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 |
4,993.0 |
5,039.0 |
46.0 |
0.9% |
4,925.0 |
High |
5,042.0 |
5,082.0 |
40.0 |
0.8% |
5,011.0 |
Low |
4,972.0 |
5,015.0 |
43.0 |
0.9% |
4,805.0 |
Close |
5,014.0 |
5,077.0 |
63.0 |
1.3% |
4,853.0 |
Range |
70.0 |
67.0 |
-3.0 |
-4.3% |
206.0 |
ATR |
91.6 |
89.9 |
-1.7 |
-1.8% |
0.0 |
Volume |
36,746 |
32,884 |
-3,862 |
-10.5% |
139,124 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,259.0 |
5,235.0 |
5,113.9 |
|
R3 |
5,192.0 |
5,168.0 |
5,095.4 |
|
R2 |
5,125.0 |
5,125.0 |
5,089.3 |
|
R1 |
5,101.0 |
5,101.0 |
5,083.1 |
5,113.0 |
PP |
5,058.0 |
5,058.0 |
5,058.0 |
5,064.0 |
S1 |
5,034.0 |
5,034.0 |
5,070.9 |
5,046.0 |
S2 |
4,991.0 |
4,991.0 |
5,064.7 |
|
S3 |
4,924.0 |
4,967.0 |
5,058.6 |
|
S4 |
4,857.0 |
4,900.0 |
5,040.2 |
|
|
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 |
5,082.0 |
4,805.0 |
277.0 |
5.5% |
70.2 |
1.4% |
98% |
True |
False |
31,968 |
10 |
5,082.0 |
4,805.0 |
277.0 |
5.5% |
71.9 |
1.4% |
98% |
True |
False |
29,639 |
20 |
5,082.0 |
4,644.0 |
438.0 |
8.6% |
76.9 |
1.5% |
99% |
True |
False |
29,856 |
40 |
5,082.0 |
4,644.0 |
438.0 |
8.6% |
78.5 |
1.5% |
99% |
True |
False |
31,854 |
60 |
5,297.0 |
4,644.0 |
653.0 |
12.9% |
76.0 |
1.5% |
66% |
False |
False |
30,366 |
80 |
5,297.0 |
4,644.0 |
653.0 |
12.9% |
67.1 |
1.3% |
66% |
False |
False |
22,815 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.1% |
58.1 |
1.1% |
65% |
False |
False |
18,266 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.1% |
54.6 |
1.1% |
65% |
False |
False |
15,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,366.8 |
2.618 |
5,257.4 |
1.618 |
5,190.4 |
1.000 |
5,149.0 |
0.618 |
5,123.4 |
HIGH |
5,082.0 |
0.618 |
5,056.4 |
0.500 |
5,048.5 |
0.382 |
5,040.6 |
LOW |
5,015.0 |
0.618 |
4,973.6 |
1.000 |
4,948.0 |
1.618 |
4,906.6 |
2.618 |
4,839.6 |
4.250 |
4,730.3 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,067.5 |
5,039.3 |
PP |
5,058.0 |
5,001.7 |
S1 |
5,048.5 |
4,964.0 |
|