Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,259.6 |
1,262.0 |
2.4 |
0.2% |
1,219.8 |
High |
1,282.0 |
1,275.5 |
-6.5 |
-0.5% |
1,282.0 |
Low |
1,256.3 |
1,262.0 |
5.7 |
0.5% |
1,219.8 |
Close |
1,272.6 |
1,266.1 |
-6.5 |
-0.5% |
1,272.6 |
Range |
25.7 |
13.5 |
-12.2 |
-47.5% |
62.2 |
ATR |
22.3 |
21.6 |
-0.6 |
-2.8% |
0.0 |
Volume |
2,396 |
4,873 |
2,477 |
103.4% |
15,614 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.4 |
1,300.7 |
1,273.5 |
|
R3 |
1,294.9 |
1,287.2 |
1,269.8 |
|
R2 |
1,281.4 |
1,281.4 |
1,268.6 |
|
R1 |
1,273.7 |
1,273.7 |
1,267.3 |
1,277.6 |
PP |
1,267.9 |
1,267.9 |
1,267.9 |
1,269.8 |
S1 |
1,260.2 |
1,260.2 |
1,264.9 |
1,264.1 |
S2 |
1,254.4 |
1,254.4 |
1,263.6 |
|
S3 |
1,240.9 |
1,246.7 |
1,262.4 |
|
S4 |
1,227.4 |
1,233.2 |
1,258.7 |
|
|
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 |
1,227.6 |
54.4 |
4.3% |
20.4 |
1.6% |
71% |
False |
False |
3,520 |
10 |
1,282.0 |
1,209.5 |
72.5 |
5.7% |
22.0 |
1.7% |
78% |
False |
False |
2,801 |
20 |
1,282.0 |
1,166.9 |
115.1 |
9.1% |
24.3 |
1.9% |
86% |
False |
False |
2,730 |
40 |
1,282.0 |
1,074.0 |
208.0 |
16.4% |
18.7 |
1.5% |
92% |
False |
False |
2,058 |
60 |
1,282.0 |
1,049.4 |
232.6 |
18.4% |
15.9 |
1.3% |
93% |
False |
False |
1,526 |
80 |
1,282.0 |
1,049.4 |
232.6 |
18.4% |
14.1 |
1.1% |
93% |
False |
False |
1,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,332.9 |
2.618 |
1,310.8 |
1.618 |
1,297.3 |
1.000 |
1,289.0 |
0.618 |
1,283.8 |
HIGH |
1,275.5 |
0.618 |
1,270.3 |
0.500 |
1,268.8 |
0.382 |
1,267.2 |
LOW |
1,262.0 |
0.618 |
1,253.7 |
1.000 |
1,248.5 |
1.618 |
1,240.2 |
2.618 |
1,226.7 |
4.250 |
1,204.6 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,268.8 |
1,264.4 |
PP |
1,267.9 |
1,262.6 |
S1 |
1,267.0 |
1,260.9 |
|