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 |
16,896.17 |
16,945.00 |
48.83 |
0.3% |
16,634.15 |
High |
16,944.31 |
17,062.38 |
118.07 |
0.7% |
17,062.38 |
Low |
16,820.73 |
16,898.84 |
78.11 |
0.5% |
16,510.40 |
Close |
16,943.90 |
17,006.77 |
62.87 |
0.4% |
17,006.77 |
Range |
123.58 |
163.54 |
39.96 |
32.3% |
551.98 |
ATR |
253.13 |
246.73 |
-6.40 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,479.95 |
17,406.90 |
17,096.72 |
|
R3 |
17,316.41 |
17,243.36 |
17,051.74 |
|
R2 |
17,152.87 |
17,152.87 |
17,036.75 |
|
R1 |
17,079.82 |
17,079.82 |
17,021.76 |
17,116.35 |
PP |
16,989.33 |
16,989.33 |
16,989.33 |
17,007.59 |
S1 |
16,916.28 |
16,916.28 |
16,991.78 |
16,952.81 |
S2 |
16,825.79 |
16,825.79 |
16,976.79 |
|
S3 |
16,662.25 |
16,752.74 |
16,961.80 |
|
S4 |
16,498.71 |
16,589.20 |
16,916.82 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,515.79 |
18,313.26 |
17,310.36 |
|
R3 |
17,963.81 |
17,761.28 |
17,158.56 |
|
R2 |
17,411.83 |
17,411.83 |
17,107.97 |
|
R1 |
17,209.30 |
17,209.30 |
17,057.37 |
17,310.57 |
PP |
16,859.85 |
16,859.85 |
16,859.85 |
16,910.48 |
S1 |
16,657.32 |
16,657.32 |
16,956.17 |
16,758.59 |
S2 |
16,307.87 |
16,307.87 |
16,905.57 |
|
S3 |
15,755.89 |
16,105.34 |
16,854.98 |
|
S4 |
15,203.91 |
15,553.36 |
16,703.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,062.38 |
16,510.40 |
551.98 |
3.2% |
191.32 |
1.1% |
90% |
True |
False |
|
10 |
17,062.38 |
16,165.86 |
896.52 |
5.3% |
216.37 |
1.3% |
94% |
True |
False |
|
20 |
17,062.38 |
15,503.01 |
1,559.37 |
9.2% |
237.14 |
1.4% |
96% |
True |
False |
|
40 |
17,062.38 |
15,450.56 |
1,611.82 |
9.5% |
284.70 |
1.7% |
97% |
True |
False |
|
60 |
17,796.76 |
15,450.56 |
2,346.20 |
13.8% |
269.77 |
1.6% |
66% |
False |
False |
|
80 |
17,914.34 |
15,450.56 |
2,463.78 |
14.5% |
248.88 |
1.5% |
63% |
False |
False |
|
100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.9% |
229.51 |
1.3% |
62% |
False |
False |
|
120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.9% |
230.06 |
1.4% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,757.43 |
2.618 |
17,490.53 |
1.618 |
17,326.99 |
1.000 |
17,225.92 |
0.618 |
17,163.45 |
HIGH |
17,062.38 |
0.618 |
16,999.91 |
0.500 |
16,980.61 |
0.382 |
16,961.31 |
LOW |
16,898.84 |
0.618 |
16,797.77 |
1.000 |
16,735.30 |
1.618 |
16,634.23 |
2.618 |
16,470.69 |
4.250 |
16,203.80 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
16,998.05 |
16,975.96 |
PP |
16,989.33 |
16,945.16 |
S1 |
16,980.61 |
16,914.35 |
|