| 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 |
3,025.0 |
3,032.0 |
7.0 |
0.2% |
2,883.0 |
| High |
3,031.0 |
3,032.0 |
1.0 |
0.0% |
2,951.0 |
| Low |
2,992.0 |
2,995.0 |
3.0 |
0.1% |
2,799.0 |
| Close |
3,020.0 |
3,006.0 |
-14.0 |
-0.5% |
2,930.0 |
| Range |
39.0 |
37.0 |
-2.0 |
-5.1% |
152.0 |
| ATR |
82.7 |
79.5 |
-3.3 |
-3.9% |
0.0 |
| Volume |
1,233,685 |
1,529,409 |
295,724 |
24.0% |
7,051,335 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,122.0 |
3,101.0 |
3,026.4 |
|
| R3 |
3,085.0 |
3,064.0 |
3,016.2 |
|
| R2 |
3,048.0 |
3,048.0 |
3,012.8 |
|
| R1 |
3,027.0 |
3,027.0 |
3,009.4 |
3,019.0 |
| PP |
3,011.0 |
3,011.0 |
3,011.0 |
3,007.0 |
| S1 |
2,990.0 |
2,990.0 |
3,002.6 |
2,982.0 |
| S2 |
2,974.0 |
2,974.0 |
2,999.2 |
|
| S3 |
2,937.0 |
2,953.0 |
2,995.8 |
|
| S4 |
2,900.0 |
2,916.0 |
2,985.7 |
|
|
| 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 |
3,032.0 |
2,877.0 |
155.0 |
5.2% |
58.8 |
2.0% |
83% |
True |
False |
1,428,371 |
| 10 |
3,032.0 |
2,799.0 |
233.0 |
7.8% |
61.9 |
2.1% |
89% |
True |
False |
1,382,048 |
| 20 |
3,032.0 |
2,670.0 |
362.0 |
12.0% |
73.1 |
2.4% |
93% |
True |
False |
1,606,566 |
| 40 |
3,165.0 |
2,670.0 |
495.0 |
16.5% |
81.6 |
2.7% |
68% |
False |
False |
1,629,857 |
| 60 |
3,525.0 |
2,670.0 |
855.0 |
28.4% |
80.6 |
2.7% |
39% |
False |
False |
1,363,674 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
28.4% |
74.6 |
2.5% |
39% |
False |
False |
1,030,361 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
28.4% |
68.7 |
2.3% |
39% |
False |
False |
825,772 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
28.4% |
68.1 |
2.3% |
39% |
False |
False |
689,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,189.3 |
|
2.618 |
3,128.9 |
|
1.618 |
3,091.9 |
|
1.000 |
3,069.0 |
|
0.618 |
3,054.9 |
|
HIGH |
3,032.0 |
|
0.618 |
3,017.9 |
|
0.500 |
3,013.5 |
|
0.382 |
3,009.1 |
|
LOW |
2,995.0 |
|
0.618 |
2,972.1 |
|
1.000 |
2,958.0 |
|
1.618 |
2,935.1 |
|
2.618 |
2,898.1 |
|
4.250 |
2,837.8 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,013.5 |
2,995.8 |
| PP |
3,011.0 |
2,985.7 |
| S1 |
3,008.5 |
2,975.5 |
|