Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,264.6 |
1,260.5 |
-4.1 |
-0.3% |
1,223.1 |
High |
1,280.7 |
1,274.1 |
-6.6 |
-0.5% |
1,280.7 |
Low |
1,250.1 |
1,257.4 |
7.3 |
0.6% |
1,216.3 |
Close |
1,270.7 |
1,264.0 |
-6.7 |
-0.5% |
1,270.7 |
Range |
30.6 |
16.7 |
-13.9 |
-45.4% |
64.4 |
ATR |
24.9 |
24.3 |
-0.6 |
-2.3% |
0.0 |
Volume |
361,180 |
212,786 |
-148,394 |
-41.1% |
1,179,305 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.3 |
1,306.3 |
1,273.2 |
|
R3 |
1,298.6 |
1,289.6 |
1,268.6 |
|
R2 |
1,281.9 |
1,281.9 |
1,267.1 |
|
R1 |
1,272.9 |
1,272.9 |
1,265.5 |
1,277.4 |
PP |
1,265.2 |
1,265.2 |
1,265.2 |
1,267.4 |
S1 |
1,256.2 |
1,256.2 |
1,262.5 |
1,260.7 |
S2 |
1,248.5 |
1,248.5 |
1,260.9 |
|
S3 |
1,231.8 |
1,239.5 |
1,259.4 |
|
S4 |
1,215.1 |
1,222.8 |
1,254.8 |
|
|
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 |
1,225.1 |
55.6 |
4.4% |
24.0 |
1.9% |
70% |
False |
False |
241,729 |
10 |
1,280.7 |
1,207.6 |
73.1 |
5.8% |
25.1 |
2.0% |
77% |
False |
False |
227,774 |
20 |
1,280.7 |
1,164.5 |
116.2 |
9.2% |
27.1 |
2.1% |
86% |
False |
False |
223,700 |
40 |
1,280.7 |
1,071.3 |
209.4 |
16.6% |
21.8 |
1.7% |
92% |
False |
False |
154,492 |
60 |
1,280.7 |
1,047.4 |
233.3 |
18.5% |
19.0 |
1.5% |
93% |
False |
False |
104,781 |
80 |
1,280.7 |
1,046.6 |
234.1 |
18.5% |
18.0 |
1.4% |
93% |
False |
False |
79,886 |
100 |
1,280.7 |
1,046.6 |
234.1 |
18.5% |
17.1 |
1.4% |
93% |
False |
False |
64,256 |
120 |
1,280.7 |
1,046.6 |
234.1 |
18.5% |
16.4 |
1.3% |
93% |
False |
False |
53,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,345.1 |
2.618 |
1,317.8 |
1.618 |
1,301.1 |
1.000 |
1,290.8 |
0.618 |
1,284.4 |
HIGH |
1,274.1 |
0.618 |
1,267.7 |
0.500 |
1,265.8 |
0.382 |
1,263.8 |
LOW |
1,257.4 |
0.618 |
1,247.1 |
1.000 |
1,240.7 |
1.618 |
1,230.4 |
2.618 |
1,213.7 |
4.250 |
1,186.4 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,265.8 |
1,262.5 |
PP |
1,265.2 |
1,260.9 |
S1 |
1,264.6 |
1,259.4 |
|