Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
4,271.00 |
4,295.25 |
24.25 |
0.6% |
4,225.25 |
High |
4,299.00 |
4,347.50 |
48.50 |
1.1% |
4,357.75 |
Low |
4,256.75 |
4,229.75 |
-27.00 |
-0.6% |
4,180.25 |
Close |
4,294.50 |
4,285.00 |
-9.50 |
-0.2% |
4,322.50 |
Range |
42.25 |
117.75 |
75.50 |
178.7% |
177.50 |
ATR |
84.86 |
87.21 |
2.35 |
2.8% |
0.00 |
Volume |
238,221 |
392,234 |
154,013 |
64.7% |
1,303,158 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,640.75 |
4,580.50 |
4,349.75 |
|
R3 |
4,523.00 |
4,462.75 |
4,317.50 |
|
R2 |
4,405.25 |
4,405.25 |
4,306.50 |
|
R1 |
4,345.00 |
4,345.00 |
4,295.75 |
4,316.25 |
PP |
4,287.50 |
4,287.50 |
4,287.50 |
4,273.00 |
S1 |
4,227.25 |
4,227.25 |
4,274.25 |
4,198.50 |
S2 |
4,169.75 |
4,169.75 |
4,263.50 |
|
S3 |
4,052.00 |
4,109.50 |
4,252.50 |
|
S4 |
3,934.25 |
3,991.75 |
4,220.25 |
|
|
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 |
4,229.75 |
125.25 |
2.9% |
67.00 |
1.6% |
44% |
False |
True |
291,978 |
10 |
4,357.75 |
4,180.25 |
177.50 |
4.1% |
68.25 |
1.6% |
59% |
False |
False |
274,677 |
20 |
4,357.75 |
3,862.25 |
495.50 |
11.6% |
79.75 |
1.9% |
85% |
False |
False |
283,720 |
40 |
4,365.00 |
3,862.25 |
502.75 |
11.7% |
107.25 |
2.5% |
84% |
False |
False |
360,015 |
60 |
4,697.75 |
3,862.25 |
835.50 |
19.5% |
100.75 |
2.4% |
51% |
False |
False |
334,269 |
80 |
4,734.75 |
3,862.25 |
872.50 |
20.4% |
93.50 |
2.2% |
48% |
False |
False |
256,755 |
100 |
4,734.75 |
3,862.25 |
872.50 |
20.4% |
86.00 |
2.0% |
48% |
False |
False |
205,454 |
120 |
4,734.75 |
3,862.25 |
872.50 |
20.4% |
85.25 |
2.0% |
48% |
False |
False |
171,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,848.00 |
2.618 |
4,655.75 |
1.618 |
4,538.00 |
1.000 |
4,465.25 |
0.618 |
4,420.25 |
HIGH |
4,347.50 |
0.618 |
4,302.50 |
0.500 |
4,288.50 |
0.382 |
4,274.75 |
LOW |
4,229.75 |
0.618 |
4,157.00 |
1.000 |
4,112.00 |
1.618 |
4,039.25 |
2.618 |
3,921.50 |
4.250 |
3,729.25 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,288.50 |
4,288.50 |
PP |
4,287.50 |
4,287.50 |
S1 |
4,286.25 |
4,286.25 |
|