| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,463.5 |
9,469.0 |
5.5 |
0.1% |
9,475.0 |
| High |
9,534.0 |
9,800.0 |
266.0 |
2.8% |
9,617.5 |
| Low |
9,362.0 |
9,465.0 |
103.0 |
1.1% |
9,158.5 |
| Close |
9,494.5 |
9,742.5 |
248.0 |
2.6% |
9,557.0 |
| Range |
172.0 |
335.0 |
163.0 |
94.8% |
459.0 |
| ATR |
242.9 |
249.5 |
6.6 |
2.7% |
0.0 |
| Volume |
1,147 |
2,198 |
1,051 |
91.6% |
3,009 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,674.2 |
10,543.3 |
9,926.8 |
|
| R3 |
10,339.2 |
10,208.3 |
9,834.6 |
|
| R2 |
10,004.2 |
10,004.2 |
9,803.9 |
|
| R1 |
9,873.3 |
9,873.3 |
9,773.2 |
9,938.8 |
| PP |
9,669.2 |
9,669.2 |
9,669.2 |
9,701.9 |
| S1 |
9,538.3 |
9,538.3 |
9,711.8 |
9,603.8 |
| S2 |
9,334.2 |
9,334.2 |
9,681.1 |
|
| S3 |
8,999.2 |
9,203.3 |
9,650.4 |
|
| S4 |
8,664.2 |
8,868.3 |
9,558.3 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,821.3 |
10,648.2 |
9,809.5 |
|
| R3 |
10,362.3 |
10,189.2 |
9,683.2 |
|
| R2 |
9,903.3 |
9,903.3 |
9,641.2 |
|
| R1 |
9,730.2 |
9,730.2 |
9,599.1 |
9,816.8 |
| PP |
9,444.3 |
9,444.3 |
9,444.3 |
9,487.6 |
| S1 |
9,271.2 |
9,271.2 |
9,514.9 |
9,357.8 |
| S2 |
8,985.3 |
8,985.3 |
9,472.9 |
|
| S3 |
8,526.3 |
8,812.2 |
9,430.8 |
|
| S4 |
8,067.3 |
8,353.2 |
9,304.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,800.0 |
9,158.5 |
641.5 |
6.6% |
227.8 |
2.3% |
91% |
True |
False |
867 |
| 10 |
9,800.0 |
9,158.5 |
641.5 |
6.6% |
201.7 |
2.1% |
91% |
True |
False |
795 |
| 20 |
9,800.0 |
8,730.0 |
1,070.0 |
11.0% |
223.0 |
2.3% |
95% |
True |
False |
910 |
| 40 |
10,315.0 |
8,730.0 |
1,585.0 |
16.3% |
236.7 |
2.4% |
64% |
False |
False |
904 |
| 60 |
11,226.5 |
8,730.0 |
2,496.5 |
25.6% |
225.9 |
2.3% |
41% |
False |
False |
798 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
28.0% |
197.1 |
2.0% |
37% |
False |
False |
611 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
28.0% |
177.1 |
1.8% |
37% |
False |
False |
503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,223.8 |
|
2.618 |
10,677.0 |
|
1.618 |
10,342.0 |
|
1.000 |
10,135.0 |
|
0.618 |
10,007.0 |
|
HIGH |
9,800.0 |
|
0.618 |
9,672.0 |
|
0.500 |
9,632.5 |
|
0.382 |
9,593.0 |
|
LOW |
9,465.0 |
|
0.618 |
9,258.0 |
|
1.000 |
9,130.0 |
|
1.618 |
8,923.0 |
|
2.618 |
8,588.0 |
|
4.250 |
8,041.3 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,705.8 |
9,688.7 |
| PP |
9,669.2 |
9,634.8 |
| S1 |
9,632.5 |
9,581.0 |
|