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 |
9,786.5 |
9,713.0 |
-73.5 |
-0.8% |
9,434.5 |
High |
9,809.5 |
9,788.0 |
-21.5 |
-0.2% |
9,900.0 |
Low |
9,686.0 |
9,613.0 |
-73.0 |
-0.8% |
9,326.0 |
Close |
9,772.5 |
9,690.0 |
-82.5 |
-0.8% |
9,818.5 |
Range |
123.5 |
175.0 |
51.5 |
41.7% |
574.0 |
ATR |
234.3 |
230.0 |
-4.2 |
-1.8% |
0.0 |
Volume |
108,205 |
102,642 |
-5,563 |
-5.1% |
494,225 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,222.0 |
10,131.0 |
9,786.3 |
|
R3 |
10,047.0 |
9,956.0 |
9,738.1 |
|
R2 |
9,872.0 |
9,872.0 |
9,722.1 |
|
R1 |
9,781.0 |
9,781.0 |
9,706.0 |
9,739.0 |
PP |
9,697.0 |
9,697.0 |
9,697.0 |
9,676.0 |
S1 |
9,606.0 |
9,606.0 |
9,674.0 |
9,564.0 |
S2 |
9,522.0 |
9,522.0 |
9,657.9 |
|
S3 |
9,347.0 |
9,431.0 |
9,641.9 |
|
S4 |
9,172.0 |
9,256.0 |
9,593.8 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,403.5 |
11,185.0 |
10,134.2 |
|
R3 |
10,829.5 |
10,611.0 |
9,976.4 |
|
R2 |
10,255.5 |
10,255.5 |
9,923.7 |
|
R1 |
10,037.0 |
10,037.0 |
9,871.1 |
10,146.3 |
PP |
9,681.5 |
9,681.5 |
9,681.5 |
9,736.1 |
S1 |
9,463.0 |
9,463.0 |
9,765.9 |
9,572.3 |
S2 |
9,107.5 |
9,107.5 |
9,713.3 |
|
S3 |
8,533.5 |
8,889.0 |
9,660.7 |
|
S4 |
7,959.5 |
8,315.0 |
9,502.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,900.0 |
9,613.0 |
287.0 |
3.0% |
143.8 |
1.5% |
27% |
False |
True |
96,441 |
10 |
9,900.0 |
9,120.5 |
779.5 |
8.0% |
192.1 |
2.0% |
73% |
False |
False |
103,713 |
20 |
9,900.0 |
8,690.5 |
1,209.5 |
12.5% |
199.8 |
2.1% |
83% |
False |
False |
106,051 |
40 |
10,165.5 |
8,690.5 |
1,475.0 |
15.2% |
243.2 |
2.5% |
68% |
False |
False |
118,394 |
60 |
10,905.5 |
8,690.5 |
2,215.0 |
22.9% |
245.1 |
2.5% |
45% |
False |
False |
104,280 |
80 |
11,439.0 |
8,690.5 |
2,748.5 |
28.4% |
235.2 |
2.4% |
36% |
False |
False |
78,664 |
100 |
11,439.0 |
8,690.5 |
2,748.5 |
28.4% |
222.8 |
2.3% |
36% |
False |
False |
63,230 |
120 |
11,439.0 |
8,690.5 |
2,748.5 |
28.4% |
222.1 |
2.3% |
36% |
False |
False |
52,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,531.8 |
2.618 |
10,246.2 |
1.618 |
10,071.2 |
1.000 |
9,963.0 |
0.618 |
9,896.2 |
HIGH |
9,788.0 |
0.618 |
9,721.2 |
0.500 |
9,700.5 |
0.382 |
9,679.9 |
LOW |
9,613.0 |
0.618 |
9,504.9 |
1.000 |
9,438.0 |
1.618 |
9,329.9 |
2.618 |
9,154.9 |
4.250 |
8,869.3 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
9,700.5 |
9,756.5 |
PP |
9,697.0 |
9,734.3 |
S1 |
9,693.5 |
9,712.2 |
|