| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,749.0 |
9,757.0 |
8.0 |
0.1% |
9,463.5 |
| High |
9,817.0 |
9,866.5 |
49.5 |
0.5% |
9,928.0 |
| Low |
9,644.0 |
9,718.5 |
74.5 |
0.8% |
9,362.0 |
| Close |
9,720.5 |
9,758.0 |
37.5 |
0.4% |
9,851.0 |
| Range |
173.0 |
148.0 |
-25.0 |
-14.5% |
566.0 |
| ATR |
216.3 |
211.4 |
-4.9 |
-2.3% |
0.0 |
| Volume |
2,334 |
7,743 |
5,409 |
231.7% |
7,176 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,225.0 |
10,139.5 |
9,839.4 |
|
| R3 |
10,077.0 |
9,991.5 |
9,798.7 |
|
| R2 |
9,929.0 |
9,929.0 |
9,785.1 |
|
| R1 |
9,843.5 |
9,843.5 |
9,771.6 |
9,886.3 |
| PP |
9,781.0 |
9,781.0 |
9,781.0 |
9,802.4 |
| S1 |
9,695.5 |
9,695.5 |
9,744.4 |
9,738.3 |
| S2 |
9,633.0 |
9,633.0 |
9,730.9 |
|
| S3 |
9,485.0 |
9,547.5 |
9,717.3 |
|
| S4 |
9,337.0 |
9,399.5 |
9,676.6 |
|
|
| 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% |
138.4 |
1.4% |
40% |
False |
False |
2,970 |
| 10 |
9,928.0 |
9,233.5 |
694.5 |
7.1% |
166.6 |
1.7% |
76% |
False |
False |
2,028 |
| 20 |
9,928.0 |
8,730.0 |
1,198.0 |
12.3% |
179.7 |
1.8% |
86% |
False |
False |
1,412 |
| 40 |
9,965.0 |
8,730.0 |
1,235.0 |
12.7% |
213.2 |
2.2% |
83% |
False |
False |
1,180 |
| 60 |
10,920.5 |
8,730.0 |
2,190.5 |
22.4% |
221.1 |
2.3% |
47% |
False |
False |
1,061 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
27.9% |
202.6 |
2.1% |
38% |
False |
False |
809 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.9% |
181.0 |
1.9% |
38% |
False |
False |
663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,495.5 |
|
2.618 |
10,254.0 |
|
1.618 |
10,106.0 |
|
1.000 |
10,014.5 |
|
0.618 |
9,958.0 |
|
HIGH |
9,866.5 |
|
0.618 |
9,810.0 |
|
0.500 |
9,792.5 |
|
0.382 |
9,775.0 |
|
LOW |
9,718.5 |
|
0.618 |
9,627.0 |
|
1.000 |
9,570.5 |
|
1.618 |
9,479.0 |
|
2.618 |
9,331.0 |
|
4.250 |
9,089.5 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,792.5 |
9,757.1 |
| PP |
9,781.0 |
9,756.2 |
| S1 |
9,769.5 |
9,755.3 |
|