Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,321.00 |
4,301.00 |
-20.00 |
-0.5% |
4,225.25 |
High |
4,330.00 |
4,308.75 |
-21.25 |
-0.5% |
4,357.75 |
Low |
4,268.75 |
4,251.50 |
-17.25 |
-0.4% |
4,180.25 |
Close |
4,300.00 |
4,270.50 |
-29.50 |
-0.7% |
4,322.50 |
Range |
61.25 |
57.25 |
-4.00 |
-6.5% |
177.50 |
ATR |
90.51 |
88.14 |
-2.38 |
-2.6% |
0.00 |
Volume |
246,815 |
293,547 |
46,732 |
18.9% |
1,303,158 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,448.75 |
4,416.75 |
4,302.00 |
|
R3 |
4,391.50 |
4,359.50 |
4,286.25 |
|
R2 |
4,334.25 |
4,334.25 |
4,281.00 |
|
R1 |
4,302.25 |
4,302.25 |
4,275.75 |
4,289.50 |
PP |
4,277.00 |
4,277.00 |
4,277.00 |
4,270.50 |
S1 |
4,245.00 |
4,245.00 |
4,265.25 |
4,232.50 |
S2 |
4,219.75 |
4,219.75 |
4,260.00 |
|
S3 |
4,162.50 |
4,187.75 |
4,254.75 |
|
S4 |
4,105.25 |
4,130.50 |
4,239.00 |
|
|
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 |
4,251.50 |
106.25 |
2.5% |
57.00 |
1.3% |
18% |
False |
True |
259,488 |
10 |
4,357.75 |
4,084.75 |
273.00 |
6.4% |
73.25 |
1.7% |
68% |
False |
False |
271,812 |
20 |
4,357.75 |
3,862.25 |
495.50 |
11.6% |
83.00 |
1.9% |
82% |
False |
False |
298,542 |
40 |
4,365.00 |
3,862.25 |
502.75 |
11.8% |
108.50 |
2.5% |
81% |
False |
False |
365,582 |
60 |
4,697.75 |
3,862.25 |
835.50 |
19.6% |
101.25 |
2.4% |
49% |
False |
False |
330,918 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.4% |
93.00 |
2.2% |
47% |
False |
False |
248,882 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.4% |
85.50 |
2.0% |
47% |
False |
False |
199,161 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.4% |
84.75 |
2.0% |
47% |
False |
False |
165,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,552.00 |
2.618 |
4,458.75 |
1.618 |
4,401.50 |
1.000 |
4,366.00 |
0.618 |
4,344.25 |
HIGH |
4,308.75 |
0.618 |
4,287.00 |
0.500 |
4,280.00 |
0.382 |
4,273.25 |
LOW |
4,251.50 |
0.618 |
4,216.00 |
1.000 |
4,194.25 |
1.618 |
4,158.75 |
2.618 |
4,101.50 |
4.250 |
4,008.25 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,280.00 |
4,303.25 |
PP |
4,277.00 |
4,292.25 |
S1 |
4,273.75 |
4,281.50 |
|