| 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 |
1,990.00 |
1,972.25 |
-17.75 |
-0.9% |
1,933.50 |
| High |
1,990.75 |
1,984.50 |
-6.25 |
-0.3% |
1,998.00 |
| Low |
1,966.50 |
1,968.75 |
2.25 |
0.1% |
1,911.75 |
| Close |
1,971.50 |
1,979.75 |
8.25 |
0.4% |
1,985.75 |
| Range |
24.25 |
15.75 |
-8.50 |
-35.1% |
86.25 |
| ATR |
33.11 |
31.87 |
-1.24 |
-3.7% |
0.00 |
| Volume |
153,041 |
299,594 |
146,553 |
95.8% |
169,433 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,025.00 |
2,018.00 |
1,988.50 |
|
| R3 |
2,009.25 |
2,002.25 |
1,984.00 |
|
| R2 |
1,993.50 |
1,993.50 |
1,982.75 |
|
| R1 |
1,986.50 |
1,986.50 |
1,981.25 |
1,990.00 |
| PP |
1,977.75 |
1,977.75 |
1,977.75 |
1,979.50 |
| S1 |
1,970.75 |
1,970.75 |
1,978.25 |
1,974.25 |
| S2 |
1,962.00 |
1,962.00 |
1,976.75 |
|
| S3 |
1,946.25 |
1,955.00 |
1,975.50 |
|
| S4 |
1,930.50 |
1,939.25 |
1,971.00 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,224.00 |
2,191.00 |
2,033.25 |
|
| R3 |
2,137.75 |
2,104.75 |
2,009.50 |
|
| R2 |
2,051.50 |
2,051.50 |
2,001.50 |
|
| R1 |
2,018.50 |
2,018.50 |
1,993.75 |
2,035.00 |
| PP |
1,965.25 |
1,965.25 |
1,965.25 |
1,973.50 |
| S1 |
1,932.25 |
1,932.25 |
1,977.75 |
1,948.75 |
| S2 |
1,879.00 |
1,879.00 |
1,970.00 |
|
| S3 |
1,792.75 |
1,846.00 |
1,962.00 |
|
| S4 |
1,706.50 |
1,759.75 |
1,938.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,998.00 |
1,965.75 |
32.25 |
1.6% |
20.00 |
1.0% |
43% |
False |
False |
127,849 |
| 10 |
1,998.00 |
1,911.25 |
86.75 |
4.4% |
26.25 |
1.3% |
79% |
False |
False |
72,997 |
| 20 |
1,998.00 |
1,794.50 |
203.50 |
10.3% |
30.50 |
1.5% |
91% |
False |
False |
41,137 |
| 40 |
1,998.00 |
1,794.50 |
203.50 |
10.3% |
39.50 |
2.0% |
91% |
False |
False |
23,746 |
| 60 |
2,068.00 |
1,794.50 |
273.50 |
13.8% |
38.25 |
1.9% |
68% |
False |
False |
16,548 |
| 80 |
2,090.50 |
1,794.50 |
296.00 |
15.0% |
35.75 |
1.8% |
63% |
False |
False |
12,483 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
15.2% |
32.75 |
1.7% |
61% |
False |
False |
10,061 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
15.2% |
32.75 |
1.7% |
61% |
False |
False |
8,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,051.50 |
|
2.618 |
2,025.75 |
|
1.618 |
2,010.00 |
|
1.000 |
2,000.25 |
|
0.618 |
1,994.25 |
|
HIGH |
1,984.50 |
|
0.618 |
1,978.50 |
|
0.500 |
1,976.50 |
|
0.382 |
1,974.75 |
|
LOW |
1,968.75 |
|
0.618 |
1,959.00 |
|
1.000 |
1,953.00 |
|
1.618 |
1,943.25 |
|
2.618 |
1,927.50 |
|
4.250 |
1,901.75 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,978.75 |
1,980.75 |
| PP |
1,977.75 |
1,980.50 |
| S1 |
1,976.50 |
1,980.00 |
|