| 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 |
1,270.6 |
1,266.3 |
-4.3 |
-0.3% |
1,219.8 |
| High |
1,280.1 |
1,267.2 |
-12.9 |
-1.0% |
1,282.0 |
| Low |
1,263.6 |
1,248.1 |
-15.5 |
-1.2% |
1,219.8 |
| Close |
1,265.1 |
1,259.5 |
-5.6 |
-0.4% |
1,272.6 |
| Range |
16.5 |
19.1 |
2.6 |
15.8% |
62.2 |
| ATR |
21.3 |
21.1 |
-0.2 |
-0.7% |
0.0 |
| Volume |
2,871 |
4,602 |
1,731 |
60.3% |
15,614 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,315.6 |
1,306.6 |
1,270.0 |
|
| R3 |
1,296.5 |
1,287.5 |
1,264.8 |
|
| R2 |
1,277.4 |
1,277.4 |
1,263.0 |
|
| R1 |
1,268.4 |
1,268.4 |
1,261.3 |
1,263.4 |
| PP |
1,258.3 |
1,258.3 |
1,258.3 |
1,255.7 |
| S1 |
1,249.3 |
1,249.3 |
1,257.7 |
1,244.3 |
| S2 |
1,239.2 |
1,239.2 |
1,256.0 |
|
| S3 |
1,220.1 |
1,230.2 |
1,254.2 |
|
| S4 |
1,201.0 |
1,211.1 |
1,249.0 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.7 |
1,420.9 |
1,306.8 |
|
| R3 |
1,382.5 |
1,358.7 |
1,289.7 |
|
| R2 |
1,320.3 |
1,320.3 |
1,284.0 |
|
| R1 |
1,296.5 |
1,296.5 |
1,278.3 |
1,308.4 |
| PP |
1,258.1 |
1,258.1 |
1,258.1 |
1,264.1 |
| S1 |
1,234.3 |
1,234.3 |
1,266.9 |
1,246.2 |
| S2 |
1,195.9 |
1,195.9 |
1,261.2 |
|
| S3 |
1,133.7 |
1,172.1 |
1,255.5 |
|
| S4 |
1,071.5 |
1,109.9 |
1,238.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,282.0 |
1,239.8 |
42.2 |
3.4% |
20.5 |
1.6% |
47% |
False |
False |
4,000 |
| 10 |
1,282.0 |
1,213.4 |
68.6 |
5.4% |
20.6 |
1.6% |
67% |
False |
False |
3,068 |
| 20 |
1,282.0 |
1,183.1 |
98.9 |
7.9% |
23.8 |
1.9% |
77% |
False |
False |
2,757 |
| 40 |
1,282.0 |
1,074.0 |
208.0 |
16.5% |
18.9 |
1.5% |
89% |
False |
False |
2,178 |
| 60 |
1,282.0 |
1,049.4 |
232.6 |
18.5% |
16.2 |
1.3% |
90% |
False |
False |
1,636 |
| 80 |
1,282.0 |
1,049.4 |
232.6 |
18.5% |
14.4 |
1.1% |
90% |
False |
False |
1,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,348.4 |
|
2.618 |
1,317.2 |
|
1.618 |
1,298.1 |
|
1.000 |
1,286.3 |
|
0.618 |
1,279.0 |
|
HIGH |
1,267.2 |
|
0.618 |
1,259.9 |
|
0.500 |
1,257.7 |
|
0.382 |
1,255.4 |
|
LOW |
1,248.1 |
|
0.618 |
1,236.3 |
|
1.000 |
1,229.0 |
|
1.618 |
1,217.2 |
|
2.618 |
1,198.1 |
|
4.250 |
1,166.9 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,258.9 |
1,264.1 |
| PP |
1,258.3 |
1,262.6 |
| S1 |
1,257.7 |
1,261.0 |
|