Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,334.50 |
4,326.75 |
-7.75 |
-0.2% |
4,155.25 |
High |
4,357.75 |
4,344.50 |
-13.25 |
-0.3% |
4,247.75 |
Low |
4,299.25 |
4,293.50 |
-5.75 |
-0.1% |
4,084.75 |
Close |
4,329.25 |
4,320.25 |
-9.00 |
-0.2% |
4,230.00 |
Range |
58.50 |
51.00 |
-7.50 |
-12.8% |
163.00 |
ATR |
98.94 |
95.51 |
-3.42 |
-3.5% |
0.00 |
Volume |
265,748 |
202,256 |
-63,492 |
-23.9% |
1,292,386 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,472.50 |
4,447.25 |
4,348.25 |
|
R3 |
4,421.50 |
4,396.25 |
4,334.25 |
|
R2 |
4,370.50 |
4,370.50 |
4,329.50 |
|
R1 |
4,345.25 |
4,345.25 |
4,325.00 |
4,332.50 |
PP |
4,319.50 |
4,319.50 |
4,319.50 |
4,313.00 |
S1 |
4,294.25 |
4,294.25 |
4,315.50 |
4,281.50 |
S2 |
4,268.50 |
4,268.50 |
4,311.00 |
|
S3 |
4,217.50 |
4,243.25 |
4,306.25 |
|
S4 |
4,166.50 |
4,192.25 |
4,292.25 |
|
|
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 |
4,180.25 |
177.50 |
4.1% |
69.25 |
1.6% |
79% |
False |
False |
257,377 |
10 |
4,357.75 |
4,084.75 |
273.00 |
6.3% |
76.25 |
1.8% |
86% |
False |
False |
253,548 |
20 |
4,357.75 |
3,862.25 |
495.50 |
11.5% |
95.75 |
2.2% |
92% |
False |
False |
325,502 |
40 |
4,487.50 |
3,862.25 |
625.25 |
14.5% |
113.75 |
2.6% |
73% |
False |
False |
378,061 |
60 |
4,724.25 |
3,862.25 |
862.00 |
20.0% |
102.25 |
2.4% |
53% |
False |
False |
317,772 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.2% |
93.00 |
2.2% |
52% |
False |
False |
238,525 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.2% |
85.00 |
2.0% |
52% |
False |
False |
190,877 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.2% |
84.50 |
2.0% |
52% |
False |
False |
159,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,561.25 |
2.618 |
4,478.00 |
1.618 |
4,427.00 |
1.000 |
4,395.50 |
0.618 |
4,376.00 |
HIGH |
4,344.50 |
0.618 |
4,325.00 |
0.500 |
4,319.00 |
0.382 |
4,313.00 |
LOW |
4,293.50 |
0.618 |
4,262.00 |
1.000 |
4,242.50 |
1.618 |
4,211.00 |
2.618 |
4,160.00 |
4.250 |
4,076.75 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,319.75 |
4,303.25 |
PP |
4,319.50 |
4,286.00 |
S1 |
4,319.00 |
4,269.00 |
|