Trading Metrics calculated at close of trading on 02-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,032.4 |
1,054.1 |
21.7 |
2.1% |
1,006.9 |
High |
1,055.1 |
1,065.2 |
10.1 |
1.0% |
1,035.5 |
Low |
1,028.6 |
1,049.9 |
21.3 |
2.1% |
993.2 |
Close |
1,054.7 |
1,064.4 |
9.7 |
0.9% |
1,035.5 |
Range |
26.5 |
15.3 |
-11.2 |
-42.3% |
42.3 |
ATR |
22.7 |
22.2 |
-0.5 |
-2.3% |
0.0 |
Volume |
96,707 |
88,787 |
-7,920 |
-8.2% |
449,780 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,105.8 |
1,100.3 |
1,072.8 |
|
R3 |
1,090.5 |
1,085.0 |
1,068.5 |
|
R2 |
1,075.3 |
1,075.3 |
1,067.3 |
|
R1 |
1,069.8 |
1,069.8 |
1,065.8 |
1,072.5 |
PP |
1,059.8 |
1,059.8 |
1,059.8 |
1,061.3 |
S1 |
1,054.5 |
1,054.5 |
1,063.0 |
1,057.3 |
S2 |
1,044.5 |
1,044.5 |
1,061.5 |
|
S3 |
1,029.3 |
1,039.3 |
1,060.3 |
|
S4 |
1,014.0 |
1,023.8 |
1,056.0 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.3 |
1,134.3 |
1,058.8 |
|
R3 |
1,106.0 |
1,092.0 |
1,047.3 |
|
R2 |
1,063.8 |
1,063.8 |
1,043.3 |
|
R1 |
1,049.5 |
1,049.5 |
1,039.5 |
1,056.8 |
PP |
1,021.5 |
1,021.5 |
1,021.5 |
1,025.0 |
S1 |
1,007.3 |
1,007.3 |
1,031.5 |
1,014.3 |
S2 |
979.0 |
979.0 |
1,027.8 |
|
S3 |
936.8 |
965.0 |
1,023.8 |
|
S4 |
894.5 |
922.8 |
1,012.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,065.2 |
1,016.5 |
48.7 |
4.6% |
14.8 |
1.4% |
98% |
True |
False |
87,248 |
10 |
1,065.2 |
993.2 |
72.0 |
6.8% |
16.8 |
1.6% |
99% |
True |
False |
91,011 |
20 |
1,065.2 |
936.2 |
129.0 |
12.1% |
21.8 |
2.0% |
99% |
True |
False |
118,823 |
40 |
1,111.8 |
936.2 |
175.6 |
16.5% |
26.5 |
2.5% |
73% |
False |
False |
134,536 |
60 |
1,182.0 |
936.2 |
245.8 |
23.1% |
24.5 |
2.3% |
52% |
False |
False |
119,907 |
80 |
1,202.4 |
936.2 |
266.2 |
25.0% |
21.3 |
2.0% |
48% |
False |
False |
90,197 |
100 |
1,202.4 |
936.2 |
266.2 |
25.0% |
19.3 |
1.8% |
48% |
False |
False |
72,192 |
120 |
1,202.4 |
936.2 |
266.2 |
25.0% |
17.5 |
1.6% |
48% |
False |
False |
60,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,130.3 |
2.618 |
1,105.3 |
1.618 |
1,090.0 |
1.000 |
1,080.5 |
0.618 |
1,074.8 |
HIGH |
1,065.3 |
0.618 |
1,059.3 |
0.500 |
1,057.5 |
0.382 |
1,055.8 |
LOW |
1,050.0 |
0.618 |
1,040.5 |
1.000 |
1,034.5 |
1.618 |
1,025.3 |
2.618 |
1,009.8 |
4.250 |
985.0 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,062.0 |
1,058.3 |
PP |
1,059.8 |
1,052.0 |
S1 |
1,057.5 |
1,045.8 |
|