Trading Metrics calculated at close of trading on 01-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,222.1 |
1,239.6 |
17.5 |
1.4% |
1,225.0 |
High |
1,242.2 |
1,249.5 |
7.3 |
0.6% |
1,254.5 |
Low |
1,216.8 |
1,228.7 |
11.9 |
1.0% |
1,203.0 |
Close |
1,235.1 |
1,231.5 |
-3.6 |
-0.3% |
1,221.0 |
Range |
25.4 |
20.8 |
-4.6 |
-18.1% |
51.5 |
ATR |
23.9 |
23.7 |
-0.2 |
-0.9% |
0.0 |
Volume |
13,943 |
8,095 |
-5,848 |
-41.9% |
38,691 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.0 |
1,286.0 |
1,242.9 |
|
R3 |
1,278.2 |
1,265.2 |
1,237.2 |
|
R2 |
1,257.4 |
1,257.4 |
1,235.3 |
|
R1 |
1,244.4 |
1,244.4 |
1,233.4 |
1,240.5 |
PP |
1,236.6 |
1,236.6 |
1,236.6 |
1,234.6 |
S1 |
1,223.6 |
1,223.6 |
1,229.6 |
1,219.7 |
S2 |
1,215.8 |
1,215.8 |
1,227.7 |
|
S3 |
1,195.0 |
1,202.8 |
1,225.8 |
|
S4 |
1,174.2 |
1,182.0 |
1,220.1 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.7 |
1,352.3 |
1,249.3 |
|
R3 |
1,329.2 |
1,300.8 |
1,235.2 |
|
R2 |
1,277.7 |
1,277.7 |
1,230.4 |
|
R1 |
1,249.3 |
1,249.3 |
1,225.7 |
1,237.8 |
PP |
1,226.2 |
1,226.2 |
1,226.2 |
1,220.4 |
S1 |
1,197.8 |
1,197.8 |
1,216.3 |
1,186.3 |
S2 |
1,174.7 |
1,174.7 |
1,211.6 |
|
S3 |
1,123.2 |
1,146.3 |
1,206.8 |
|
S4 |
1,071.7 |
1,094.8 |
1,192.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,254.5 |
1,212.8 |
41.7 |
3.4% |
25.6 |
2.1% |
45% |
False |
False |
9,884 |
10 |
1,254.5 |
1,197.2 |
57.3 |
4.7% |
24.3 |
2.0% |
60% |
False |
False |
7,765 |
20 |
1,264.1 |
1,123.0 |
141.1 |
11.5% |
25.5 |
2.1% |
77% |
False |
False |
7,091 |
40 |
1,264.1 |
1,063.0 |
201.1 |
16.3% |
20.4 |
1.7% |
84% |
False |
False |
6,209 |
60 |
1,264.1 |
1,047.2 |
216.9 |
17.6% |
17.9 |
1.5% |
85% |
False |
False |
4,669 |
80 |
1,264.1 |
1,047.2 |
216.9 |
17.6% |
16.7 |
1.4% |
85% |
False |
False |
4,261 |
100 |
1,264.1 |
1,047.2 |
216.9 |
17.6% |
16.1 |
1.3% |
85% |
False |
False |
3,606 |
120 |
1,264.1 |
1,047.2 |
216.9 |
17.6% |
15.6 |
1.3% |
85% |
False |
False |
3,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.9 |
2.618 |
1,304.0 |
1.618 |
1,283.2 |
1.000 |
1,270.3 |
0.618 |
1,262.4 |
HIGH |
1,249.5 |
0.618 |
1,241.6 |
0.500 |
1,239.1 |
0.382 |
1,236.6 |
LOW |
1,228.7 |
0.618 |
1,215.8 |
1.000 |
1,207.9 |
1.618 |
1,195.0 |
2.618 |
1,174.2 |
4.250 |
1,140.3 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,239.1 |
1,231.4 |
PP |
1,236.6 |
1,231.3 |
S1 |
1,234.0 |
1,231.2 |
|