Trading Metrics calculated at close of trading on 04-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,326.75 |
4,323.00 |
-3.75 |
-0.1% |
4,225.25 |
High |
4,344.50 |
4,355.00 |
10.50 |
0.2% |
4,357.75 |
Low |
4,293.50 |
4,298.00 |
4.50 |
0.1% |
4,180.25 |
Close |
4,320.25 |
4,322.50 |
2.25 |
0.1% |
4,322.50 |
Range |
51.00 |
57.00 |
6.00 |
11.8% |
177.50 |
ATR |
95.51 |
92.76 |
-2.75 |
-2.9% |
0.00 |
Volume |
202,256 |
289,076 |
86,820 |
42.9% |
1,303,158 |
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,496.25 |
4,466.25 |
4,353.75 |
|
R3 |
4,439.25 |
4,409.25 |
4,338.25 |
|
R2 |
4,382.25 |
4,382.25 |
4,333.00 |
|
R1 |
4,352.25 |
4,352.25 |
4,327.75 |
4,338.75 |
PP |
4,325.25 |
4,325.25 |
4,325.25 |
4,318.50 |
S1 |
4,295.25 |
4,295.25 |
4,317.25 |
4,281.75 |
S2 |
4,268.25 |
4,268.25 |
4,312.00 |
|
S3 |
4,211.25 |
4,238.25 |
4,306.75 |
|
S4 |
4,154.25 |
4,181.25 |
4,291.25 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,819.25 |
4,748.50 |
4,420.00 |
|
R3 |
4,641.75 |
4,571.00 |
4,371.25 |
|
R2 |
4,464.25 |
4,464.25 |
4,355.00 |
|
R1 |
4,393.50 |
4,393.50 |
4,338.75 |
4,429.00 |
PP |
4,286.75 |
4,286.75 |
4,286.75 |
4,304.50 |
S1 |
4,216.00 |
4,216.00 |
4,306.25 |
4,251.50 |
S2 |
4,109.25 |
4,109.25 |
4,290.00 |
|
S3 |
3,931.75 |
4,038.50 |
4,273.75 |
|
S4 |
3,754.25 |
3,861.00 |
4,225.00 |
|
|
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% |
80.75 |
1.9% |
80% |
False |
False |
260,631 |
10 |
4,357.75 |
4,084.75 |
273.00 |
6.3% |
76.50 |
1.8% |
87% |
False |
False |
259,554 |
20 |
4,357.75 |
3,862.25 |
495.50 |
11.5% |
94.00 |
2.2% |
93% |
False |
False |
320,797 |
40 |
4,458.50 |
3,862.25 |
596.25 |
13.8% |
112.75 |
2.6% |
77% |
False |
False |
376,619 |
60 |
4,703.50 |
3,862.25 |
841.25 |
19.5% |
102.25 |
2.4% |
55% |
False |
False |
322,497 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.2% |
93.25 |
2.2% |
53% |
False |
False |
242,131 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.2% |
85.25 |
2.0% |
53% |
False |
False |
193,764 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.2% |
84.75 |
2.0% |
53% |
False |
False |
161,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,597.25 |
2.618 |
4,504.25 |
1.618 |
4,447.25 |
1.000 |
4,412.00 |
0.618 |
4,390.25 |
HIGH |
4,355.00 |
0.618 |
4,333.25 |
0.500 |
4,326.50 |
0.382 |
4,319.75 |
LOW |
4,298.00 |
0.618 |
4,262.75 |
1.000 |
4,241.00 |
1.618 |
4,205.75 |
2.618 |
4,148.75 |
4.250 |
4,055.75 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,326.50 |
4,325.50 |
PP |
4,325.25 |
4,324.50 |
S1 |
4,323.75 |
4,323.50 |
|