Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,262.0 |
1,270.6 |
8.6 |
0.7% |
1,219.8 |
High |
1,275.5 |
1,280.1 |
4.6 |
0.4% |
1,282.0 |
Low |
1,262.0 |
1,263.6 |
1.6 |
0.1% |
1,219.8 |
Close |
1,266.1 |
1,265.1 |
-1.0 |
-0.1% |
1,272.6 |
Range |
13.5 |
16.5 |
3.0 |
22.2% |
62.2 |
ATR |
21.6 |
21.3 |
-0.4 |
-1.7% |
0.0 |
Volume |
4,873 |
2,871 |
-2,002 |
-41.1% |
15,614 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.1 |
1,308.6 |
1,274.2 |
|
R3 |
1,302.6 |
1,292.1 |
1,269.6 |
|
R2 |
1,286.1 |
1,286.1 |
1,268.1 |
|
R1 |
1,275.6 |
1,275.6 |
1,266.6 |
1,272.6 |
PP |
1,269.6 |
1,269.6 |
1,269.6 |
1,268.1 |
S1 |
1,259.1 |
1,259.1 |
1,263.6 |
1,256.1 |
S2 |
1,253.1 |
1,253.1 |
1,262.1 |
|
S3 |
1,236.6 |
1,242.6 |
1,260.6 |
|
S4 |
1,220.1 |
1,226.1 |
1,256.0 |
|
|
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% |
19.9 |
1.6% |
69% |
False |
False |
3,555 |
10 |
1,282.0 |
1,213.4 |
68.6 |
5.4% |
21.8 |
1.7% |
75% |
False |
False |
2,885 |
20 |
1,282.0 |
1,183.1 |
98.9 |
7.8% |
23.4 |
1.9% |
83% |
False |
False |
2,647 |
40 |
1,282.0 |
1,074.0 |
208.0 |
16.4% |
18.7 |
1.5% |
92% |
False |
False |
2,082 |
60 |
1,282.0 |
1,049.4 |
232.6 |
18.4% |
15.9 |
1.3% |
93% |
False |
False |
1,565 |
80 |
1,282.0 |
1,049.4 |
232.6 |
18.4% |
14.2 |
1.1% |
93% |
False |
False |
1,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,350.2 |
2.618 |
1,323.3 |
1.618 |
1,306.8 |
1.000 |
1,296.6 |
0.618 |
1,290.3 |
HIGH |
1,280.1 |
0.618 |
1,273.8 |
0.500 |
1,271.9 |
0.382 |
1,269.9 |
LOW |
1,263.6 |
0.618 |
1,253.4 |
1.000 |
1,247.1 |
1.618 |
1,236.9 |
2.618 |
1,220.4 |
4.250 |
1,193.5 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,271.9 |
1,269.2 |
PP |
1,269.6 |
1,267.8 |
S1 |
1,267.4 |
1,266.5 |
|