Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,264.2 |
1,260.4 |
-3.8 |
-0.3% |
1,222.1 |
High |
1,281.1 |
1,274.9 |
-6.2 |
-0.5% |
1,281.1 |
Low |
1,251.6 |
1,258.9 |
7.3 |
0.6% |
1,216.8 |
Close |
1,271.7 |
1,265.1 |
-6.6 |
-0.5% |
1,271.7 |
Range |
29.5 |
16.0 |
-13.5 |
-45.8% |
64.3 |
ATR |
24.3 |
23.7 |
-0.6 |
-2.4% |
0.0 |
Volume |
21,686 |
38,525 |
16,839 |
77.6% |
78,131 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.3 |
1,305.7 |
1,273.9 |
|
R3 |
1,298.3 |
1,289.7 |
1,269.5 |
|
R2 |
1,282.3 |
1,282.3 |
1,268.0 |
|
R1 |
1,273.7 |
1,273.7 |
1,266.6 |
1,278.0 |
PP |
1,266.3 |
1,266.3 |
1,266.3 |
1,268.5 |
S1 |
1,257.7 |
1,257.7 |
1,263.6 |
1,262.0 |
S2 |
1,250.3 |
1,250.3 |
1,262.2 |
|
S3 |
1,234.3 |
1,241.7 |
1,260.7 |
|
S4 |
1,218.3 |
1,225.7 |
1,256.3 |
|
|
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 |
1,226.0 |
55.1 |
4.4% |
23.3 |
1.8% |
71% |
False |
False |
20,542 |
10 |
1,281.1 |
1,208.6 |
72.5 |
5.7% |
24.4 |
1.9% |
78% |
False |
False |
15,323 |
20 |
1,281.1 |
1,165.6 |
115.5 |
9.1% |
26.5 |
2.1% |
86% |
False |
False |
10,765 |
40 |
1,281.1 |
1,071.8 |
209.3 |
16.5% |
21.1 |
1.7% |
92% |
False |
False |
8,303 |
60 |
1,281.1 |
1,048.3 |
232.8 |
18.4% |
18.3 |
1.4% |
93% |
False |
False |
6,137 |
80 |
1,281.1 |
1,047.2 |
233.9 |
18.5% |
17.2 |
1.4% |
93% |
False |
False |
5,294 |
100 |
1,281.1 |
1,047.2 |
233.9 |
18.5% |
16.5 |
1.3% |
93% |
False |
False |
4,522 |
120 |
1,281.1 |
1,047.2 |
233.9 |
18.5% |
16.0 |
1.3% |
93% |
False |
False |
3,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.9 |
2.618 |
1,316.8 |
1.618 |
1,300.8 |
1.000 |
1,290.9 |
0.618 |
1,284.8 |
HIGH |
1,274.9 |
0.618 |
1,268.8 |
0.500 |
1,266.9 |
0.382 |
1,265.0 |
LOW |
1,258.9 |
0.618 |
1,249.0 |
1.000 |
1,242.9 |
1.618 |
1,233.0 |
2.618 |
1,217.0 |
4.250 |
1,190.9 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,266.9 |
1,263.4 |
PP |
1,266.3 |
1,261.7 |
S1 |
1,265.7 |
1,260.1 |
|