Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
9,811.0 |
9,806.0 |
-5.0 |
-0.1% |
9,435.0 |
High |
9,838.5 |
9,818.0 |
-20.5 |
-0.2% |
9,586.0 |
Low |
9,692.0 |
9,706.0 |
14.0 |
0.1% |
9,120.5 |
Close |
9,776.0 |
9,734.0 |
-42.0 |
-0.4% |
9,525.5 |
Range |
146.5 |
112.0 |
-34.5 |
-23.5% |
465.5 |
ATR |
258.4 |
247.9 |
-10.5 |
-4.0% |
0.0 |
Volume |
82,539 |
103,174 |
20,635 |
25.0% |
559,338 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,088.7 |
10,023.3 |
9,795.6 |
|
R3 |
9,976.7 |
9,911.3 |
9,764.8 |
|
R2 |
9,864.7 |
9,864.7 |
9,754.5 |
|
R1 |
9,799.3 |
9,799.3 |
9,744.3 |
9,776.0 |
PP |
9,752.7 |
9,752.7 |
9,752.7 |
9,741.0 |
S1 |
9,687.3 |
9,687.3 |
9,723.7 |
9,664.0 |
S2 |
9,640.7 |
9,640.7 |
9,713.5 |
|
S3 |
9,528.7 |
9,575.3 |
9,703.2 |
|
S4 |
9,416.7 |
9,463.3 |
9,672.4 |
|
|
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 |
9,326.0 |
512.5 |
5.3% |
191.0 |
2.0% |
80% |
False |
False |
103,657 |
10 |
9,838.5 |
9,120.5 |
718.0 |
7.4% |
191.1 |
2.0% |
85% |
False |
False |
104,451 |
20 |
9,838.5 |
8,690.5 |
1,148.0 |
11.8% |
228.1 |
2.3% |
91% |
False |
False |
114,584 |
40 |
10,287.5 |
8,690.5 |
1,597.0 |
16.4% |
252.4 |
2.6% |
65% |
False |
False |
121,187 |
60 |
11,329.0 |
8,690.5 |
2,638.5 |
27.1% |
255.8 |
2.6% |
40% |
False |
False |
99,486 |
80 |
11,439.0 |
8,690.5 |
2,748.5 |
28.2% |
236.9 |
2.4% |
38% |
False |
False |
75,052 |
100 |
11,439.0 |
8,690.5 |
2,748.5 |
28.2% |
222.2 |
2.3% |
38% |
False |
False |
60,273 |
120 |
11,439.0 |
8,690.5 |
2,748.5 |
28.2% |
221.2 |
2.3% |
38% |
False |
False |
50,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,294.0 |
2.618 |
10,111.2 |
1.618 |
9,999.2 |
1.000 |
9,930.0 |
0.618 |
9,887.2 |
HIGH |
9,818.0 |
0.618 |
9,775.2 |
0.500 |
9,762.0 |
0.382 |
9,748.8 |
LOW |
9,706.0 |
0.618 |
9,636.8 |
1.000 |
9,594.0 |
1.618 |
9,524.8 |
2.618 |
9,412.8 |
4.250 |
9,230.0 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
9,762.0 |
9,699.9 |
PP |
9,752.7 |
9,665.8 |
S1 |
9,743.3 |
9,631.8 |
|