| 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 |
2,921.0 |
3,025.0 |
104.0 |
3.6% |
2,883.0 |
| High |
3,016.0 |
3,031.0 |
15.0 |
0.5% |
2,951.0 |
| Low |
2,919.0 |
2,992.0 |
73.0 |
2.5% |
2,799.0 |
| Close |
2,994.0 |
3,020.0 |
26.0 |
0.9% |
2,930.0 |
| Range |
97.0 |
39.0 |
-58.0 |
-59.8% |
152.0 |
| ATR |
86.1 |
82.7 |
-3.4 |
-3.9% |
0.0 |
| Volume |
1,584,244 |
1,233,685 |
-350,559 |
-22.1% |
7,051,335 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,131.3 |
3,114.7 |
3,041.5 |
|
| R3 |
3,092.3 |
3,075.7 |
3,030.7 |
|
| R2 |
3,053.3 |
3,053.3 |
3,027.2 |
|
| R1 |
3,036.7 |
3,036.7 |
3,023.6 |
3,025.5 |
| PP |
3,014.3 |
3,014.3 |
3,014.3 |
3,008.8 |
| S1 |
2,997.7 |
2,997.7 |
3,016.4 |
2,986.5 |
| S2 |
2,975.3 |
2,975.3 |
3,012.9 |
|
| S3 |
2,936.3 |
2,958.7 |
3,009.3 |
|
| S4 |
2,897.3 |
2,919.7 |
2,998.6 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,349.3 |
3,291.7 |
3,013.6 |
|
| R3 |
3,197.3 |
3,139.7 |
2,971.8 |
|
| R2 |
3,045.3 |
3,045.3 |
2,957.9 |
|
| R1 |
2,987.7 |
2,987.7 |
2,943.9 |
3,016.5 |
| PP |
2,893.3 |
2,893.3 |
2,893.3 |
2,907.8 |
| S1 |
2,835.7 |
2,835.7 |
2,916.1 |
2,864.5 |
| S2 |
2,741.3 |
2,741.3 |
2,902.1 |
|
| S3 |
2,589.3 |
2,683.7 |
2,888.2 |
|
| S4 |
2,437.3 |
2,531.7 |
2,846.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,031.0 |
2,837.0 |
194.0 |
6.4% |
63.6 |
2.1% |
94% |
True |
False |
1,415,612 |
| 10 |
3,031.0 |
2,799.0 |
232.0 |
7.7% |
63.7 |
2.1% |
95% |
True |
False |
1,378,562 |
| 20 |
3,031.0 |
2,670.0 |
361.0 |
12.0% |
75.6 |
2.5% |
97% |
True |
False |
1,611,106 |
| 40 |
3,195.0 |
2,670.0 |
525.0 |
17.4% |
82.3 |
2.7% |
67% |
False |
False |
1,622,695 |
| 60 |
3,525.0 |
2,670.0 |
855.0 |
28.3% |
81.0 |
2.7% |
41% |
False |
False |
1,340,121 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
28.3% |
74.6 |
2.5% |
41% |
False |
False |
1,011,244 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
28.3% |
68.9 |
2.3% |
41% |
False |
False |
810,478 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
28.3% |
68.2 |
2.3% |
41% |
False |
False |
676,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,196.8 |
|
2.618 |
3,133.1 |
|
1.618 |
3,094.1 |
|
1.000 |
3,070.0 |
|
0.618 |
3,055.1 |
|
HIGH |
3,031.0 |
|
0.618 |
3,016.1 |
|
0.500 |
3,011.5 |
|
0.382 |
3,006.9 |
|
LOW |
2,992.0 |
|
0.618 |
2,967.9 |
|
1.000 |
2,953.0 |
|
1.618 |
2,928.9 |
|
2.618 |
2,889.9 |
|
4.250 |
2,826.3 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,017.2 |
2,998.0 |
| PP |
3,014.3 |
2,976.0 |
| S1 |
3,011.5 |
2,954.0 |
|