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 |
4,199.25 |
4,334.50 |
135.25 |
3.2% |
4,155.25 |
High |
4,338.75 |
4,357.75 |
19.00 |
0.4% |
4,247.75 |
Low |
4,180.25 |
4,299.25 |
119.00 |
2.8% |
4,084.75 |
Close |
4,337.75 |
4,329.25 |
-8.50 |
-0.2% |
4,230.00 |
Range |
158.50 |
58.50 |
-100.00 |
-63.1% |
163.00 |
ATR |
102.05 |
98.94 |
-3.11 |
-3.0% |
0.00 |
Volume |
295,763 |
265,748 |
-30,015 |
-10.1% |
1,292,386 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,504.25 |
4,475.25 |
4,361.50 |
|
R3 |
4,445.75 |
4,416.75 |
4,345.25 |
|
R2 |
4,387.25 |
4,387.25 |
4,340.00 |
|
R1 |
4,358.25 |
4,358.25 |
4,334.50 |
4,343.50 |
PP |
4,328.75 |
4,328.75 |
4,328.75 |
4,321.50 |
S1 |
4,299.75 |
4,299.75 |
4,324.00 |
4,285.00 |
S2 |
4,270.25 |
4,270.25 |
4,318.50 |
|
S3 |
4,211.75 |
4,241.25 |
4,313.25 |
|
S4 |
4,153.25 |
4,182.75 |
4,297.00 |
|
|
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 |
4,357.75 |
4,170.25 |
187.50 |
4.3% |
74.75 |
1.7% |
85% |
True |
False |
270,035 |
10 |
4,357.75 |
4,084.75 |
273.00 |
6.3% |
79.50 |
1.8% |
90% |
True |
False |
258,781 |
20 |
4,357.75 |
3,862.25 |
495.50 |
11.4% |
99.25 |
2.3% |
94% |
True |
False |
339,614 |
40 |
4,523.00 |
3,862.25 |
660.75 |
15.3% |
114.25 |
2.6% |
71% |
False |
False |
380,534 |
60 |
4,724.25 |
3,862.25 |
862.00 |
19.9% |
103.50 |
2.4% |
54% |
False |
False |
314,457 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.2% |
93.00 |
2.2% |
54% |
False |
False |
235,998 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.2% |
85.25 |
2.0% |
54% |
False |
False |
188,856 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.2% |
84.75 |
2.0% |
54% |
False |
False |
157,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,606.50 |
2.618 |
4,511.00 |
1.618 |
4,452.50 |
1.000 |
4,416.25 |
0.618 |
4,394.00 |
HIGH |
4,357.75 |
0.618 |
4,335.50 |
0.500 |
4,328.50 |
0.382 |
4,321.50 |
LOW |
4,299.25 |
0.618 |
4,263.00 |
1.000 |
4,240.75 |
1.618 |
4,204.50 |
2.618 |
4,146.00 |
4.250 |
4,050.50 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,329.00 |
4,309.25 |
PP |
4,328.75 |
4,289.00 |
S1 |
4,328.50 |
4,269.00 |
|