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 |
4,862.0 |
4,867.0 |
5.0 |
0.1% |
4,925.0 |
High |
4,907.0 |
4,924.0 |
17.0 |
0.3% |
5,011.0 |
Low |
4,854.0 |
4,846.0 |
-8.0 |
-0.2% |
4,805.0 |
Close |
4,874.0 |
4,890.0 |
16.0 |
0.3% |
4,853.0 |
Range |
53.0 |
78.0 |
25.0 |
47.2% |
206.0 |
ATR |
87.7 |
87.0 |
-0.7 |
-0.8% |
0.0 |
Volume |
30,556 |
32,127 |
1,571 |
5.1% |
139,124 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,120.7 |
5,083.3 |
4,932.9 |
|
R3 |
5,042.7 |
5,005.3 |
4,911.5 |
|
R2 |
4,964.7 |
4,964.7 |
4,904.3 |
|
R1 |
4,927.3 |
4,927.3 |
4,897.2 |
4,946.0 |
PP |
4,886.7 |
4,886.7 |
4,886.7 |
4,896.0 |
S1 |
4,849.3 |
4,849.3 |
4,882.9 |
4,868.0 |
S2 |
4,808.7 |
4,808.7 |
4,875.7 |
|
S3 |
4,730.7 |
4,771.3 |
4,868.6 |
|
S4 |
4,652.7 |
4,693.3 |
4,847.1 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,507.7 |
5,386.3 |
4,966.3 |
|
R3 |
5,301.7 |
5,180.3 |
4,909.7 |
|
R2 |
5,095.7 |
5,095.7 |
4,890.8 |
|
R1 |
4,974.3 |
4,974.3 |
4,871.9 |
4,932.0 |
PP |
4,889.7 |
4,889.7 |
4,889.7 |
4,868.5 |
S1 |
4,768.3 |
4,768.3 |
4,834.1 |
4,726.0 |
S2 |
4,683.7 |
4,683.7 |
4,815.2 |
|
S3 |
4,477.7 |
4,562.3 |
4,796.4 |
|
S4 |
4,271.7 |
4,356.3 |
4,739.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,924.0 |
4,805.0 |
119.0 |
2.4% |
77.4 |
1.6% |
71% |
True |
False |
30,203 |
10 |
5,011.0 |
4,805.0 |
206.0 |
4.2% |
70.6 |
1.4% |
41% |
False |
False |
29,337 |
20 |
5,011.0 |
4,644.0 |
367.0 |
7.5% |
78.1 |
1.6% |
67% |
False |
False |
29,792 |
40 |
5,225.0 |
4,644.0 |
581.0 |
11.9% |
80.6 |
1.6% |
42% |
False |
False |
31,840 |
60 |
5,297.0 |
4,644.0 |
653.0 |
13.4% |
76.5 |
1.6% |
38% |
False |
False |
29,207 |
80 |
5,297.0 |
4,644.0 |
653.0 |
13.4% |
66.4 |
1.4% |
38% |
False |
False |
21,947 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.6% |
57.5 |
1.2% |
37% |
False |
False |
17,576 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.6% |
53.4 |
1.1% |
37% |
False |
False |
14,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,255.5 |
2.618 |
5,128.2 |
1.618 |
5,050.2 |
1.000 |
5,002.0 |
0.618 |
4,972.2 |
HIGH |
4,924.0 |
0.618 |
4,894.2 |
0.500 |
4,885.0 |
0.382 |
4,875.8 |
LOW |
4,846.0 |
0.618 |
4,797.8 |
1.000 |
4,768.0 |
1.618 |
4,719.8 |
2.618 |
4,641.8 |
4.250 |
4,514.5 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
4,888.3 |
4,881.5 |
PP |
4,886.7 |
4,873.0 |
S1 |
4,885.0 |
4,864.5 |
|