Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,267.9 |
1,262.2 |
-5.7 |
-0.4% |
1,223.1 |
High |
1,279.0 |
1,265.7 |
-13.3 |
-1.0% |
1,280.7 |
Low |
1,261.0 |
1,243.6 |
-17.4 |
-1.4% |
1,216.3 |
Close |
1,262.9 |
1,257.4 |
-5.5 |
-0.4% |
1,270.7 |
Range |
18.0 |
22.1 |
4.1 |
22.8% |
64.4 |
ATR |
23.8 |
23.7 |
-0.1 |
-0.5% |
0.0 |
Volume |
206,126 |
223,144 |
17,018 |
8.3% |
1,179,305 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.9 |
1,311.7 |
1,269.6 |
|
R3 |
1,299.8 |
1,289.6 |
1,263.5 |
|
R2 |
1,277.7 |
1,277.7 |
1,261.5 |
|
R1 |
1,267.5 |
1,267.5 |
1,259.4 |
1,261.6 |
PP |
1,255.6 |
1,255.6 |
1,255.6 |
1,252.6 |
S1 |
1,245.4 |
1,245.4 |
1,255.4 |
1,239.5 |
S2 |
1,233.5 |
1,233.5 |
1,253.3 |
|
S3 |
1,211.4 |
1,223.3 |
1,251.3 |
|
S4 |
1,189.3 |
1,201.2 |
1,245.2 |
|
|
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 |
1,238.0 |
42.7 |
3.4% |
23.7 |
1.9% |
45% |
False |
False |
245,907 |
10 |
1,280.7 |
1,212.0 |
68.7 |
5.5% |
23.7 |
1.9% |
66% |
False |
False |
224,828 |
20 |
1,280.7 |
1,181.6 |
99.1 |
7.9% |
26.6 |
2.1% |
76% |
False |
False |
223,151 |
40 |
1,280.7 |
1,071.3 |
209.4 |
16.7% |
21.9 |
1.7% |
89% |
False |
False |
163,508 |
60 |
1,280.7 |
1,047.4 |
233.3 |
18.6% |
19.3 |
1.5% |
90% |
False |
False |
111,861 |
80 |
1,280.7 |
1,046.6 |
234.1 |
18.6% |
18.3 |
1.5% |
90% |
False |
False |
85,144 |
100 |
1,280.7 |
1,046.6 |
234.1 |
18.6% |
17.1 |
1.4% |
90% |
False |
False |
68,496 |
120 |
1,280.7 |
1,046.6 |
234.1 |
18.6% |
16.6 |
1.3% |
90% |
False |
False |
57,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,359.6 |
2.618 |
1,323.6 |
1.618 |
1,301.5 |
1.000 |
1,287.8 |
0.618 |
1,279.4 |
HIGH |
1,265.7 |
0.618 |
1,257.3 |
0.500 |
1,254.7 |
0.382 |
1,252.0 |
LOW |
1,243.6 |
0.618 |
1,229.9 |
1.000 |
1,221.5 |
1.618 |
1,207.8 |
2.618 |
1,185.7 |
4.250 |
1,149.7 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,256.5 |
1,261.3 |
PP |
1,255.6 |
1,260.0 |
S1 |
1,254.7 |
1,258.7 |
|