Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,232.8 |
1,241.3 |
8.5 |
0.7% |
1,225.0 |
High |
1,245.0 |
1,270.0 |
25.0 |
2.0% |
1,254.5 |
Low |
1,226.0 |
1,239.0 |
13.0 |
1.1% |
1,203.0 |
Close |
1,242.6 |
1,259.1 |
16.5 |
1.3% |
1,221.0 |
Range |
19.0 |
31.0 |
12.0 |
63.2% |
51.5 |
ATR |
23.3 |
23.9 |
0.5 |
2.4% |
0.0 |
Volume |
14,943 |
19,464 |
4,521 |
30.3% |
38,691 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.0 |
1,335.1 |
1,276.2 |
|
R3 |
1,318.0 |
1,304.1 |
1,267.6 |
|
R2 |
1,287.0 |
1,287.0 |
1,264.8 |
|
R1 |
1,273.1 |
1,273.1 |
1,261.9 |
1,280.1 |
PP |
1,256.0 |
1,256.0 |
1,256.0 |
1,259.5 |
S1 |
1,242.1 |
1,242.1 |
1,256.3 |
1,249.1 |
S2 |
1,225.0 |
1,225.0 |
1,253.4 |
|
S3 |
1,194.0 |
1,211.1 |
1,250.6 |
|
S4 |
1,163.0 |
1,180.1 |
1,242.1 |
|
|
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 |
1,270.0 |
1,212.8 |
57.2 |
4.5% |
25.0 |
2.0% |
81% |
True |
False |
12,481 |
10 |
1,270.0 |
1,203.0 |
67.0 |
5.3% |
23.7 |
1.9% |
84% |
True |
False |
9,834 |
20 |
1,270.0 |
1,141.0 |
129.0 |
10.2% |
26.5 |
2.1% |
92% |
True |
False |
8,485 |
40 |
1,270.0 |
1,071.8 |
198.2 |
15.7% |
20.9 |
1.7% |
95% |
True |
False |
6,947 |
60 |
1,270.0 |
1,048.3 |
221.7 |
17.6% |
18.0 |
1.4% |
95% |
True |
False |
5,209 |
80 |
1,270.0 |
1,047.2 |
222.8 |
17.7% |
17.0 |
1.4% |
95% |
True |
False |
4,644 |
100 |
1,270.0 |
1,047.2 |
222.8 |
17.7% |
16.4 |
1.3% |
95% |
True |
False |
3,930 |
120 |
1,270.0 |
1,047.2 |
222.8 |
17.7% |
15.8 |
1.3% |
95% |
True |
False |
3,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,401.8 |
2.618 |
1,351.2 |
1.618 |
1,320.2 |
1.000 |
1,301.0 |
0.618 |
1,289.2 |
HIGH |
1,270.0 |
0.618 |
1,258.2 |
0.500 |
1,254.5 |
0.382 |
1,250.8 |
LOW |
1,239.0 |
0.618 |
1,219.8 |
1.000 |
1,208.0 |
1.618 |
1,188.8 |
2.618 |
1,157.8 |
4.250 |
1,107.3 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,257.6 |
1,255.4 |
PP |
1,256.0 |
1,251.7 |
S1 |
1,254.5 |
1,248.0 |
|