Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
5,155.0 |
5,087.0 |
-68.0 |
-1.3% |
4,862.0 |
High |
5,173.0 |
5,160.0 |
-13.0 |
-0.3% |
5,098.0 |
Low |
5,093.0 |
5,077.0 |
-16.0 |
-0.3% |
4,846.0 |
Close |
5,111.0 |
5,155.0 |
44.0 |
0.9% |
5,085.0 |
Range |
80.0 |
83.0 |
3.0 |
3.8% |
252.0 |
ATR |
83.4 |
83.3 |
0.0 |
0.0% |
0.0 |
Volume |
42,022 |
32,891 |
-9,131 |
-21.7% |
159,984 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,379.7 |
5,350.3 |
5,200.7 |
|
R3 |
5,296.7 |
5,267.3 |
5,177.8 |
|
R2 |
5,213.7 |
5,213.7 |
5,170.2 |
|
R1 |
5,184.3 |
5,184.3 |
5,162.6 |
5,199.0 |
PP |
5,130.7 |
5,130.7 |
5,130.7 |
5,138.0 |
S1 |
5,101.3 |
5,101.3 |
5,147.4 |
5,116.0 |
S2 |
5,047.7 |
5,047.7 |
5,139.8 |
|
S3 |
4,964.7 |
5,018.3 |
5,132.2 |
|
S4 |
4,881.7 |
4,935.3 |
5,109.4 |
|
|
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 |
5,173.0 |
5,015.0 |
158.0 |
3.1% |
57.6 |
1.1% |
89% |
False |
False |
32,353 |
10 |
5,173.0 |
4,805.0 |
368.0 |
7.1% |
66.2 |
1.3% |
95% |
False |
False |
31,596 |
20 |
5,173.0 |
4,689.0 |
484.0 |
9.4% |
68.6 |
1.3% |
96% |
False |
False |
30,563 |
40 |
5,173.0 |
4,644.0 |
529.0 |
10.3% |
74.0 |
1.4% |
97% |
False |
False |
31,201 |
60 |
5,297.0 |
4,644.0 |
653.0 |
12.7% |
75.5 |
1.5% |
78% |
False |
False |
32,428 |
80 |
5,297.0 |
4,644.0 |
653.0 |
12.7% |
68.0 |
1.3% |
78% |
False |
False |
24,409 |
100 |
5,307.0 |
4,644.0 |
663.0 |
12.9% |
59.6 |
1.2% |
77% |
False |
False |
19,555 |
120 |
5,307.0 |
4,644.0 |
663.0 |
12.9% |
55.6 |
1.1% |
77% |
False |
False |
16,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,512.8 |
2.618 |
5,377.3 |
1.618 |
5,294.3 |
1.000 |
5,243.0 |
0.618 |
5,211.3 |
HIGH |
5,160.0 |
0.618 |
5,128.3 |
0.500 |
5,118.5 |
0.382 |
5,108.7 |
LOW |
5,077.0 |
0.618 |
5,025.7 |
1.000 |
4,994.0 |
1.618 |
4,942.7 |
2.618 |
4,859.7 |
4.250 |
4,724.3 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,142.8 |
5,145.0 |
PP |
5,130.7 |
5,135.0 |
S1 |
5,118.5 |
5,125.0 |
|