| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,826.0 |
9,749.0 |
-77.0 |
-0.8% |
9,463.5 |
| High |
9,830.0 |
9,817.0 |
-13.0 |
-0.1% |
9,928.0 |
| Low |
9,720.0 |
9,644.0 |
-76.0 |
-0.8% |
9,362.0 |
| Close |
9,804.5 |
9,720.5 |
-84.0 |
-0.9% |
9,851.0 |
| Range |
110.0 |
173.0 |
63.0 |
57.3% |
566.0 |
| ATR |
219.6 |
216.3 |
-3.3 |
-1.5% |
0.0 |
| Volume |
2,292 |
2,334 |
42 |
1.8% |
7,176 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,246.2 |
10,156.3 |
9,815.7 |
|
| R3 |
10,073.2 |
9,983.3 |
9,768.1 |
|
| R2 |
9,900.2 |
9,900.2 |
9,752.2 |
|
| R1 |
9,810.3 |
9,810.3 |
9,736.4 |
9,768.8 |
| PP |
9,727.2 |
9,727.2 |
9,727.2 |
9,706.4 |
| S1 |
9,637.3 |
9,637.3 |
9,704.6 |
9,595.8 |
| S2 |
9,554.2 |
9,554.2 |
9,688.8 |
|
| S3 |
9,381.2 |
9,464.3 |
9,672.9 |
|
| S4 |
9,208.2 |
9,291.3 |
9,625.4 |
|
|
| 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 |
9,644.0 |
284.0 |
2.9% |
134.3 |
1.4% |
27% |
False |
True |
1,691 |
| 10 |
9,928.0 |
9,158.5 |
769.5 |
7.9% |
181.1 |
1.9% |
73% |
False |
False |
1,279 |
| 20 |
9,928.0 |
8,730.0 |
1,198.0 |
12.3% |
184.5 |
1.9% |
83% |
False |
False |
1,060 |
| 40 |
10,201.5 |
8,730.0 |
1,471.5 |
15.1% |
220.0 |
2.3% |
67% |
False |
False |
1,010 |
| 60 |
10,920.5 |
8,730.0 |
2,190.5 |
22.5% |
219.8 |
2.3% |
45% |
False |
False |
934 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
28.0% |
200.8 |
2.1% |
36% |
False |
False |
712 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
28.0% |
181.1 |
1.9% |
36% |
False |
False |
587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,552.3 |
|
2.618 |
10,269.9 |
|
1.618 |
10,096.9 |
|
1.000 |
9,990.0 |
|
0.618 |
9,923.9 |
|
HIGH |
9,817.0 |
|
0.618 |
9,750.9 |
|
0.500 |
9,730.5 |
|
0.382 |
9,710.1 |
|
LOW |
9,644.0 |
|
0.618 |
9,537.1 |
|
1.000 |
9,471.0 |
|
1.618 |
9,364.1 |
|
2.618 |
9,191.1 |
|
4.250 |
8,908.8 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,730.5 |
9,786.0 |
| PP |
9,727.2 |
9,764.2 |
| S1 |
9,723.8 |
9,742.3 |
|