| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
3,023.0 |
3,028.0 |
5.0 |
0.2% |
2,902.0 |
| High |
3,056.0 |
3,034.0 |
-22.0 |
-0.7% |
3,056.0 |
| Low |
3,010.0 |
2,995.0 |
-15.0 |
-0.5% |
2,877.0 |
| Close |
3,034.0 |
3,018.0 |
-16.0 |
-0.5% |
3,034.0 |
| Range |
46.0 |
39.0 |
-7.0 |
-15.2% |
179.0 |
| ATR |
77.3 |
74.6 |
-2.7 |
-3.5% |
0.0 |
| Volume |
1,286,042 |
1,753,037 |
466,995 |
36.3% |
7,115,973 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,132.7 |
3,114.3 |
3,039.5 |
|
| R3 |
3,093.7 |
3,075.3 |
3,028.7 |
|
| R2 |
3,054.7 |
3,054.7 |
3,025.2 |
|
| R1 |
3,036.3 |
3,036.3 |
3,021.6 |
3,026.0 |
| PP |
3,015.7 |
3,015.7 |
3,015.7 |
3,010.5 |
| S1 |
2,997.3 |
2,997.3 |
3,014.4 |
2,987.0 |
| S2 |
2,976.7 |
2,976.7 |
3,010.9 |
|
| S3 |
2,937.7 |
2,958.3 |
3,007.3 |
|
| S4 |
2,898.7 |
2,919.3 |
2,996.6 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,526.0 |
3,459.0 |
3,132.5 |
|
| R3 |
3,347.0 |
3,280.0 |
3,083.2 |
|
| R2 |
3,168.0 |
3,168.0 |
3,066.8 |
|
| R1 |
3,101.0 |
3,101.0 |
3,050.4 |
3,134.5 |
| PP |
2,989.0 |
2,989.0 |
2,989.0 |
3,005.8 |
| S1 |
2,922.0 |
2,922.0 |
3,017.6 |
2,955.5 |
| S2 |
2,810.0 |
2,810.0 |
3,001.2 |
|
| S3 |
2,631.0 |
2,743.0 |
2,984.8 |
|
| S4 |
2,452.0 |
2,564.0 |
2,935.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,056.0 |
2,919.0 |
137.0 |
4.5% |
51.6 |
1.7% |
72% |
False |
False |
1,477,283 |
| 10 |
3,056.0 |
2,799.0 |
257.0 |
8.5% |
58.8 |
1.9% |
85% |
False |
False |
1,480,610 |
| 20 |
3,056.0 |
2,670.0 |
386.0 |
12.8% |
69.6 |
2.3% |
90% |
False |
False |
1,579,118 |
| 40 |
3,120.0 |
2,670.0 |
450.0 |
14.9% |
80.0 |
2.7% |
77% |
False |
False |
1,619,679 |
| 60 |
3,387.0 |
2,670.0 |
717.0 |
23.8% |
76.7 |
2.5% |
49% |
False |
False |
1,412,477 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
28.3% |
74.3 |
2.5% |
41% |
False |
False |
1,067,779 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
28.3% |
68.7 |
2.3% |
41% |
False |
False |
856,130 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
28.3% |
68.4 |
2.3% |
41% |
False |
False |
714,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,199.8 |
|
2.618 |
3,136.1 |
|
1.618 |
3,097.1 |
|
1.000 |
3,073.0 |
|
0.618 |
3,058.1 |
|
HIGH |
3,034.0 |
|
0.618 |
3,019.1 |
|
0.500 |
3,014.5 |
|
0.382 |
3,009.9 |
|
LOW |
2,995.0 |
|
0.618 |
2,970.9 |
|
1.000 |
2,956.0 |
|
1.618 |
2,931.9 |
|
2.618 |
2,892.9 |
|
4.250 |
2,829.3 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,016.8 |
3,025.5 |
| PP |
3,015.7 |
3,023.0 |
| S1 |
3,014.5 |
3,020.5 |
|