| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
3,028.0 |
3,001.0 |
-27.0 |
-0.9% |
2,902.0 |
| High |
3,034.0 |
3,026.0 |
-8.0 |
-0.3% |
3,056.0 |
| Low |
2,995.0 |
2,966.0 |
-29.0 |
-1.0% |
2,877.0 |
| Close |
3,018.0 |
3,002.0 |
-16.0 |
-0.5% |
3,034.0 |
| Range |
39.0 |
60.0 |
21.0 |
53.8% |
179.0 |
| ATR |
74.6 |
73.6 |
-1.0 |
-1.4% |
0.0 |
| Volume |
1,753,037 |
1,615,017 |
-138,020 |
-7.9% |
7,115,973 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,178.0 |
3,150.0 |
3,035.0 |
|
| R3 |
3,118.0 |
3,090.0 |
3,018.5 |
|
| R2 |
3,058.0 |
3,058.0 |
3,013.0 |
|
| R1 |
3,030.0 |
3,030.0 |
3,007.5 |
3,044.0 |
| PP |
2,998.0 |
2,998.0 |
2,998.0 |
3,005.0 |
| S1 |
2,970.0 |
2,970.0 |
2,996.5 |
2,984.0 |
| S2 |
2,938.0 |
2,938.0 |
2,991.0 |
|
| S3 |
2,878.0 |
2,910.0 |
2,985.5 |
|
| S4 |
2,818.0 |
2,850.0 |
2,969.0 |
|
|
| 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 |
2,966.0 |
90.0 |
3.0% |
44.2 |
1.5% |
40% |
False |
True |
1,483,438 |
| 10 |
3,056.0 |
2,799.0 |
257.0 |
8.6% |
59.1 |
2.0% |
79% |
False |
False |
1,469,670 |
| 20 |
3,056.0 |
2,670.0 |
386.0 |
12.9% |
66.1 |
2.2% |
86% |
False |
False |
1,532,711 |
| 40 |
3,120.0 |
2,670.0 |
450.0 |
15.0% |
78.7 |
2.6% |
74% |
False |
False |
1,620,050 |
| 60 |
3,350.0 |
2,670.0 |
680.0 |
22.7% |
76.8 |
2.6% |
49% |
False |
False |
1,433,815 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
28.5% |
74.2 |
2.5% |
39% |
False |
False |
1,087,967 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
28.5% |
69.0 |
2.3% |
39% |
False |
False |
872,276 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
28.5% |
68.8 |
2.3% |
39% |
False |
False |
727,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,281.0 |
|
2.618 |
3,183.1 |
|
1.618 |
3,123.1 |
|
1.000 |
3,086.0 |
|
0.618 |
3,063.1 |
|
HIGH |
3,026.0 |
|
0.618 |
3,003.1 |
|
0.500 |
2,996.0 |
|
0.382 |
2,988.9 |
|
LOW |
2,966.0 |
|
0.618 |
2,928.9 |
|
1.000 |
2,906.0 |
|
1.618 |
2,868.9 |
|
2.618 |
2,808.9 |
|
4.250 |
2,711.0 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,000.0 |
3,011.0 |
| PP |
2,998.0 |
3,008.0 |
| S1 |
2,996.0 |
3,005.0 |
|