Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,301.00 |
4,271.00 |
-30.00 |
-0.7% |
4,225.25 |
High |
4,308.75 |
4,299.00 |
-9.75 |
-0.2% |
4,357.75 |
Low |
4,251.50 |
4,256.75 |
5.25 |
0.1% |
4,180.25 |
Close |
4,270.50 |
4,294.50 |
24.00 |
0.6% |
4,322.50 |
Range |
57.25 |
42.25 |
-15.00 |
-26.2% |
177.50 |
ATR |
88.14 |
84.86 |
-3.28 |
-3.7% |
0.00 |
Volume |
293,547 |
238,221 |
-55,326 |
-18.8% |
1,303,158 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,410.25 |
4,394.50 |
4,317.75 |
|
R3 |
4,368.00 |
4,352.25 |
4,306.00 |
|
R2 |
4,325.75 |
4,325.75 |
4,302.25 |
|
R1 |
4,310.00 |
4,310.00 |
4,298.25 |
4,318.00 |
PP |
4,283.50 |
4,283.50 |
4,283.50 |
4,287.25 |
S1 |
4,267.75 |
4,267.75 |
4,290.75 |
4,275.50 |
S2 |
4,241.25 |
4,241.25 |
4,286.75 |
|
S3 |
4,199.00 |
4,225.50 |
4,283.00 |
|
S4 |
4,156.75 |
4,183.25 |
4,271.25 |
|
|
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 |
4,355.00 |
4,251.50 |
103.50 |
2.4% |
53.75 |
1.3% |
42% |
False |
False |
253,983 |
10 |
4,357.75 |
4,170.25 |
187.50 |
4.4% |
64.25 |
1.5% |
66% |
False |
False |
262,009 |
20 |
4,357.75 |
3,862.25 |
495.50 |
11.5% |
79.75 |
1.9% |
87% |
False |
False |
285,454 |
40 |
4,365.00 |
3,862.25 |
502.75 |
11.7% |
107.25 |
2.5% |
86% |
False |
False |
360,648 |
60 |
4,697.75 |
3,862.25 |
835.50 |
19.5% |
101.00 |
2.4% |
52% |
False |
False |
333,083 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.3% |
93.00 |
2.2% |
50% |
False |
False |
251,856 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.3% |
85.50 |
2.0% |
50% |
False |
False |
201,542 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.3% |
84.75 |
2.0% |
50% |
False |
False |
167,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,478.50 |
2.618 |
4,409.50 |
1.618 |
4,367.25 |
1.000 |
4,341.25 |
0.618 |
4,325.00 |
HIGH |
4,299.00 |
0.618 |
4,282.75 |
0.500 |
4,278.00 |
0.382 |
4,273.00 |
LOW |
4,256.75 |
0.618 |
4,230.75 |
1.000 |
4,214.50 |
1.618 |
4,188.50 |
2.618 |
4,146.25 |
4.250 |
4,077.25 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,289.00 |
4,293.25 |
PP |
4,283.50 |
4,292.00 |
S1 |
4,278.00 |
4,290.75 |
|