Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,260.5 |
1,267.9 |
7.4 |
0.6% |
1,223.1 |
High |
1,274.1 |
1,279.0 |
4.9 |
0.4% |
1,280.7 |
Low |
1,257.4 |
1,261.0 |
3.6 |
0.3% |
1,216.3 |
Close |
1,264.0 |
1,262.9 |
-1.1 |
-0.1% |
1,270.7 |
Range |
16.7 |
18.0 |
1.3 |
7.8% |
64.4 |
ATR |
24.3 |
23.8 |
-0.4 |
-1.8% |
0.0 |
Volume |
212,786 |
206,126 |
-6,660 |
-3.1% |
1,179,305 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.6 |
1,310.3 |
1,272.8 |
|
R3 |
1,303.6 |
1,292.3 |
1,267.9 |
|
R2 |
1,285.6 |
1,285.6 |
1,266.2 |
|
R1 |
1,274.3 |
1,274.3 |
1,264.6 |
1,271.0 |
PP |
1,267.6 |
1,267.6 |
1,267.6 |
1,266.0 |
S1 |
1,256.3 |
1,256.3 |
1,261.3 |
1,253.0 |
S2 |
1,249.6 |
1,249.6 |
1,259.6 |
|
S3 |
1,231.6 |
1,238.3 |
1,258.0 |
|
S4 |
1,213.6 |
1,220.3 |
1,253.0 |
|
|
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% |
23.3 |
1.8% |
68% |
False |
False |
237,833 |
10 |
1,280.7 |
1,212.0 |
68.7 |
5.4% |
24.7 |
2.0% |
74% |
False |
False |
229,938 |
20 |
1,280.7 |
1,181.6 |
99.1 |
7.8% |
26.2 |
2.1% |
82% |
False |
False |
221,533 |
40 |
1,280.7 |
1,071.3 |
209.4 |
16.6% |
21.7 |
1.7% |
91% |
False |
False |
159,191 |
60 |
1,280.7 |
1,047.4 |
233.3 |
18.5% |
19.1 |
1.5% |
92% |
False |
False |
108,177 |
80 |
1,280.7 |
1,046.6 |
234.1 |
18.5% |
18.1 |
1.4% |
92% |
False |
False |
82,417 |
100 |
1,280.7 |
1,046.6 |
234.1 |
18.5% |
17.1 |
1.4% |
92% |
False |
False |
66,303 |
120 |
1,280.7 |
1,046.6 |
234.1 |
18.5% |
16.5 |
1.3% |
92% |
False |
False |
55,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,355.5 |
2.618 |
1,326.1 |
1.618 |
1,308.1 |
1.000 |
1,297.0 |
0.618 |
1,290.1 |
HIGH |
1,279.0 |
0.618 |
1,272.1 |
0.500 |
1,270.0 |
0.382 |
1,267.9 |
LOW |
1,261.0 |
0.618 |
1,249.9 |
1.000 |
1,243.0 |
1.618 |
1,231.9 |
2.618 |
1,213.9 |
4.250 |
1,184.5 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,270.0 |
1,265.4 |
PP |
1,267.6 |
1,264.6 |
S1 |
1,265.3 |
1,263.7 |
|