| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,836.5 |
9,841.0 |
4.5 |
0.0% |
9,475.0 |
| High |
9,852.0 |
9,846.0 |
-6.0 |
-0.1% |
9,617.5 |
| Low |
9,724.5 |
9,738.0 |
13.5 |
0.1% |
9,158.5 |
| Close |
9,805.5 |
9,765.0 |
-40.5 |
-0.4% |
9,557.0 |
| Range |
127.5 |
108.0 |
-19.5 |
-15.3% |
459.0 |
| ATR |
240.8 |
231.3 |
-9.5 |
-3.9% |
0.0 |
| Volume |
1,350 |
1,654 |
304 |
22.5% |
3,009 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,107.0 |
10,044.0 |
9,824.4 |
|
| R3 |
9,999.0 |
9,936.0 |
9,794.7 |
|
| R2 |
9,891.0 |
9,891.0 |
9,784.8 |
|
| R1 |
9,828.0 |
9,828.0 |
9,774.9 |
9,805.5 |
| PP |
9,783.0 |
9,783.0 |
9,783.0 |
9,771.8 |
| S1 |
9,720.0 |
9,720.0 |
9,755.1 |
9,697.5 |
| S2 |
9,675.0 |
9,675.0 |
9,745.2 |
|
| S3 |
9,567.0 |
9,612.0 |
9,735.3 |
|
| S4 |
9,459.0 |
9,504.0 |
9,705.6 |
|
|
| 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 |
9,362.0 |
490.0 |
5.0% |
179.1 |
1.8% |
82% |
False |
False |
1,348 |
| 10 |
9,852.0 |
9,158.5 |
693.5 |
7.1% |
178.1 |
1.8% |
87% |
False |
False |
948 |
| 20 |
9,852.0 |
8,730.0 |
1,122.0 |
11.5% |
206.8 |
2.1% |
92% |
False |
False |
900 |
| 40 |
10,201.5 |
8,730.0 |
1,471.5 |
15.1% |
232.6 |
2.4% |
70% |
False |
False |
923 |
| 60 |
11,026.0 |
8,730.0 |
2,296.0 |
23.5% |
218.7 |
2.2% |
45% |
False |
False |
844 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
27.9% |
197.7 |
2.0% |
38% |
False |
False |
648 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.9% |
178.5 |
1.8% |
38% |
False |
False |
533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,305.0 |
|
2.618 |
10,128.7 |
|
1.618 |
10,020.7 |
|
1.000 |
9,954.0 |
|
0.618 |
9,912.7 |
|
HIGH |
9,846.0 |
|
0.618 |
9,804.7 |
|
0.500 |
9,792.0 |
|
0.382 |
9,779.3 |
|
LOW |
9,738.0 |
|
0.618 |
9,671.3 |
|
1.000 |
9,630.0 |
|
1.618 |
9,563.3 |
|
2.618 |
9,455.3 |
|
4.250 |
9,279.0 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,792.0 |
9,729.5 |
| PP |
9,783.0 |
9,694.0 |
| S1 |
9,774.0 |
9,658.5 |
|