Trading Metrics calculated at close of trading on 01-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,943.00 |
1,928.00 |
-15.00 |
-0.8% |
1,911.00 |
High |
1,956.25 |
1,978.50 |
22.25 |
1.1% |
1,951.50 |
Low |
1,926.50 |
1,920.75 |
-5.75 |
-0.3% |
1,886.75 |
Close |
1,929.50 |
1,978.00 |
48.50 |
2.5% |
1,942.75 |
Range |
29.75 |
57.75 |
28.00 |
94.1% |
64.75 |
ATR |
36.40 |
37.93 |
1.52 |
4.2% |
0.00 |
Volume |
1,826,411 |
2,035,550 |
209,139 |
11.5% |
9,062,505 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,132.25 |
2,113.00 |
2,009.75 |
|
R3 |
2,074.50 |
2,055.25 |
1,994.00 |
|
R2 |
2,016.75 |
2,016.75 |
1,988.50 |
|
R1 |
1,997.50 |
1,997.50 |
1,983.25 |
2,007.00 |
PP |
1,959.00 |
1,959.00 |
1,959.00 |
1,964.00 |
S1 |
1,939.75 |
1,939.75 |
1,972.75 |
1,949.50 |
S2 |
1,901.25 |
1,901.25 |
1,967.50 |
|
S3 |
1,843.50 |
1,882.00 |
1,962.00 |
|
S4 |
1,785.75 |
1,824.25 |
1,946.25 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,121.25 |
2,096.75 |
1,978.25 |
|
R3 |
2,056.50 |
2,032.00 |
1,960.50 |
|
R2 |
1,991.75 |
1,991.75 |
1,954.50 |
|
R1 |
1,967.25 |
1,967.25 |
1,948.75 |
1,979.50 |
PP |
1,927.00 |
1,927.00 |
1,927.00 |
1,933.00 |
S1 |
1,902.50 |
1,902.50 |
1,936.75 |
1,914.75 |
S2 |
1,862.25 |
1,862.25 |
1,931.00 |
|
S3 |
1,797.50 |
1,837.75 |
1,925.00 |
|
S4 |
1,732.75 |
1,773.00 |
1,907.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,978.50 |
1,886.75 |
91.75 |
4.6% |
33.25 |
1.7% |
99% |
True |
False |
1,979,653 |
10 |
1,978.50 |
1,881.50 |
97.00 |
4.9% |
31.75 |
1.6% |
99% |
True |
False |
1,801,090 |
20 |
1,978.50 |
1,802.50 |
176.00 |
8.9% |
37.00 |
1.9% |
100% |
True |
False |
2,131,018 |
40 |
2,043.50 |
1,802.50 |
241.00 |
12.2% |
43.50 |
2.2% |
73% |
False |
False |
2,305,956 |
60 |
2,088.75 |
1,802.50 |
286.25 |
14.5% |
40.25 |
2.0% |
61% |
False |
False |
1,903,074 |
80 |
2,102.50 |
1,802.50 |
300.00 |
15.2% |
36.00 |
1.8% |
59% |
False |
False |
1,429,361 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.2% |
33.25 |
1.7% |
58% |
False |
False |
1,144,503 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.2% |
34.25 |
1.7% |
58% |
False |
False |
954,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,224.00 |
2.618 |
2,129.75 |
1.618 |
2,072.00 |
1.000 |
2,036.25 |
0.618 |
2,014.25 |
HIGH |
1,978.50 |
0.618 |
1,956.50 |
0.500 |
1,949.50 |
0.382 |
1,942.75 |
LOW |
1,920.75 |
0.618 |
1,885.00 |
1.000 |
1,863.00 |
1.618 |
1,827.25 |
2.618 |
1,769.50 |
4.250 |
1,675.25 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,968.50 |
1,968.50 |
PP |
1,959.00 |
1,959.00 |
S1 |
1,949.50 |
1,949.50 |
|