Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,323.00 |
4,321.00 |
-2.00 |
0.0% |
4,225.25 |
High |
4,355.00 |
4,330.00 |
-25.00 |
-0.6% |
4,357.75 |
Low |
4,298.00 |
4,268.75 |
-29.25 |
-0.7% |
4,180.25 |
Close |
4,322.50 |
4,300.00 |
-22.50 |
-0.5% |
4,322.50 |
Range |
57.00 |
61.25 |
4.25 |
7.5% |
177.50 |
ATR |
92.76 |
90.51 |
-2.25 |
-2.4% |
0.00 |
Volume |
289,076 |
246,815 |
-42,261 |
-14.6% |
1,303,158 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,483.25 |
4,453.00 |
4,333.75 |
|
R3 |
4,422.00 |
4,391.75 |
4,316.75 |
|
R2 |
4,360.75 |
4,360.75 |
4,311.25 |
|
R1 |
4,330.50 |
4,330.50 |
4,305.50 |
4,315.00 |
PP |
4,299.50 |
4,299.50 |
4,299.50 |
4,292.00 |
S1 |
4,269.25 |
4,269.25 |
4,294.50 |
4,253.75 |
S2 |
4,238.25 |
4,238.25 |
4,288.75 |
|
S3 |
4,177.00 |
4,208.00 |
4,283.25 |
|
S4 |
4,115.75 |
4,146.75 |
4,266.25 |
|
|
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% |
77.25 |
1.8% |
67% |
False |
False |
259,931 |
10 |
4,357.75 |
4,084.75 |
273.00 |
6.3% |
73.75 |
1.7% |
79% |
False |
False |
265,238 |
20 |
4,357.75 |
3,862.25 |
495.50 |
11.5% |
88.25 |
2.1% |
88% |
False |
False |
310,984 |
40 |
4,370.00 |
3,862.25 |
507.75 |
11.8% |
110.00 |
2.6% |
86% |
False |
False |
370,256 |
60 |
4,701.75 |
3,862.25 |
839.50 |
19.5% |
102.25 |
2.4% |
52% |
False |
False |
326,465 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.3% |
92.75 |
2.2% |
50% |
False |
False |
245,215 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.3% |
85.50 |
2.0% |
50% |
False |
False |
196,226 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.3% |
84.75 |
2.0% |
50% |
False |
False |
163,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,590.25 |
2.618 |
4,490.25 |
1.618 |
4,429.00 |
1.000 |
4,391.25 |
0.618 |
4,367.75 |
HIGH |
4,330.00 |
0.618 |
4,306.50 |
0.500 |
4,299.50 |
0.382 |
4,292.25 |
LOW |
4,268.75 |
0.618 |
4,231.00 |
1.000 |
4,207.50 |
1.618 |
4,169.75 |
2.618 |
4,108.50 |
4.250 |
4,008.50 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,299.75 |
4,312.00 |
PP |
4,299.50 |
4,308.00 |
S1 |
4,299.50 |
4,304.00 |
|