Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,268.1 |
1,263.5 |
-4.6 |
-0.4% |
1,222.1 |
High |
1,279.8 |
1,266.1 |
-13.7 |
-1.1% |
1,281.1 |
Low |
1,262.3 |
1,244.8 |
-17.5 |
-1.4% |
1,216.8 |
Close |
1,264.1 |
1,258.5 |
-5.6 |
-0.4% |
1,271.7 |
Range |
17.5 |
21.3 |
3.8 |
21.7% |
64.3 |
ATR |
23.2 |
23.1 |
-0.1 |
-0.6% |
0.0 |
Volume |
20,419 |
34,659 |
14,240 |
69.7% |
78,131 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.4 |
1,310.7 |
1,270.2 |
|
R3 |
1,299.1 |
1,289.4 |
1,264.4 |
|
R2 |
1,277.8 |
1,277.8 |
1,262.4 |
|
R1 |
1,268.1 |
1,268.1 |
1,260.5 |
1,262.3 |
PP |
1,256.5 |
1,256.5 |
1,256.5 |
1,253.6 |
S1 |
1,246.8 |
1,246.8 |
1,256.5 |
1,241.0 |
S2 |
1,235.2 |
1,235.2 |
1,254.6 |
|
S3 |
1,213.9 |
1,225.5 |
1,252.6 |
|
S4 |
1,192.6 |
1,204.2 |
1,246.8 |
|
|
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 |
1,239.0 |
42.1 |
3.3% |
23.1 |
1.8% |
46% |
False |
False |
26,950 |
10 |
1,281.1 |
1,212.8 |
68.3 |
5.4% |
23.1 |
1.8% |
67% |
False |
False |
18,918 |
20 |
1,281.1 |
1,182.2 |
98.9 |
7.9% |
26.0 |
2.1% |
77% |
False |
False |
12,812 |
40 |
1,281.1 |
1,071.8 |
209.3 |
16.6% |
21.2 |
1.7% |
89% |
False |
False |
9,484 |
60 |
1,281.1 |
1,048.3 |
232.8 |
18.5% |
18.6 |
1.5% |
90% |
False |
False |
6,987 |
80 |
1,281.1 |
1,047.2 |
233.9 |
18.6% |
17.5 |
1.4% |
90% |
False |
False |
5,913 |
100 |
1,281.1 |
1,047.2 |
233.9 |
18.6% |
16.5 |
1.3% |
90% |
False |
False |
5,052 |
120 |
1,281.1 |
1,047.2 |
233.9 |
18.6% |
16.2 |
1.3% |
90% |
False |
False |
4,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,356.6 |
2.618 |
1,321.9 |
1.618 |
1,300.6 |
1.000 |
1,287.4 |
0.618 |
1,279.3 |
HIGH |
1,266.1 |
0.618 |
1,258.0 |
0.500 |
1,255.5 |
0.382 |
1,252.9 |
LOW |
1,244.8 |
0.618 |
1,231.6 |
1.000 |
1,223.5 |
1.618 |
1,210.3 |
2.618 |
1,189.0 |
4.250 |
1,154.3 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,257.5 |
1,262.3 |
PP |
1,256.5 |
1,261.0 |
S1 |
1,255.5 |
1,259.8 |
|