Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,260.4 |
1,268.1 |
7.7 |
0.6% |
1,222.1 |
High |
1,274.9 |
1,279.8 |
4.9 |
0.4% |
1,281.1 |
Low |
1,258.9 |
1,262.3 |
3.4 |
0.3% |
1,216.8 |
Close |
1,265.1 |
1,264.1 |
-1.0 |
-0.1% |
1,271.7 |
Range |
16.0 |
17.5 |
1.5 |
9.4% |
64.3 |
ATR |
23.7 |
23.2 |
-0.4 |
-1.9% |
0.0 |
Volume |
38,525 |
20,419 |
-18,106 |
-47.0% |
78,131 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.2 |
1,310.2 |
1,273.7 |
|
R3 |
1,303.7 |
1,292.7 |
1,268.9 |
|
R2 |
1,286.2 |
1,286.2 |
1,267.3 |
|
R1 |
1,275.2 |
1,275.2 |
1,265.7 |
1,272.0 |
PP |
1,268.7 |
1,268.7 |
1,268.7 |
1,267.1 |
S1 |
1,257.7 |
1,257.7 |
1,262.5 |
1,254.5 |
S2 |
1,251.2 |
1,251.2 |
1,260.9 |
|
S3 |
1,233.7 |
1,240.2 |
1,259.3 |
|
S4 |
1,216.2 |
1,222.7 |
1,254.5 |
|
|
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 |
1,226.0 |
55.1 |
4.4% |
22.6 |
1.8% |
69% |
False |
False |
23,007 |
10 |
1,281.1 |
1,212.8 |
68.3 |
5.4% |
24.1 |
1.9% |
75% |
False |
False |
16,446 |
20 |
1,281.1 |
1,182.2 |
98.9 |
7.8% |
25.6 |
2.0% |
83% |
False |
False |
11,413 |
40 |
1,281.1 |
1,071.8 |
209.3 |
16.6% |
21.1 |
1.7% |
92% |
False |
False |
8,744 |
60 |
1,281.1 |
1,048.3 |
232.8 |
18.4% |
18.4 |
1.5% |
93% |
False |
False |
6,440 |
80 |
1,281.1 |
1,047.2 |
233.9 |
18.5% |
17.3 |
1.4% |
93% |
False |
False |
5,521 |
100 |
1,281.1 |
1,047.2 |
233.9 |
18.5% |
16.5 |
1.3% |
93% |
False |
False |
4,721 |
120 |
1,281.1 |
1,047.2 |
233.9 |
18.5% |
16.1 |
1.3% |
93% |
False |
False |
4,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,354.2 |
2.618 |
1,325.6 |
1.618 |
1,308.1 |
1.000 |
1,297.3 |
0.618 |
1,290.6 |
HIGH |
1,279.8 |
0.618 |
1,273.1 |
0.500 |
1,271.1 |
0.382 |
1,269.0 |
LOW |
1,262.3 |
0.618 |
1,251.5 |
1.000 |
1,244.8 |
1.618 |
1,234.0 |
2.618 |
1,216.5 |
4.250 |
1,187.9 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,271.1 |
1,266.4 |
PP |
1,268.7 |
1,265.6 |
S1 |
1,266.4 |
1,264.9 |
|