Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,981.75 |
1,990.00 |
8.25 |
0.4% |
1,943.00 |
High |
1,994.00 |
2,010.25 |
16.25 |
0.8% |
2,007.50 |
Low |
1,978.00 |
1,967.25 |
-10.75 |
-0.5% |
1,920.75 |
Close |
1,989.00 |
1,988.75 |
-0.25 |
0.0% |
1,995.00 |
Range |
16.00 |
43.00 |
27.00 |
168.8% |
86.75 |
ATR |
31.49 |
32.32 |
0.82 |
2.6% |
0.00 |
Volume |
1,744,984 |
2,738,172 |
993,188 |
56.9% |
9,486,826 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,117.75 |
2,096.25 |
2,012.50 |
|
R3 |
2,074.75 |
2,053.25 |
2,000.50 |
|
R2 |
2,031.75 |
2,031.75 |
1,996.75 |
|
R1 |
2,010.25 |
2,010.25 |
1,992.75 |
1,999.50 |
PP |
1,988.75 |
1,988.75 |
1,988.75 |
1,983.50 |
S1 |
1,967.25 |
1,967.25 |
1,984.75 |
1,956.50 |
S2 |
1,945.75 |
1,945.75 |
1,980.75 |
|
S3 |
1,902.75 |
1,924.25 |
1,977.00 |
|
S4 |
1,859.75 |
1,881.25 |
1,965.00 |
|
|
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 |
2,010.25 |
1,967.25 |
43.00 |
2.2% |
25.25 |
1.3% |
50% |
True |
True |
2,059,117 |
10 |
2,010.25 |
1,920.75 |
89.50 |
4.5% |
25.00 |
1.3% |
76% |
True |
False |
1,941,125 |
20 |
2,010.25 |
1,802.50 |
207.75 |
10.4% |
29.50 |
1.5% |
90% |
True |
False |
1,946,987 |
40 |
2,010.25 |
1,802.50 |
207.75 |
10.4% |
39.50 |
2.0% |
90% |
True |
False |
2,229,642 |
60 |
2,075.00 |
1,802.50 |
272.50 |
13.7% |
38.25 |
1.9% |
68% |
False |
False |
2,067,017 |
80 |
2,097.75 |
1,802.50 |
295.25 |
14.8% |
36.00 |
1.8% |
63% |
False |
False |
1,599,882 |
100 |
2,102.75 |
1,802.50 |
300.25 |
15.1% |
33.25 |
1.7% |
62% |
False |
False |
1,280,715 |
120 |
2,102.75 |
1,802.50 |
300.25 |
15.1% |
33.50 |
1.7% |
62% |
False |
False |
1,068,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,193.00 |
2.618 |
2,122.75 |
1.618 |
2,079.75 |
1.000 |
2,053.25 |
0.618 |
2,036.75 |
HIGH |
2,010.25 |
0.618 |
1,993.75 |
0.500 |
1,988.75 |
0.382 |
1,983.75 |
LOW |
1,967.25 |
0.618 |
1,940.75 |
1.000 |
1,924.25 |
1.618 |
1,897.75 |
2.618 |
1,854.75 |
4.250 |
1,784.50 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,988.75 |
1,988.75 |
PP |
1,988.75 |
1,988.75 |
S1 |
1,988.75 |
1,988.75 |
|