
6.1% |
23.0 |
1.8% |
88% |
True |
False |
2,392 |
20 |
1,282.0 |
1,148.8 |
133.2 |
10.5% |
24.9 |
2.0% |
93% |
True |
False |
2,628 |
40 |
1,282.0 |
1,074.0 |
208.0 |
16.3% |
18.8 |
1.5% |
95% |
True |
False |
1,971 |
60 |
1,282.0 |
1,049.4 |
232.6 |
18.3% |
15.8 |
1.2% |
96% |
True |
False |
1,449 |
80 |
1,282.0 |
1,049.4 |
232.6 |
18.3% |
14.0 |
1.1% |
96% |
True |
False |
1,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,391.2 |
2.618 |
1,349.3 |
1.618 |
1,323.6 |
1.000 |
1,307.7 |
0.618 |
1,297.9 |
HIGH |
1,282.0 |
0.618 |
1,272.2 |
0.500 |
1,269.2 |
0.382 |
1,266.1 |
LOW |
1,256.3 |
0.618 |
1,240.4 |
1.000 |
1,230.6 |
1.618 |
1,214.7 |
2.618 |
1,189.0 |
4.250 |
1,147.1 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,271.5 |
1,266.7 |
PP |
1,270.3 |
1,260.7 |
S1 |
1,269.2 |
1,254.8 |
|