Trading Metrics calculated at close of trading on 01-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,225.25 |
4,199.25 |
-26.00 |
-0.6% |
4,155.25 |
High |
4,263.25 |
4,338.75 |
75.50 |
1.8% |
4,247.75 |
Low |
4,184.50 |
4,180.25 |
-4.25 |
-0.1% |
4,084.75 |
Close |
4,201.25 |
4,337.75 |
136.50 |
3.2% |
4,230.00 |
Range |
78.75 |
158.50 |
79.75 |
101.3% |
163.00 |
ATR |
97.71 |
102.05 |
4.34 |
4.4% |
0.00 |
Volume |
250,315 |
295,763 |
45,448 |
18.2% |
1,292,386 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,761.00 |
4,708.00 |
4,425.00 |
|
R3 |
4,602.50 |
4,549.50 |
4,381.25 |
|
R2 |
4,444.00 |
4,444.00 |
4,366.75 |
|
R1 |
4,391.00 |
4,391.00 |
4,352.25 |
4,417.50 |
PP |
4,285.50 |
4,285.50 |
4,285.50 |
4,299.00 |
S1 |
4,232.50 |
4,232.50 |
4,323.25 |
4,259.00 |
S2 |
4,127.00 |
4,127.00 |
4,308.75 |
|
S3 |
3,968.50 |
4,074.00 |
4,294.25 |
|
S4 |
3,810.00 |
3,915.50 |
4,250.50 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,676.50 |
4,616.25 |
4,319.75 |
|
R3 |
4,513.50 |
4,453.25 |
4,274.75 |
|
R2 |
4,350.50 |
4,350.50 |
4,260.00 |
|
R1 |
4,290.25 |
4,290.25 |
4,245.00 |
4,320.50 |
PP |
4,187.50 |
4,187.50 |
4,187.50 |
4,202.50 |
S1 |
4,127.25 |
4,127.25 |
4,215.00 |
4,157.50 |
S2 |
4,024.50 |
4,024.50 |
4,200.00 |
|
S3 |
3,861.50 |
3,964.25 |
4,185.25 |
|
S4 |
3,698.50 |
3,801.25 |
4,140.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,338.75 |
4,084.75 |
254.00 |
5.9% |
89.75 |
2.1% |
100% |
True |
False |
284,136 |
10 |
4,338.75 |
4,068.25 |
270.50 |
6.2% |
88.00 |
2.0% |
100% |
True |
False |
261,371 |
20 |
4,338.75 |
3,862.25 |
476.50 |
11.0% |
102.25 |
2.4% |
100% |
True |
False |
342,063 |
40 |
4,606.75 |
3,862.25 |
744.50 |
17.2% |
117.25 |
2.7% |
64% |
False |
False |
383,107 |
60 |
4,725.25 |
3,862.25 |
863.00 |
19.9% |
105.00 |
2.4% |
55% |
False |
False |
310,078 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.1% |
92.75 |
2.1% |
54% |
False |
False |
232,679 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.1% |
85.25 |
2.0% |
54% |
False |
False |
186,199 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.1% |
85.00 |
2.0% |
54% |
False |
False |
155,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,012.50 |
2.618 |
4,753.75 |
1.618 |
4,595.25 |
1.000 |
4,497.25 |
0.618 |
4,436.75 |
HIGH |
4,338.75 |
0.618 |
4,278.25 |
0.500 |
4,259.50 |
0.382 |
4,240.75 |
LOW |
4,180.25 |
0.618 |
4,082.25 |
1.000 |
4,021.75 |
1.618 |
3,923.75 |
2.618 |
3,765.25 |
4.250 |
3,506.50 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,311.75 |
4,311.75 |
PP |
4,285.50 |
4,285.50 |
S1 |
4,259.50 |
4,259.50 |
|