Trading Metrics calculated at close of trading on 04-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
5,039.0 |
5,087.0 |
48.0 |
1.0% |
4,862.0 |
High |
5,082.0 |
5,098.0 |
16.0 |
0.3% |
5,098.0 |
Low |
5,015.0 |
5,072.0 |
57.0 |
1.1% |
4,846.0 |
Close |
5,077.0 |
5,085.0 |
8.0 |
0.2% |
5,085.0 |
Range |
67.0 |
26.0 |
-41.0 |
-61.2% |
252.0 |
ATR |
89.9 |
85.4 |
-4.6 |
-5.1% |
0.0 |
Volume |
32,884 |
27,671 |
-5,213 |
-15.9% |
159,984 |
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,163.0 |
5,150.0 |
5,099.3 |
|
R3 |
5,137.0 |
5,124.0 |
5,092.2 |
|
R2 |
5,111.0 |
5,111.0 |
5,089.8 |
|
R1 |
5,098.0 |
5,098.0 |
5,087.4 |
5,091.5 |
PP |
5,085.0 |
5,085.0 |
5,085.0 |
5,081.8 |
S1 |
5,072.0 |
5,072.0 |
5,082.6 |
5,065.5 |
S2 |
5,059.0 |
5,059.0 |
5,080.2 |
|
S3 |
5,033.0 |
5,046.0 |
5,077.9 |
|
S4 |
5,007.0 |
5,020.0 |
5,070.7 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,765.7 |
5,677.3 |
5,223.6 |
|
R3 |
5,513.7 |
5,425.3 |
5,154.3 |
|
R2 |
5,261.7 |
5,261.7 |
5,131.2 |
|
R1 |
5,173.3 |
5,173.3 |
5,108.1 |
5,217.5 |
PP |
5,009.7 |
5,009.7 |
5,009.7 |
5,031.8 |
S1 |
4,921.3 |
4,921.3 |
5,061.9 |
4,965.5 |
S2 |
4,757.7 |
4,757.7 |
5,038.8 |
|
S3 |
4,505.7 |
4,669.3 |
5,015.7 |
|
S4 |
4,253.7 |
4,417.3 |
4,946.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,098.0 |
4,846.0 |
252.0 |
5.0% |
58.8 |
1.2% |
95% |
True |
False |
31,996 |
10 |
5,098.0 |
4,805.0 |
293.0 |
5.8% |
68.8 |
1.4% |
96% |
True |
False |
29,910 |
20 |
5,098.0 |
4,644.0 |
454.0 |
8.9% |
75.2 |
1.5% |
97% |
True |
False |
30,192 |
40 |
5,098.0 |
4,644.0 |
454.0 |
8.9% |
75.8 |
1.5% |
97% |
True |
False |
31,484 |
60 |
5,297.0 |
4,644.0 |
653.0 |
12.8% |
75.3 |
1.5% |
68% |
False |
False |
30,825 |
80 |
5,297.0 |
4,644.0 |
653.0 |
12.8% |
66.9 |
1.3% |
68% |
False |
False |
23,159 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.0% |
58.0 |
1.1% |
67% |
False |
False |
18,543 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.0% |
54.8 |
1.1% |
67% |
False |
False |
15,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,208.5 |
2.618 |
5,166.1 |
1.618 |
5,140.1 |
1.000 |
5,124.0 |
0.618 |
5,114.1 |
HIGH |
5,098.0 |
0.618 |
5,088.1 |
0.500 |
5,085.0 |
0.382 |
5,081.9 |
LOW |
5,072.0 |
0.618 |
5,055.9 |
1.000 |
5,046.0 |
1.618 |
5,029.9 |
2.618 |
5,003.9 |
4.250 |
4,961.5 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,085.0 |
5,068.3 |
PP |
5,085.0 |
5,051.7 |
S1 |
5,085.0 |
5,035.0 |
|