Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,976.25 |
1,981.75 |
5.50 |
0.3% |
1,911.00 |
High |
1,984.75 |
1,992.50 |
7.75 |
0.4% |
1,951.50 |
Low |
1,966.25 |
1,974.75 |
8.50 |
0.4% |
1,886.75 |
Close |
1,983.50 |
1,990.50 |
7.00 |
0.4% |
1,942.75 |
Range |
18.50 |
17.75 |
-0.75 |
-4.1% |
64.75 |
ATR |
36.54 |
35.20 |
-1.34 |
-3.7% |
0.00 |
Volume |
1,821,662 |
1,555,391 |
-266,271 |
-14.6% |
9,062,505 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,039.25 |
2,032.50 |
2,000.25 |
|
R3 |
2,021.50 |
2,014.75 |
1,995.50 |
|
R2 |
2,003.75 |
2,003.75 |
1,993.75 |
|
R1 |
1,997.00 |
1,997.00 |
1,992.25 |
2,000.50 |
PP |
1,986.00 |
1,986.00 |
1,986.00 |
1,987.50 |
S1 |
1,979.25 |
1,979.25 |
1,988.75 |
1,982.50 |
S2 |
1,968.25 |
1,968.25 |
1,987.25 |
|
S3 |
1,950.50 |
1,961.50 |
1,985.50 |
|
S4 |
1,932.75 |
1,943.75 |
1,980.75 |
|
|
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 |
1,992.50 |
1,920.75 |
71.75 |
3.6% |
24.75 |
1.2% |
97% |
True |
False |
1,823,133 |
10 |
1,992.50 |
1,886.75 |
105.75 |
5.3% |
28.50 |
1.4% |
98% |
True |
False |
1,791,816 |
20 |
1,992.50 |
1,802.50 |
190.00 |
9.5% |
34.25 |
1.7% |
99% |
True |
False |
2,052,340 |
40 |
2,013.25 |
1,802.50 |
210.75 |
10.6% |
42.25 |
2.1% |
89% |
False |
False |
2,292,744 |
60 |
2,088.75 |
1,802.50 |
286.25 |
14.4% |
39.00 |
2.0% |
66% |
False |
False |
1,957,670 |
80 |
2,097.75 |
1,802.50 |
295.25 |
14.8% |
36.00 |
1.8% |
64% |
False |
False |
1,471,469 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.1% |
33.00 |
1.7% |
63% |
False |
False |
1,178,141 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.1% |
33.75 |
1.7% |
63% |
False |
False |
982,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,068.00 |
2.618 |
2,039.00 |
1.618 |
2,021.25 |
1.000 |
2,010.25 |
0.618 |
2,003.50 |
HIGH |
1,992.50 |
0.618 |
1,985.75 |
0.500 |
1,983.50 |
0.382 |
1,981.50 |
LOW |
1,974.75 |
0.618 |
1,963.75 |
1.000 |
1,957.00 |
1.618 |
1,946.00 |
2.618 |
1,928.25 |
4.250 |
1,899.25 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,988.25 |
1,979.25 |
PP |
1,986.00 |
1,968.00 |
S1 |
1,983.50 |
1,956.50 |
|