| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,469.0 |
9,836.5 |
367.5 |
3.9% |
9,475.0 |
| High |
9,800.0 |
9,852.0 |
52.0 |
0.5% |
9,617.5 |
| Low |
9,465.0 |
9,724.5 |
259.5 |
2.7% |
9,158.5 |
| Close |
9,742.5 |
9,805.5 |
63.0 |
0.6% |
9,557.0 |
| Range |
335.0 |
127.5 |
-207.5 |
-61.9% |
459.0 |
| ATR |
249.5 |
240.8 |
-8.7 |
-3.5% |
0.0 |
| Volume |
2,198 |
1,350 |
-848 |
-38.6% |
3,009 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,176.5 |
10,118.5 |
9,875.6 |
|
| R3 |
10,049.0 |
9,991.0 |
9,840.6 |
|
| R2 |
9,921.5 |
9,921.5 |
9,828.9 |
|
| R1 |
9,863.5 |
9,863.5 |
9,817.2 |
9,828.8 |
| PP |
9,794.0 |
9,794.0 |
9,794.0 |
9,776.6 |
| S1 |
9,736.0 |
9,736.0 |
9,793.8 |
9,701.3 |
| S2 |
9,666.5 |
9,666.5 |
9,782.1 |
|
| S3 |
9,539.0 |
9,608.5 |
9,770.4 |
|
| S4 |
9,411.5 |
9,481.0 |
9,735.4 |
|
|
| 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 |
9,852.0 |
9,233.5 |
618.5 |
6.3% |
194.8 |
2.0% |
92% |
True |
False |
1,086 |
| 10 |
9,852.0 |
9,158.5 |
693.5 |
7.1% |
186.8 |
1.9% |
93% |
True |
False |
798 |
| 20 |
9,852.0 |
8,730.0 |
1,122.0 |
11.4% |
218.8 |
2.2% |
96% |
True |
False |
846 |
| 40 |
10,201.5 |
8,730.0 |
1,471.5 |
15.0% |
235.4 |
2.4% |
73% |
False |
False |
907 |
| 60 |
11,026.0 |
8,730.0 |
2,296.0 |
23.4% |
219.4 |
2.2% |
47% |
False |
False |
817 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
27.8% |
198.7 |
2.0% |
39% |
False |
False |
627 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.8% |
177.6 |
1.8% |
39% |
False |
False |
516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,393.9 |
|
2.618 |
10,185.8 |
|
1.618 |
10,058.3 |
|
1.000 |
9,979.5 |
|
0.618 |
9,930.8 |
|
HIGH |
9,852.0 |
|
0.618 |
9,803.3 |
|
0.500 |
9,788.3 |
|
0.382 |
9,773.2 |
|
LOW |
9,724.5 |
|
0.618 |
9,645.7 |
|
1.000 |
9,597.0 |
|
1.618 |
9,518.2 |
|
2.618 |
9,390.7 |
|
4.250 |
9,182.6 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,799.8 |
9,739.3 |
| PP |
9,794.0 |
9,673.2 |
| S1 |
9,788.3 |
9,607.0 |
|