Trading Metrics calculated at close of trading on 01-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,223.1 |
1,238.9 |
15.8 |
1.3% |
1,226.9 |
High |
1,241.8 |
1,249.3 |
7.5 |
0.6% |
1,254.3 |
Low |
1,216.3 |
1,227.7 |
11.4 |
0.9% |
1,202.5 |
Close |
1,234.4 |
1,230.8 |
-3.6 |
-0.3% |
1,220.4 |
Range |
25.5 |
21.6 |
-3.9 |
-15.3% |
51.8 |
ATR |
24.4 |
24.2 |
-0.2 |
-0.8% |
0.0 |
Volume |
183,446 |
225,605 |
42,159 |
23.0% |
1,046,624 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.7 |
1,287.4 |
1,242.7 |
|
R3 |
1,279.1 |
1,265.8 |
1,236.7 |
|
R2 |
1,257.5 |
1,257.5 |
1,234.8 |
|
R1 |
1,244.2 |
1,244.2 |
1,232.8 |
1,240.1 |
PP |
1,235.9 |
1,235.9 |
1,235.9 |
1,233.9 |
S1 |
1,222.6 |
1,222.6 |
1,228.8 |
1,218.5 |
S2 |
1,214.3 |
1,214.3 |
1,226.8 |
|
S3 |
1,192.7 |
1,201.0 |
1,224.9 |
|
S4 |
1,171.1 |
1,179.4 |
1,218.9 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.1 |
1,352.6 |
1,248.9 |
|
R3 |
1,329.3 |
1,300.8 |
1,234.6 |
|
R2 |
1,277.5 |
1,277.5 |
1,229.9 |
|
R1 |
1,249.0 |
1,249.0 |
1,225.1 |
1,237.4 |
PP |
1,225.7 |
1,225.7 |
1,225.7 |
1,219.9 |
S1 |
1,197.2 |
1,197.2 |
1,215.7 |
1,185.6 |
S2 |
1,173.9 |
1,173.9 |
1,210.9 |
|
S3 |
1,122.1 |
1,145.4 |
1,206.2 |
|
S4 |
1,070.3 |
1,093.6 |
1,191.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,254.3 |
1,212.0 |
42.3 |
3.4% |
26.2 |
2.1% |
44% |
False |
False |
222,043 |
10 |
1,254.3 |
1,196.2 |
58.1 |
4.7% |
24.9 |
2.0% |
60% |
False |
False |
198,449 |
20 |
1,263.9 |
1,122.6 |
141.3 |
11.5% |
26.1 |
2.1% |
77% |
False |
False |
209,501 |
40 |
1,263.9 |
1,061.9 |
202.0 |
16.4% |
21.1 |
1.7% |
84% |
False |
False |
130,896 |
60 |
1,263.9 |
1,046.6 |
217.3 |
17.7% |
18.7 |
1.5% |
85% |
False |
False |
88,679 |
80 |
1,263.9 |
1,046.6 |
217.3 |
17.7% |
17.4 |
1.4% |
85% |
False |
False |
67,773 |
100 |
1,263.9 |
1,046.6 |
217.3 |
17.7% |
16.6 |
1.4% |
85% |
False |
False |
54,485 |
120 |
1,263.9 |
1,046.6 |
217.3 |
17.7% |
15.9 |
1.3% |
85% |
False |
False |
45,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.1 |
2.618 |
1,305.8 |
1.618 |
1,284.2 |
1.000 |
1,270.9 |
0.618 |
1,262.6 |
HIGH |
1,249.3 |
0.618 |
1,241.0 |
0.500 |
1,238.5 |
0.382 |
1,236.0 |
LOW |
1,227.7 |
0.618 |
1,214.4 |
1.000 |
1,206.1 |
1.618 |
1,192.8 |
2.618 |
1,171.2 |
4.250 |
1,135.9 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,238.5 |
1,230.8 |
PP |
1,235.9 |
1,230.7 |
S1 |
1,233.4 |
1,230.7 |
|