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 |
4,867.0 |
4,993.0 |
126.0 |
2.6% |
4,925.0 |
High |
4,924.0 |
5,042.0 |
118.0 |
2.4% |
5,011.0 |
Low |
4,846.0 |
4,972.0 |
126.0 |
2.6% |
4,805.0 |
Close |
4,890.0 |
5,014.0 |
124.0 |
2.5% |
4,853.0 |
Range |
78.0 |
70.0 |
-8.0 |
-10.3% |
206.0 |
ATR |
87.0 |
91.6 |
4.6 |
5.3% |
0.0 |
Volume |
32,127 |
36,746 |
4,619 |
14.4% |
139,124 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,219.3 |
5,186.7 |
5,052.5 |
|
R3 |
5,149.3 |
5,116.7 |
5,033.3 |
|
R2 |
5,079.3 |
5,079.3 |
5,026.8 |
|
R1 |
5,046.7 |
5,046.7 |
5,020.4 |
5,063.0 |
PP |
5,009.3 |
5,009.3 |
5,009.3 |
5,017.5 |
S1 |
4,976.7 |
4,976.7 |
5,007.6 |
4,993.0 |
S2 |
4,939.3 |
4,939.3 |
5,001.2 |
|
S3 |
4,869.3 |
4,906.7 |
4,994.8 |
|
S4 |
4,799.3 |
4,836.7 |
4,975.5 |
|
|
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 |
5,042.0 |
4,805.0 |
237.0 |
4.7% |
74.8 |
1.5% |
88% |
True |
False |
30,838 |
10 |
5,042.0 |
4,805.0 |
237.0 |
4.7% |
71.3 |
1.4% |
88% |
True |
False |
29,741 |
20 |
5,042.0 |
4,644.0 |
398.0 |
7.9% |
77.7 |
1.5% |
93% |
True |
False |
29,798 |
40 |
5,182.0 |
4,644.0 |
538.0 |
10.7% |
80.1 |
1.6% |
69% |
False |
False |
31,842 |
60 |
5,297.0 |
4,644.0 |
653.0 |
13.0% |
76.9 |
1.5% |
57% |
False |
False |
29,819 |
80 |
5,297.0 |
4,644.0 |
653.0 |
13.0% |
67.1 |
1.3% |
57% |
False |
False |
22,406 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.2% |
57.8 |
1.2% |
56% |
False |
False |
17,937 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.2% |
54.0 |
1.1% |
56% |
False |
False |
14,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,339.5 |
2.618 |
5,225.3 |
1.618 |
5,155.3 |
1.000 |
5,112.0 |
0.618 |
5,085.3 |
HIGH |
5,042.0 |
0.618 |
5,015.3 |
0.500 |
5,007.0 |
0.382 |
4,998.7 |
LOW |
4,972.0 |
0.618 |
4,928.7 |
1.000 |
4,902.0 |
1.618 |
4,858.7 |
2.618 |
4,788.7 |
4.250 |
4,674.5 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,011.7 |
4,990.7 |
PP |
5,009.3 |
4,967.3 |
S1 |
5,007.0 |
4,944.0 |
|