Trading Metrics calculated at close of trading on 01-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
9,434.5 |
9,432.0 |
-2.5 |
0.0% |
9,435.0 |
High |
9,506.5 |
9,776.5 |
270.0 |
2.8% |
9,586.0 |
Low |
9,326.0 |
9,425.0 |
99.0 |
1.1% |
9,120.5 |
Close |
9,464.0 |
9,714.5 |
250.5 |
2.6% |
9,525.5 |
Range |
180.5 |
351.5 |
171.0 |
94.7% |
465.5 |
ATR |
260.5 |
267.0 |
6.5 |
2.5% |
0.0 |
Volume |
120,989 |
101,876 |
-19,113 |
-15.8% |
559,338 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,693.2 |
10,555.3 |
9,907.8 |
|
R3 |
10,341.7 |
10,203.8 |
9,811.2 |
|
R2 |
9,990.2 |
9,990.2 |
9,778.9 |
|
R1 |
9,852.3 |
9,852.3 |
9,746.7 |
9,921.3 |
PP |
9,638.7 |
9,638.7 |
9,638.7 |
9,673.1 |
S1 |
9,500.8 |
9,500.8 |
9,682.3 |
9,569.8 |
S2 |
9,287.2 |
9,287.2 |
9,650.1 |
|
S3 |
8,935.7 |
9,149.3 |
9,617.8 |
|
S4 |
8,584.2 |
8,797.8 |
9,521.2 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,807.2 |
10,631.8 |
9,781.5 |
|
R3 |
10,341.7 |
10,166.3 |
9,653.5 |
|
R2 |
9,876.2 |
9,876.2 |
9,610.8 |
|
R1 |
9,700.8 |
9,700.8 |
9,568.2 |
9,788.5 |
PP |
9,410.7 |
9,410.7 |
9,410.7 |
9,454.5 |
S1 |
9,235.3 |
9,235.3 |
9,482.8 |
9,323.0 |
S2 |
8,945.2 |
8,945.2 |
9,440.2 |
|
S3 |
8,479.7 |
8,769.8 |
9,397.5 |
|
S4 |
8,014.2 |
8,304.3 |
9,269.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,776.5 |
9,120.5 |
656.0 |
6.8% |
240.4 |
2.5% |
91% |
True |
False |
110,985 |
10 |
9,776.5 |
9,120.5 |
656.0 |
6.8% |
214.6 |
2.2% |
91% |
True |
False |
106,348 |
20 |
9,776.5 |
8,690.5 |
1,086.0 |
11.2% |
239.4 |
2.5% |
94% |
True |
False |
120,175 |
40 |
10,523.5 |
8,690.5 |
1,833.0 |
18.9% |
258.5 |
2.7% |
56% |
False |
False |
121,907 |
60 |
11,425.0 |
8,690.5 |
2,734.5 |
28.1% |
258.6 |
2.7% |
37% |
False |
False |
96,570 |
80 |
11,439.0 |
8,690.5 |
2,748.5 |
28.3% |
237.2 |
2.4% |
37% |
False |
False |
72,749 |
100 |
11,439.0 |
8,690.5 |
2,748.5 |
28.3% |
223.6 |
2.3% |
37% |
False |
False |
58,424 |
120 |
11,439.0 |
8,690.5 |
2,748.5 |
28.3% |
222.5 |
2.3% |
37% |
False |
False |
48,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,270.4 |
2.618 |
10,696.7 |
1.618 |
10,345.2 |
1.000 |
10,128.0 |
0.618 |
9,993.7 |
HIGH |
9,776.5 |
0.618 |
9,642.2 |
0.500 |
9,600.8 |
0.382 |
9,559.3 |
LOW |
9,425.0 |
0.618 |
9,207.8 |
1.000 |
9,073.5 |
1.618 |
8,856.3 |
2.618 |
8,504.8 |
4.250 |
7,931.1 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
9,676.6 |
9,660.1 |
PP |
9,638.7 |
9,605.7 |
S1 |
9,600.8 |
9,551.3 |
|