Trading Metrics calculated at close of trading on 04-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,241.3 |
1,264.2 |
22.9 |
1.8% |
1,222.1 |
High |
1,270.0 |
1,281.1 |
11.1 |
0.9% |
1,281.1 |
Low |
1,239.0 |
1,251.6 |
12.6 |
1.0% |
1,216.8 |
Close |
1,259.1 |
1,271.7 |
12.6 |
1.0% |
1,271.7 |
Range |
31.0 |
29.5 |
-1.5 |
-4.8% |
64.3 |
ATR |
23.9 |
24.3 |
0.4 |
1.7% |
0.0 |
Volume |
19,464 |
21,686 |
2,222 |
11.4% |
78,131 |
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.6 |
1,343.7 |
1,287.9 |
|
R3 |
1,327.1 |
1,314.2 |
1,279.8 |
|
R2 |
1,297.6 |
1,297.6 |
1,277.1 |
|
R1 |
1,284.7 |
1,284.7 |
1,274.4 |
1,291.2 |
PP |
1,268.1 |
1,268.1 |
1,268.1 |
1,271.4 |
S1 |
1,255.2 |
1,255.2 |
1,269.0 |
1,261.7 |
S2 |
1,238.6 |
1,238.6 |
1,266.3 |
|
S3 |
1,209.1 |
1,225.7 |
1,263.6 |
|
S4 |
1,179.6 |
1,196.2 |
1,255.5 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.4 |
1,424.9 |
1,307.1 |
|
R3 |
1,385.1 |
1,360.6 |
1,289.4 |
|
R2 |
1,320.8 |
1,320.8 |
1,283.5 |
|
R1 |
1,296.3 |
1,296.3 |
1,277.6 |
1,308.6 |
PP |
1,256.5 |
1,256.5 |
1,256.5 |
1,262.7 |
S1 |
1,232.0 |
1,232.0 |
1,265.8 |
1,244.3 |
S2 |
1,192.2 |
1,192.2 |
1,259.9 |
|
S3 |
1,127.9 |
1,167.7 |
1,254.0 |
|
S4 |
1,063.6 |
1,103.4 |
1,236.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,281.1 |
1,216.8 |
64.3 |
5.1% |
25.1 |
2.0% |
85% |
True |
False |
15,626 |
10 |
1,281.1 |
1,203.0 |
78.1 |
6.1% |
25.2 |
2.0% |
88% |
True |
False |
11,682 |
20 |
1,281.1 |
1,146.1 |
135.0 |
10.6% |
27.2 |
2.1% |
93% |
True |
False |
9,122 |
40 |
1,281.1 |
1,071.8 |
209.3 |
16.5% |
21.2 |
1.7% |
96% |
True |
False |
7,437 |
60 |
1,281.1 |
1,048.3 |
232.8 |
18.3% |
18.2 |
1.4% |
96% |
True |
False |
5,542 |
80 |
1,281.1 |
1,047.2 |
233.9 |
18.4% |
17.1 |
1.3% |
96% |
True |
False |
4,843 |
100 |
1,281.1 |
1,047.2 |
233.9 |
18.4% |
16.5 |
1.3% |
96% |
True |
False |
4,143 |
120 |
1,281.1 |
1,047.2 |
233.9 |
18.4% |
15.9 |
1.3% |
96% |
True |
False |
3,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.5 |
2.618 |
1,358.3 |
1.618 |
1,328.8 |
1.000 |
1,310.6 |
0.618 |
1,299.3 |
HIGH |
1,281.1 |
0.618 |
1,269.8 |
0.500 |
1,266.4 |
0.382 |
1,262.9 |
LOW |
1,251.6 |
0.618 |
1,233.4 |
1.000 |
1,222.1 |
1.618 |
1,203.9 |
2.618 |
1,174.4 |
4.250 |
1,126.2 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,269.9 |
1,265.7 |
PP |
1,268.1 |
1,259.6 |
S1 |
1,266.4 |
1,253.6 |
|