Trading Metrics calculated at close of trading on 04-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,240.8 |
1,264.6 |
23.8 |
1.9% |
1,223.1 |
High |
1,269.3 |
1,280.7 |
11.4 |
0.9% |
1,280.7 |
Low |
1,238.0 |
1,250.1 |
12.1 |
1.0% |
1,216.3 |
Close |
1,258.2 |
1,270.7 |
12.5 |
1.0% |
1,270.7 |
Range |
31.3 |
30.6 |
-0.7 |
-2.2% |
64.4 |
ATR |
24.4 |
24.9 |
0.4 |
1.8% |
0.0 |
Volume |
226,299 |
361,180 |
134,881 |
59.6% |
1,179,305 |
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.0 |
1,345.4 |
1,287.5 |
|
R3 |
1,328.4 |
1,314.8 |
1,279.1 |
|
R2 |
1,297.8 |
1,297.8 |
1,276.3 |
|
R1 |
1,284.2 |
1,284.2 |
1,273.5 |
1,291.0 |
PP |
1,267.2 |
1,267.2 |
1,267.2 |
1,270.6 |
S1 |
1,253.6 |
1,253.6 |
1,267.9 |
1,260.4 |
S2 |
1,236.6 |
1,236.6 |
1,265.1 |
|
S3 |
1,206.0 |
1,223.0 |
1,262.3 |
|
S4 |
1,175.4 |
1,192.4 |
1,253.9 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.1 |
1,424.3 |
1,306.1 |
|
R3 |
1,384.7 |
1,359.9 |
1,288.4 |
|
R2 |
1,320.3 |
1,320.3 |
1,282.5 |
|
R1 |
1,295.5 |
1,295.5 |
1,276.6 |
1,307.9 |
PP |
1,255.9 |
1,255.9 |
1,255.9 |
1,262.1 |
S1 |
1,231.1 |
1,231.1 |
1,264.8 |
1,243.5 |
S2 |
1,191.5 |
1,191.5 |
1,258.9 |
|
S3 |
1,127.1 |
1,166.7 |
1,253.0 |
|
S4 |
1,062.7 |
1,102.3 |
1,235.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,280.7 |
1,216.3 |
64.4 |
5.1% |
25.7 |
2.0% |
84% |
True |
False |
235,861 |
10 |
1,280.7 |
1,202.5 |
78.2 |
6.2% |
25.8 |
2.0% |
87% |
True |
False |
222,592 |
20 |
1,280.7 |
1,145.5 |
135.2 |
10.6% |
27.8 |
2.2% |
93% |
True |
False |
223,805 |
40 |
1,280.7 |
1,071.3 |
209.4 |
16.5% |
21.8 |
1.7% |
95% |
True |
False |
149,578 |
60 |
1,280.7 |
1,047.4 |
233.3 |
18.4% |
18.9 |
1.5% |
96% |
True |
False |
101,296 |
80 |
1,280.7 |
1,046.6 |
234.1 |
18.4% |
17.8 |
1.4% |
96% |
True |
False |
77,274 |
100 |
1,280.7 |
1,046.6 |
234.1 |
18.4% |
17.0 |
1.3% |
96% |
True |
False |
62,135 |
120 |
1,280.7 |
1,046.6 |
234.1 |
18.4% |
16.3 |
1.3% |
96% |
True |
False |
52,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,410.8 |
2.618 |
1,360.8 |
1.618 |
1,330.2 |
1.000 |
1,311.3 |
0.618 |
1,299.6 |
HIGH |
1,280.7 |
0.618 |
1,269.0 |
0.500 |
1,265.4 |
0.382 |
1,261.8 |
LOW |
1,250.1 |
0.618 |
1,231.2 |
1.000 |
1,219.5 |
1.618 |
1,200.6 |
2.618 |
1,170.0 |
4.250 |
1,120.1 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,268.9 |
1,264.8 |
PP |
1,267.2 |
1,258.8 |
S1 |
1,265.4 |
1,252.9 |
|