Trading Metrics calculated at close of trading on 02-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
9,432.0 |
9,811.0 |
379.0 |
4.0% |
9,435.0 |
High |
9,776.5 |
9,838.5 |
62.0 |
0.6% |
9,586.0 |
Low |
9,425.0 |
9,692.0 |
267.0 |
2.8% |
9,120.5 |
Close |
9,714.5 |
9,776.0 |
61.5 |
0.6% |
9,525.5 |
Range |
351.5 |
146.5 |
-205.0 |
-58.3% |
465.5 |
ATR |
267.0 |
258.4 |
-8.6 |
-3.2% |
0.0 |
Volume |
101,876 |
82,539 |
-19,337 |
-19.0% |
559,338 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,208.3 |
10,138.7 |
9,856.6 |
|
R3 |
10,061.8 |
9,992.2 |
9,816.3 |
|
R2 |
9,915.3 |
9,915.3 |
9,802.9 |
|
R1 |
9,845.7 |
9,845.7 |
9,789.4 |
9,807.3 |
PP |
9,768.8 |
9,768.8 |
9,768.8 |
9,749.6 |
S1 |
9,699.2 |
9,699.2 |
9,762.6 |
9,660.8 |
S2 |
9,622.3 |
9,622.3 |
9,749.1 |
|
S3 |
9,475.8 |
9,552.7 |
9,735.7 |
|
S4 |
9,329.3 |
9,406.2 |
9,695.4 |
|
|
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 |
9,838.5 |
9,197.0 |
641.5 |
6.6% |
208.8 |
2.1% |
90% |
True |
False |
105,255 |
10 |
9,838.5 |
9,120.5 |
718.0 |
7.3% |
200.5 |
2.1% |
91% |
True |
False |
103,803 |
20 |
9,838.5 |
8,690.5 |
1,148.0 |
11.7% |
233.9 |
2.4% |
95% |
True |
False |
116,744 |
40 |
10,403.5 |
8,690.5 |
1,713.0 |
17.5% |
255.4 |
2.6% |
63% |
False |
False |
121,402 |
60 |
11,336.0 |
8,690.5 |
2,645.5 |
27.1% |
258.0 |
2.6% |
41% |
False |
False |
97,856 |
80 |
11,439.0 |
8,690.5 |
2,748.5 |
28.1% |
237.7 |
2.4% |
39% |
False |
False |
73,779 |
100 |
11,439.0 |
8,690.5 |
2,748.5 |
28.1% |
222.9 |
2.3% |
39% |
False |
False |
59,245 |
120 |
11,439.0 |
8,690.5 |
2,748.5 |
28.1% |
222.8 |
2.3% |
39% |
False |
False |
49,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,461.1 |
2.618 |
10,222.0 |
1.618 |
10,075.5 |
1.000 |
9,985.0 |
0.618 |
9,929.0 |
HIGH |
9,838.5 |
0.618 |
9,782.5 |
0.500 |
9,765.3 |
0.382 |
9,748.0 |
LOW |
9,692.0 |
0.618 |
9,601.5 |
1.000 |
9,545.5 |
1.618 |
9,455.0 |
2.618 |
9,308.5 |
4.250 |
9,069.4 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
9,772.4 |
9,711.4 |
PP |
9,768.8 |
9,646.8 |
S1 |
9,765.3 |
9,582.3 |
|