| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
16,634.15 |
16,545.67 |
-88.48 |
-0.5% |
16,417.13 |
| High |
16,726.12 |
16,865.56 |
139.44 |
0.8% |
16,795.98 |
| Low |
16,510.40 |
16,545.67 |
35.27 |
0.2% |
16,165.86 |
| Close |
16,516.50 |
16,865.08 |
348.58 |
2.1% |
16,639.97 |
| Range |
215.72 |
319.89 |
104.17 |
48.3% |
630.12 |
| ATR |
267.19 |
273.04 |
5.85 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,718.44 |
17,611.65 |
17,041.02 |
|
| R3 |
17,398.55 |
17,291.76 |
16,953.05 |
|
| R2 |
17,078.66 |
17,078.66 |
16,923.73 |
|
| R1 |
16,971.87 |
16,971.87 |
16,894.40 |
17,025.27 |
| PP |
16,758.77 |
16,758.77 |
16,758.77 |
16,785.47 |
| S1 |
16,651.98 |
16,651.98 |
16,835.76 |
16,705.38 |
| S2 |
16,438.88 |
16,438.88 |
16,806.43 |
|
| S3 |
16,118.99 |
16,332.09 |
16,777.11 |
|
| S4 |
15,799.10 |
16,012.20 |
16,689.14 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,424.30 |
18,162.25 |
16,986.54 |
|
| R3 |
17,794.18 |
17,532.13 |
16,813.25 |
|
| R2 |
17,164.06 |
17,164.06 |
16,755.49 |
|
| R1 |
16,902.01 |
16,902.01 |
16,697.73 |
17,033.04 |
| PP |
16,533.94 |
16,533.94 |
16,533.94 |
16,599.45 |
| S1 |
16,271.89 |
16,271.89 |
16,582.21 |
16,402.92 |
| S2 |
15,903.82 |
15,903.82 |
16,524.45 |
|
| S3 |
15,273.70 |
15,641.77 |
16,466.69 |
|
| S4 |
14,643.58 |
15,011.65 |
16,293.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,865.56 |
16,165.86 |
699.70 |
4.1% |
257.75 |
1.5% |
100% |
True |
False |
|
| 10 |
16,865.56 |
16,165.86 |
699.70 |
4.1% |
226.53 |
1.3% |
100% |
True |
False |
|
| 20 |
16,865.56 |
15,503.01 |
1,362.55 |
8.1% |
263.72 |
1.6% |
100% |
True |
False |
|
| 40 |
17,405.48 |
15,450.56 |
1,954.92 |
11.6% |
297.73 |
1.8% |
72% |
False |
False |
|
| 60 |
17,866.47 |
15,450.56 |
2,415.91 |
14.3% |
278.50 |
1.7% |
59% |
False |
False |
|
| 80 |
17,964.12 |
15,450.56 |
2,513.56 |
14.9% |
248.98 |
1.5% |
56% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.0% |
230.34 |
1.4% |
56% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
15.0% |
233.76 |
1.4% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,225.09 |
|
2.618 |
17,703.03 |
|
1.618 |
17,383.14 |
|
1.000 |
17,185.45 |
|
0.618 |
17,063.25 |
|
HIGH |
16,865.56 |
|
0.618 |
16,743.36 |
|
0.500 |
16,705.62 |
|
0.382 |
16,667.87 |
|
LOW |
16,545.67 |
|
0.618 |
16,347.98 |
|
1.000 |
16,225.78 |
|
1.618 |
16,028.09 |
|
2.618 |
15,708.20 |
|
4.250 |
15,186.14 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,811.93 |
16,806.05 |
| PP |
16,758.77 |
16,747.01 |
| S1 |
16,705.62 |
16,687.98 |
|