| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,822.0 |
9,826.0 |
4.0 |
0.0% |
9,463.5 |
| High |
9,928.0 |
9,830.0 |
-98.0 |
-1.0% |
9,928.0 |
| Low |
9,775.0 |
9,720.0 |
-55.0 |
-0.6% |
9,362.0 |
| Close |
9,851.0 |
9,804.5 |
-46.5 |
-0.5% |
9,851.0 |
| Range |
153.0 |
110.0 |
-43.0 |
-28.1% |
566.0 |
| ATR |
226.4 |
219.6 |
-6.8 |
-3.0% |
0.0 |
| Volume |
827 |
2,292 |
1,465 |
177.1% |
7,176 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,114.8 |
10,069.7 |
9,865.0 |
|
| R3 |
10,004.8 |
9,959.7 |
9,834.8 |
|
| R2 |
9,894.8 |
9,894.8 |
9,824.7 |
|
| R1 |
9,849.7 |
9,849.7 |
9,814.6 |
9,817.3 |
| PP |
9,784.8 |
9,784.8 |
9,784.8 |
9,768.6 |
| S1 |
9,739.7 |
9,739.7 |
9,794.4 |
9,707.3 |
| S2 |
9,674.8 |
9,674.8 |
9,784.3 |
|
| S3 |
9,564.8 |
9,629.7 |
9,774.3 |
|
| S4 |
9,454.8 |
9,519.7 |
9,744.0 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,411.7 |
11,197.3 |
10,162.3 |
|
| R3 |
10,845.7 |
10,631.3 |
10,006.7 |
|
| R2 |
10,279.7 |
10,279.7 |
9,954.8 |
|
| R1 |
10,065.3 |
10,065.3 |
9,902.9 |
10,172.5 |
| PP |
9,713.7 |
9,713.7 |
9,713.7 |
9,767.3 |
| S1 |
9,499.3 |
9,499.3 |
9,799.1 |
9,606.5 |
| S2 |
9,147.7 |
9,147.7 |
9,747.2 |
|
| S3 |
8,581.7 |
8,933.3 |
9,695.4 |
|
| S4 |
8,015.7 |
8,367.3 |
9,539.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,928.0 |
9,465.0 |
463.0 |
4.7% |
166.7 |
1.7% |
73% |
False |
False |
1,664 |
| 10 |
9,928.0 |
9,158.5 |
769.5 |
7.8% |
176.1 |
1.8% |
84% |
False |
False |
1,192 |
| 20 |
9,928.0 |
8,730.0 |
1,198.0 |
12.2% |
188.6 |
1.9% |
90% |
False |
False |
961 |
| 40 |
10,201.5 |
8,730.0 |
1,471.5 |
15.0% |
223.1 |
2.3% |
73% |
False |
False |
975 |
| 60 |
10,920.5 |
8,730.0 |
2,190.5 |
22.3% |
218.6 |
2.2% |
49% |
False |
False |
895 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
27.8% |
200.1 |
2.0% |
39% |
False |
False |
686 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.8% |
180.0 |
1.8% |
39% |
False |
False |
564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,297.5 |
|
2.618 |
10,118.0 |
|
1.618 |
10,008.0 |
|
1.000 |
9,940.0 |
|
0.618 |
9,898.0 |
|
HIGH |
9,830.0 |
|
0.618 |
9,788.0 |
|
0.500 |
9,775.0 |
|
0.382 |
9,762.0 |
|
LOW |
9,720.0 |
|
0.618 |
9,652.0 |
|
1.000 |
9,610.0 |
|
1.618 |
9,542.0 |
|
2.618 |
9,432.0 |
|
4.250 |
9,252.5 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,794.7 |
9,824.0 |
| PP |
9,784.8 |
9,817.5 |
| S1 |
9,775.0 |
9,811.0 |
|