Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1,263.5 |
1,255.1 |
-8.4 |
-0.7% |
1,222.1 |
High |
1,266.1 |
1,275.5 |
9.4 |
0.7% |
1,281.1 |
Low |
1,244.8 |
1,238.5 |
-6.3 |
-0.5% |
1,216.8 |
Close |
1,258.5 |
1,274.0 |
15.5 |
1.2% |
1,271.7 |
Range |
21.3 |
37.0 |
15.7 |
73.7% |
64.3 |
ATR |
23.1 |
24.1 |
1.0 |
4.3% |
0.0 |
Volume |
34,659 |
27,612 |
-7,047 |
-20.3% |
78,131 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.7 |
1,360.8 |
1,294.4 |
|
R3 |
1,336.7 |
1,323.8 |
1,284.2 |
|
R2 |
1,299.7 |
1,299.7 |
1,280.8 |
|
R1 |
1,286.8 |
1,286.8 |
1,277.4 |
1,293.3 |
PP |
1,262.7 |
1,262.7 |
1,262.7 |
1,265.9 |
S1 |
1,249.8 |
1,249.8 |
1,270.6 |
1,256.3 |
S2 |
1,225.7 |
1,225.7 |
1,267.2 |
|
S3 |
1,188.7 |
1,212.8 |
1,263.8 |
|
S4 |
1,151.7 |
1,175.8 |
1,253.7 |
|
|
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 |
1,238.5 |
42.6 |
3.3% |
24.3 |
1.9% |
83% |
False |
True |
28,580 |
10 |
1,281.1 |
1,212.8 |
68.3 |
5.4% |
24.6 |
1.9% |
90% |
False |
False |
20,530 |
20 |
1,281.1 |
1,192.1 |
89.0 |
7.0% |
27.1 |
2.1% |
92% |
False |
False |
14,047 |
40 |
1,281.1 |
1,071.8 |
209.3 |
16.4% |
21.8 |
1.7% |
97% |
False |
False |
10,098 |
60 |
1,281.1 |
1,048.3 |
232.8 |
18.3% |
19.0 |
1.5% |
97% |
False |
False |
7,417 |
80 |
1,281.1 |
1,047.2 |
233.9 |
18.4% |
17.8 |
1.4% |
97% |
False |
False |
6,173 |
100 |
1,281.1 |
1,047.2 |
233.9 |
18.4% |
16.7 |
1.3% |
97% |
False |
False |
5,318 |
120 |
1,281.1 |
1,047.2 |
233.9 |
18.4% |
16.3 |
1.3% |
97% |
False |
False |
4,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,432.8 |
2.618 |
1,372.4 |
1.618 |
1,335.4 |
1.000 |
1,312.5 |
0.618 |
1,298.4 |
HIGH |
1,275.5 |
0.618 |
1,261.4 |
0.500 |
1,257.0 |
0.382 |
1,252.6 |
LOW |
1,238.5 |
0.618 |
1,215.6 |
1.000 |
1,201.5 |
1.618 |
1,178.6 |
2.618 |
1,141.6 |
4.250 |
1,081.3 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1,268.3 |
1,269.1 |
PP |
1,262.7 |
1,264.1 |
S1 |
1,257.0 |
1,259.2 |
|