Trading Metrics calculated at close of trading on 04-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,981.75 |
1,991.00 |
9.25 |
0.5% |
1,943.00 |
High |
1,992.50 |
2,007.50 |
15.00 |
0.8% |
2,007.50 |
Low |
1,974.75 |
1,984.00 |
9.25 |
0.5% |
1,920.75 |
Close |
1,990.50 |
1,995.00 |
4.50 |
0.2% |
1,995.00 |
Range |
17.75 |
23.50 |
5.75 |
32.4% |
86.75 |
ATR |
35.20 |
34.36 |
-0.84 |
-2.4% |
0.00 |
Volume |
1,555,391 |
2,247,812 |
692,421 |
44.5% |
9,486,826 |
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,066.00 |
2,054.00 |
2,008.00 |
|
R3 |
2,042.50 |
2,030.50 |
2,001.50 |
|
R2 |
2,019.00 |
2,019.00 |
1,999.25 |
|
R1 |
2,007.00 |
2,007.00 |
1,997.25 |
2,013.00 |
PP |
1,995.50 |
1,995.50 |
1,995.50 |
1,998.50 |
S1 |
1,983.50 |
1,983.50 |
1,992.75 |
1,989.50 |
S2 |
1,972.00 |
1,972.00 |
1,990.75 |
|
S3 |
1,948.50 |
1,960.00 |
1,988.50 |
|
S4 |
1,925.00 |
1,936.50 |
1,982.00 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,234.75 |
2,201.50 |
2,042.75 |
|
R3 |
2,148.00 |
2,114.75 |
2,018.75 |
|
R2 |
2,061.25 |
2,061.25 |
2,011.00 |
|
R1 |
2,028.00 |
2,028.00 |
2,003.00 |
2,044.50 |
PP |
1,974.50 |
1,974.50 |
1,974.50 |
1,982.75 |
S1 |
1,941.25 |
1,941.25 |
1,987.00 |
1,958.00 |
S2 |
1,887.75 |
1,887.75 |
1,979.00 |
|
S3 |
1,801.00 |
1,854.50 |
1,971.25 |
|
S4 |
1,714.25 |
1,767.75 |
1,947.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,007.50 |
1,920.75 |
86.75 |
4.3% |
29.50 |
1.5% |
86% |
True |
False |
1,897,365 |
10 |
2,007.50 |
1,886.75 |
120.75 |
6.1% |
28.50 |
1.4% |
90% |
True |
False |
1,854,933 |
20 |
2,007.50 |
1,802.50 |
205.00 |
10.3% |
34.00 |
1.7% |
94% |
True |
False |
2,051,963 |
40 |
2,007.50 |
1,802.50 |
205.00 |
10.3% |
41.75 |
2.1% |
94% |
True |
False |
2,293,001 |
60 |
2,075.00 |
1,802.50 |
272.50 |
13.7% |
39.00 |
2.0% |
71% |
False |
False |
1,994,082 |
80 |
2,097.75 |
1,802.50 |
295.25 |
14.8% |
36.00 |
1.8% |
65% |
False |
False |
1,499,500 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.1% |
33.00 |
1.7% |
64% |
False |
False |
1,200,576 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.1% |
33.75 |
1.7% |
64% |
False |
False |
1,001,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,107.50 |
2.618 |
2,069.00 |
1.618 |
2,045.50 |
1.000 |
2,031.00 |
0.618 |
2,022.00 |
HIGH |
2,007.50 |
0.618 |
1,998.50 |
0.500 |
1,995.75 |
0.382 |
1,993.00 |
LOW |
1,984.00 |
0.618 |
1,969.50 |
1.000 |
1,960.50 |
1.618 |
1,946.00 |
2.618 |
1,922.50 |
4.250 |
1,884.00 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,995.75 |
1,992.25 |
PP |
1,995.50 |
1,989.50 |
S1 |
1,995.25 |
1,987.00 |
|