Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,994.50 |
1,999.00 |
4.50 |
0.2% |
1,943.00 |
High |
2,004.50 |
2,000.25 |
-4.25 |
-0.2% |
2,007.50 |
Low |
1,984.50 |
1,976.00 |
-8.50 |
-0.4% |
1,920.75 |
Close |
1,999.00 |
1,981.00 |
-18.00 |
-0.9% |
1,995.00 |
Range |
20.00 |
24.25 |
4.25 |
21.3% |
86.75 |
ATR |
33.34 |
32.69 |
-0.65 |
-1.9% |
0.00 |
Volume |
1,633,347 |
1,931,272 |
297,925 |
18.2% |
9,486,826 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,058.50 |
2,044.00 |
1,994.25 |
|
R3 |
2,034.25 |
2,019.75 |
1,987.75 |
|
R2 |
2,010.00 |
2,010.00 |
1,985.50 |
|
R1 |
1,995.50 |
1,995.50 |
1,983.25 |
1,990.50 |
PP |
1,985.75 |
1,985.75 |
1,985.75 |
1,983.25 |
S1 |
1,971.25 |
1,971.25 |
1,978.75 |
1,966.50 |
S2 |
1,961.50 |
1,961.50 |
1,976.50 |
|
S3 |
1,937.25 |
1,947.00 |
1,974.25 |
|
S4 |
1,913.00 |
1,922.75 |
1,967.75 |
|
|
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 |
1,966.25 |
41.25 |
2.1% |
20.75 |
1.0% |
36% |
False |
False |
1,837,896 |
10 |
2,007.50 |
1,886.75 |
120.75 |
6.1% |
27.00 |
1.4% |
78% |
False |
False |
1,908,775 |
20 |
2,007.50 |
1,802.50 |
205.00 |
10.3% |
30.50 |
1.5% |
87% |
False |
False |
1,980,434 |
40 |
2,007.50 |
1,802.50 |
205.00 |
10.3% |
40.00 |
2.0% |
87% |
False |
False |
2,240,524 |
60 |
2,075.00 |
1,802.50 |
272.50 |
13.8% |
38.50 |
1.9% |
66% |
False |
False |
2,044,448 |
80 |
2,097.75 |
1,802.50 |
295.25 |
14.9% |
36.00 |
1.8% |
60% |
False |
False |
1,543,952 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.2% |
33.25 |
1.7% |
59% |
False |
False |
1,236,089 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.2% |
33.50 |
1.7% |
59% |
False |
False |
1,030,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,103.25 |
2.618 |
2,063.75 |
1.618 |
2,039.50 |
1.000 |
2,024.50 |
0.618 |
2,015.25 |
HIGH |
2,000.25 |
0.618 |
1,991.00 |
0.500 |
1,988.00 |
0.382 |
1,985.25 |
LOW |
1,976.00 |
0.618 |
1,961.00 |
1.000 |
1,951.75 |
1.618 |
1,936.75 |
2.618 |
1,912.50 |
4.250 |
1,873.00 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,988.00 |
1,991.75 |
PP |
1,985.75 |
1,988.25 |
S1 |
1,983.50 |
1,984.50 |
|