Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
5,087.0 |
5,139.0 |
52.0 |
1.0% |
4,862.0 |
High |
5,098.0 |
5,146.0 |
48.0 |
0.9% |
5,098.0 |
Low |
5,072.0 |
5,114.0 |
42.0 |
0.8% |
4,846.0 |
Close |
5,085.0 |
5,131.0 |
46.0 |
0.9% |
5,085.0 |
Range |
26.0 |
32.0 |
6.0 |
23.1% |
252.0 |
ATR |
85.4 |
83.6 |
-1.7 |
-2.0% |
0.0 |
Volume |
27,671 |
26,299 |
-1,372 |
-5.0% |
159,984 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,226.3 |
5,210.7 |
5,148.6 |
|
R3 |
5,194.3 |
5,178.7 |
5,139.8 |
|
R2 |
5,162.3 |
5,162.3 |
5,136.9 |
|
R1 |
5,146.7 |
5,146.7 |
5,133.9 |
5,138.5 |
PP |
5,130.3 |
5,130.3 |
5,130.3 |
5,126.3 |
S1 |
5,114.7 |
5,114.7 |
5,128.1 |
5,106.5 |
S2 |
5,098.3 |
5,098.3 |
5,125.1 |
|
S3 |
5,066.3 |
5,082.7 |
5,122.2 |
|
S4 |
5,034.3 |
5,050.7 |
5,113.4 |
|
|
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 |
5,146.0 |
4,846.0 |
300.0 |
5.8% |
54.6 |
1.1% |
95% |
True |
False |
31,145 |
10 |
5,146.0 |
4,805.0 |
341.0 |
6.6% |
65.9 |
1.3% |
96% |
True |
False |
30,102 |
20 |
5,146.0 |
4,644.0 |
502.0 |
9.8% |
73.3 |
1.4% |
97% |
True |
False |
30,635 |
40 |
5,146.0 |
4,644.0 |
502.0 |
9.8% |
73.6 |
1.4% |
97% |
True |
False |
31,179 |
60 |
5,297.0 |
4,644.0 |
653.0 |
12.7% |
75.0 |
1.5% |
75% |
False |
False |
31,261 |
80 |
5,297.0 |
4,644.0 |
653.0 |
12.7% |
66.6 |
1.3% |
75% |
False |
False |
23,473 |
100 |
5,307.0 |
4,644.0 |
663.0 |
12.9% |
57.9 |
1.1% |
73% |
False |
False |
18,806 |
120 |
5,307.0 |
4,644.0 |
663.0 |
12.9% |
54.7 |
1.1% |
73% |
False |
False |
15,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,282.0 |
2.618 |
5,229.8 |
1.618 |
5,197.8 |
1.000 |
5,178.0 |
0.618 |
5,165.8 |
HIGH |
5,146.0 |
0.618 |
5,133.8 |
0.500 |
5,130.0 |
0.382 |
5,126.2 |
LOW |
5,114.0 |
0.618 |
5,094.2 |
1.000 |
5,082.0 |
1.618 |
5,062.2 |
2.618 |
5,030.2 |
4.250 |
4,978.0 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,130.7 |
5,114.2 |
PP |
5,130.3 |
5,097.3 |
S1 |
5,130.0 |
5,080.5 |
|