Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,262.2 |
1,253.7 |
-8.5 |
-0.7% |
1,223.1 |
High |
1,265.7 |
1,274.3 |
8.6 |
0.7% |
1,280.7 |
Low |
1,243.6 |
1,237.5 |
-6.1 |
-0.5% |
1,216.3 |
Close |
1,257.4 |
1,272.8 |
15.4 |
1.2% |
1,270.7 |
Range |
22.1 |
36.8 |
14.7 |
66.5% |
64.4 |
ATR |
23.7 |
24.7 |
0.9 |
3.9% |
0.0 |
Volume |
223,144 |
304,980 |
81,836 |
36.7% |
1,179,305 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.9 |
1,359.2 |
1,293.0 |
|
R3 |
1,335.1 |
1,322.4 |
1,282.9 |
|
R2 |
1,298.3 |
1,298.3 |
1,279.5 |
|
R1 |
1,285.6 |
1,285.6 |
1,276.2 |
1,292.0 |
PP |
1,261.5 |
1,261.5 |
1,261.5 |
1,264.7 |
S1 |
1,248.8 |
1,248.8 |
1,269.4 |
1,255.2 |
S2 |
1,224.7 |
1,224.7 |
1,266.1 |
|
S3 |
1,187.9 |
1,212.0 |
1,262.7 |
|
S4 |
1,151.1 |
1,175.2 |
1,252.6 |
|
|
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 |
1,237.5 |
43.2 |
3.4% |
24.8 |
2.0% |
82% |
False |
True |
261,643 |
10 |
1,280.7 |
1,212.0 |
68.7 |
5.4% |
25.2 |
2.0% |
89% |
False |
False |
234,504 |
20 |
1,280.7 |
1,191.5 |
89.2 |
7.0% |
27.6 |
2.2% |
91% |
False |
False |
229,968 |
40 |
1,280.7 |
1,071.3 |
209.4 |
16.5% |
22.4 |
1.8% |
96% |
False |
False |
170,451 |
60 |
1,280.7 |
1,047.4 |
233.3 |
18.3% |
19.7 |
1.5% |
97% |
False |
False |
116,883 |
80 |
1,280.7 |
1,046.6 |
234.1 |
18.4% |
18.5 |
1.5% |
97% |
False |
False |
88,879 |
100 |
1,280.7 |
1,046.6 |
234.1 |
18.4% |
17.3 |
1.4% |
97% |
False |
False |
71,525 |
120 |
1,280.7 |
1,046.6 |
234.1 |
18.4% |
16.8 |
1.3% |
97% |
False |
False |
59,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,430.7 |
2.618 |
1,370.6 |
1.618 |
1,333.8 |
1.000 |
1,311.1 |
0.618 |
1,297.0 |
HIGH |
1,274.3 |
0.618 |
1,260.2 |
0.500 |
1,255.9 |
0.382 |
1,251.6 |
LOW |
1,237.5 |
0.618 |
1,214.8 |
1.000 |
1,200.7 |
1.618 |
1,178.0 |
2.618 |
1,141.2 |
4.250 |
1,081.1 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,267.2 |
1,268.0 |
PP |
1,261.5 |
1,263.1 |
S1 |
1,255.9 |
1,258.3 |
|