| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
16,851.17 |
16,896.17 |
45.00 |
0.3% |
16,417.13 |
| High |
16,900.17 |
16,944.31 |
44.14 |
0.3% |
16,795.98 |
| Low |
16,766.32 |
16,820.73 |
54.41 |
0.3% |
16,165.86 |
| Close |
16,899.32 |
16,943.90 |
44.58 |
0.3% |
16,639.97 |
| Range |
133.85 |
123.58 |
-10.27 |
-7.7% |
630.12 |
| ATR |
263.09 |
253.13 |
-9.97 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,273.72 |
17,232.39 |
17,011.87 |
|
| R3 |
17,150.14 |
17,108.81 |
16,977.88 |
|
| R2 |
17,026.56 |
17,026.56 |
16,966.56 |
|
| R1 |
16,985.23 |
16,985.23 |
16,955.23 |
17,005.90 |
| PP |
16,902.98 |
16,902.98 |
16,902.98 |
16,913.31 |
| S1 |
16,861.65 |
16,861.65 |
16,932.57 |
16,882.32 |
| S2 |
16,779.40 |
16,779.40 |
16,921.24 |
|
| S3 |
16,655.82 |
16,738.07 |
16,909.92 |
|
| S4 |
16,532.24 |
16,614.49 |
16,875.93 |
|
|
| 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 |
16,944.31 |
16,510.40 |
433.91 |
2.6% |
193.02 |
1.1% |
100% |
True |
False |
|
| 10 |
16,944.31 |
16,165.86 |
778.45 |
4.6% |
213.31 |
1.3% |
100% |
True |
False |
|
| 20 |
16,944.31 |
15,503.01 |
1,441.30 |
8.5% |
239.94 |
1.4% |
100% |
True |
False |
|
| 40 |
17,154.83 |
15,450.56 |
1,704.27 |
10.1% |
289.04 |
1.7% |
88% |
False |
False |
|
| 60 |
17,845.49 |
15,450.56 |
2,394.93 |
14.1% |
270.48 |
1.6% |
62% |
False |
False |
|
| 80 |
17,914.34 |
15,450.56 |
2,463.78 |
14.5% |
248.63 |
1.5% |
61% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.9% |
228.71 |
1.3% |
59% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.9% |
230.28 |
1.4% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,469.53 |
|
2.618 |
17,267.84 |
|
1.618 |
17,144.26 |
|
1.000 |
17,067.89 |
|
0.618 |
17,020.68 |
|
HIGH |
16,944.31 |
|
0.618 |
16,897.10 |
|
0.500 |
16,882.52 |
|
0.382 |
16,867.94 |
|
LOW |
16,820.73 |
|
0.618 |
16,744.36 |
|
1.000 |
16,697.15 |
|
1.618 |
16,620.78 |
|
2.618 |
16,497.20 |
|
4.250 |
16,295.52 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,923.44 |
16,877.60 |
| PP |
16,902.98 |
16,811.29 |
| S1 |
16,882.52 |
16,744.99 |
|