| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
16,545.67 |
16,851.17 |
305.50 |
1.8% |
16,417.13 |
| High |
16,865.56 |
16,900.17 |
34.61 |
0.2% |
16,795.98 |
| Low |
16,545.67 |
16,766.32 |
220.65 |
1.3% |
16,165.86 |
| Close |
16,865.08 |
16,899.32 |
34.24 |
0.2% |
16,639.97 |
| Range |
319.89 |
133.85 |
-186.04 |
-58.2% |
630.12 |
| ATR |
273.04 |
263.09 |
-9.94 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,256.82 |
17,211.92 |
16,972.94 |
|
| R3 |
17,122.97 |
17,078.07 |
16,936.13 |
|
| R2 |
16,989.12 |
16,989.12 |
16,923.86 |
|
| R1 |
16,944.22 |
16,944.22 |
16,911.59 |
16,966.67 |
| PP |
16,855.27 |
16,855.27 |
16,855.27 |
16,866.50 |
| S1 |
16,810.37 |
16,810.37 |
16,887.05 |
16,832.82 |
| S2 |
16,721.42 |
16,721.42 |
16,874.78 |
|
| S3 |
16,587.57 |
16,676.52 |
16,862.51 |
|
| S4 |
16,453.72 |
16,542.67 |
16,825.70 |
|
|
| 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 |
16,900.17 |
16,458.42 |
441.75 |
2.6% |
216.22 |
1.3% |
100% |
True |
False |
|
| 10 |
16,900.17 |
16,165.86 |
734.31 |
4.3% |
213.10 |
1.3% |
100% |
True |
False |
|
| 20 |
16,900.17 |
15,503.01 |
1,397.16 |
8.3% |
254.83 |
1.5% |
100% |
True |
False |
|
| 40 |
17,195.84 |
15,450.56 |
1,745.28 |
10.3% |
289.88 |
1.7% |
83% |
False |
False |
|
| 60 |
17,866.47 |
15,450.56 |
2,415.91 |
14.3% |
274.82 |
1.6% |
60% |
False |
False |
|
| 80 |
17,929.51 |
15,450.56 |
2,478.95 |
14.7% |
248.96 |
1.5% |
58% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
15.0% |
229.69 |
1.4% |
57% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
15.0% |
231.17 |
1.4% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,469.03 |
|
2.618 |
17,250.59 |
|
1.618 |
17,116.74 |
|
1.000 |
17,034.02 |
|
0.618 |
16,982.89 |
|
HIGH |
16,900.17 |
|
0.618 |
16,849.04 |
|
0.500 |
16,833.25 |
|
0.382 |
16,817.45 |
|
LOW |
16,766.32 |
|
0.618 |
16,683.60 |
|
1.000 |
16,632.47 |
|
1.618 |
16,549.75 |
|
2.618 |
16,415.90 |
|
4.250 |
16,197.46 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,877.30 |
16,834.64 |
| PP |
16,855.27 |
16,769.96 |
| S1 |
16,833.25 |
16,705.29 |
|