Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
5,087.0 |
5,175.0 |
88.0 |
1.7% |
4,862.0 |
High |
5,160.0 |
5,177.0 |
17.0 |
0.3% |
5,098.0 |
Low |
5,077.0 |
5,145.0 |
68.0 |
1.3% |
4,846.0 |
Close |
5,155.0 |
5,158.0 |
3.0 |
0.1% |
5,085.0 |
Range |
83.0 |
32.0 |
-51.0 |
-61.4% |
252.0 |
ATR |
83.3 |
79.7 |
-3.7 |
-4.4% |
0.0 |
Volume |
32,891 |
23,882 |
-9,009 |
-27.4% |
159,984 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,256.0 |
5,239.0 |
5,175.6 |
|
R3 |
5,224.0 |
5,207.0 |
5,166.8 |
|
R2 |
5,192.0 |
5,192.0 |
5,163.9 |
|
R1 |
5,175.0 |
5,175.0 |
5,160.9 |
5,167.5 |
PP |
5,160.0 |
5,160.0 |
5,160.0 |
5,156.3 |
S1 |
5,143.0 |
5,143.0 |
5,155.1 |
5,135.5 |
S2 |
5,128.0 |
5,128.0 |
5,152.1 |
|
S3 |
5,096.0 |
5,111.0 |
5,149.2 |
|
S4 |
5,064.0 |
5,079.0 |
5,140.4 |
|
|
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 |
5,177.0 |
5,072.0 |
105.0 |
2.0% |
50.6 |
1.0% |
82% |
True |
False |
30,553 |
10 |
5,177.0 |
4,805.0 |
372.0 |
7.2% |
60.4 |
1.2% |
95% |
True |
False |
31,260 |
20 |
5,177.0 |
4,689.0 |
488.0 |
9.5% |
67.0 |
1.3% |
96% |
True |
False |
30,498 |
40 |
5,177.0 |
4,644.0 |
533.0 |
10.3% |
73.1 |
1.4% |
96% |
True |
False |
31,141 |
60 |
5,297.0 |
4,644.0 |
653.0 |
12.7% |
75.2 |
1.5% |
79% |
False |
False |
32,758 |
80 |
5,297.0 |
4,644.0 |
653.0 |
12.7% |
68.4 |
1.3% |
79% |
False |
False |
24,708 |
100 |
5,307.0 |
4,644.0 |
663.0 |
12.9% |
59.9 |
1.2% |
78% |
False |
False |
19,793 |
120 |
5,307.0 |
4,644.0 |
663.0 |
12.9% |
55.9 |
1.1% |
78% |
False |
False |
16,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,313.0 |
2.618 |
5,260.8 |
1.618 |
5,228.8 |
1.000 |
5,209.0 |
0.618 |
5,196.8 |
HIGH |
5,177.0 |
0.618 |
5,164.8 |
0.500 |
5,161.0 |
0.382 |
5,157.2 |
LOW |
5,145.0 |
0.618 |
5,125.2 |
1.000 |
5,113.0 |
1.618 |
5,093.2 |
2.618 |
5,061.2 |
4.250 |
5,009.0 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
5,161.0 |
5,147.7 |
PP |
5,160.0 |
5,137.3 |
S1 |
5,159.0 |
5,127.0 |
|