Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
5,139.0 |
5,155.0 |
16.0 |
0.3% |
4,862.0 |
High |
5,146.0 |
5,173.0 |
27.0 |
0.5% |
5,098.0 |
Low |
5,114.0 |
5,093.0 |
-21.0 |
-0.4% |
4,846.0 |
Close |
5,131.0 |
5,111.0 |
-20.0 |
-0.4% |
5,085.0 |
Range |
32.0 |
80.0 |
48.0 |
150.0% |
252.0 |
ATR |
83.6 |
83.4 |
-0.3 |
-0.3% |
0.0 |
Volume |
26,299 |
42,022 |
15,723 |
59.8% |
159,984 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,365.7 |
5,318.3 |
5,155.0 |
|
R3 |
5,285.7 |
5,238.3 |
5,133.0 |
|
R2 |
5,205.7 |
5,205.7 |
5,125.7 |
|
R1 |
5,158.3 |
5,158.3 |
5,118.3 |
5,142.0 |
PP |
5,125.7 |
5,125.7 |
5,125.7 |
5,117.5 |
S1 |
5,078.3 |
5,078.3 |
5,103.7 |
5,062.0 |
S2 |
5,045.7 |
5,045.7 |
5,096.3 |
|
S3 |
4,965.7 |
4,998.3 |
5,089.0 |
|
S4 |
4,885.7 |
4,918.3 |
5,067.0 |
|
|
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 |
5,173.0 |
4,972.0 |
201.0 |
3.9% |
55.0 |
1.1% |
69% |
True |
False |
33,124 |
10 |
5,173.0 |
4,805.0 |
368.0 |
7.2% |
66.2 |
1.3% |
83% |
True |
False |
31,663 |
20 |
5,173.0 |
4,644.0 |
529.0 |
10.4% |
72.8 |
1.4% |
88% |
True |
False |
31,085 |
40 |
5,173.0 |
4,644.0 |
529.0 |
10.4% |
73.9 |
1.4% |
88% |
True |
False |
31,205 |
60 |
5,297.0 |
4,644.0 |
653.0 |
12.8% |
75.5 |
1.5% |
72% |
False |
False |
31,939 |
80 |
5,297.0 |
4,644.0 |
653.0 |
12.8% |
67.3 |
1.3% |
72% |
False |
False |
23,998 |
100 |
5,307.0 |
4,644.0 |
663.0 |
13.0% |
58.7 |
1.1% |
70% |
False |
False |
19,226 |
120 |
5,307.0 |
4,644.0 |
663.0 |
13.0% |
55.4 |
1.1% |
70% |
False |
False |
16,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,513.0 |
2.618 |
5,382.4 |
1.618 |
5,302.4 |
1.000 |
5,253.0 |
0.618 |
5,222.4 |
HIGH |
5,173.0 |
0.618 |
5,142.4 |
0.500 |
5,133.0 |
0.382 |
5,123.6 |
LOW |
5,093.0 |
0.618 |
5,043.6 |
1.000 |
5,013.0 |
1.618 |
4,963.6 |
2.618 |
4,883.6 |
4.250 |
4,753.0 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,133.0 |
5,122.5 |
PP |
5,125.7 |
5,118.7 |
S1 |
5,118.3 |
5,114.8 |
|