Trading Metrics calculated at close of trading on 02-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,928.00 |
1,976.25 |
48.25 |
2.5% |
1,911.00 |
High |
1,978.50 |
1,984.75 |
6.25 |
0.3% |
1,951.50 |
Low |
1,920.75 |
1,966.25 |
45.50 |
2.4% |
1,886.75 |
Close |
1,978.00 |
1,983.50 |
5.50 |
0.3% |
1,942.75 |
Range |
57.75 |
18.50 |
-39.25 |
-68.0% |
64.75 |
ATR |
37.93 |
36.54 |
-1.39 |
-3.7% |
0.00 |
Volume |
2,035,550 |
1,821,662 |
-213,888 |
-10.5% |
9,062,505 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,033.75 |
2,027.00 |
1,993.75 |
|
R3 |
2,015.25 |
2,008.50 |
1,988.50 |
|
R2 |
1,996.75 |
1,996.75 |
1,987.00 |
|
R1 |
1,990.00 |
1,990.00 |
1,985.25 |
1,993.50 |
PP |
1,978.25 |
1,978.25 |
1,978.25 |
1,979.75 |
S1 |
1,971.50 |
1,971.50 |
1,981.75 |
1,975.00 |
S2 |
1,959.75 |
1,959.75 |
1,980.00 |
|
S3 |
1,941.25 |
1,953.00 |
1,978.50 |
|
S4 |
1,922.75 |
1,934.50 |
1,973.25 |
|
|
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 |
1,984.75 |
1,920.25 |
64.50 |
3.3% |
27.50 |
1.4% |
98% |
True |
False |
1,880,911 |
10 |
1,984.75 |
1,886.75 |
98.00 |
4.9% |
29.00 |
1.5% |
99% |
True |
False |
1,797,838 |
20 |
1,984.75 |
1,802.50 |
182.25 |
9.2% |
35.75 |
1.8% |
99% |
True |
False |
2,116,980 |
40 |
2,017.00 |
1,802.50 |
214.50 |
10.8% |
42.50 |
2.1% |
84% |
False |
False |
2,296,083 |
60 |
2,088.75 |
1,802.50 |
286.25 |
14.4% |
39.50 |
2.0% |
63% |
False |
False |
1,932,519 |
80 |
2,097.75 |
1,802.50 |
295.25 |
14.9% |
36.00 |
1.8% |
61% |
False |
False |
1,452,086 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.1% |
33.25 |
1.7% |
60% |
False |
False |
1,162,664 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.1% |
33.75 |
1.7% |
60% |
False |
False |
969,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,063.50 |
2.618 |
2,033.25 |
1.618 |
2,014.75 |
1.000 |
2,003.25 |
0.618 |
1,996.25 |
HIGH |
1,984.75 |
0.618 |
1,977.75 |
0.500 |
1,975.50 |
0.382 |
1,973.25 |
LOW |
1,966.25 |
0.618 |
1,954.75 |
1.000 |
1,947.75 |
1.618 |
1,936.25 |
2.618 |
1,917.75 |
4.250 |
1,887.50 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,980.75 |
1,973.25 |
PP |
1,978.25 |
1,963.00 |
S1 |
1,975.50 |
1,952.75 |
|