| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
3,001.0 |
3,009.0 |
8.0 |
0.3% |
2,902.0 |
| High |
3,026.0 |
3,048.0 |
22.0 |
0.7% |
3,056.0 |
| Low |
2,966.0 |
3,000.0 |
34.0 |
1.1% |
2,877.0 |
| Close |
3,002.0 |
3,018.0 |
16.0 |
0.5% |
3,034.0 |
| Range |
60.0 |
48.0 |
-12.0 |
-20.0% |
179.0 |
| ATR |
73.6 |
71.7 |
-1.8 |
-2.5% |
0.0 |
| Volume |
1,615,017 |
3,347,578 |
1,732,561 |
107.3% |
7,115,973 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.0 |
3,140.0 |
3,044.4 |
|
| R3 |
3,118.0 |
3,092.0 |
3,031.2 |
|
| R2 |
3,070.0 |
3,070.0 |
3,026.8 |
|
| R1 |
3,044.0 |
3,044.0 |
3,022.4 |
3,057.0 |
| PP |
3,022.0 |
3,022.0 |
3,022.0 |
3,028.5 |
| S1 |
2,996.0 |
2,996.0 |
3,013.6 |
3,009.0 |
| S2 |
2,974.0 |
2,974.0 |
3,009.2 |
|
| S3 |
2,926.0 |
2,948.0 |
3,004.8 |
|
| S4 |
2,878.0 |
2,900.0 |
2,991.6 |
|
|
| 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 |
2,966.0 |
90.0 |
3.0% |
46.0 |
1.5% |
58% |
False |
False |
1,906,216 |
| 10 |
3,056.0 |
2,837.0 |
219.0 |
7.3% |
54.8 |
1.8% |
83% |
False |
False |
1,660,914 |
| 20 |
3,056.0 |
2,670.0 |
386.0 |
12.8% |
63.5 |
2.1% |
90% |
False |
False |
1,598,482 |
| 40 |
3,120.0 |
2,670.0 |
450.0 |
14.9% |
77.7 |
2.6% |
77% |
False |
False |
1,670,062 |
| 60 |
3,338.0 |
2,670.0 |
668.0 |
22.1% |
76.4 |
2.5% |
52% |
False |
False |
1,484,025 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
28.3% |
74.3 |
2.5% |
41% |
False |
False |
1,129,810 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
28.3% |
69.1 |
2.3% |
41% |
False |
False |
905,752 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
28.3% |
68.7 |
2.3% |
41% |
False |
False |
755,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,252.0 |
|
2.618 |
3,173.7 |
|
1.618 |
3,125.7 |
|
1.000 |
3,096.0 |
|
0.618 |
3,077.7 |
|
HIGH |
3,048.0 |
|
0.618 |
3,029.7 |
|
0.500 |
3,024.0 |
|
0.382 |
3,018.3 |
|
LOW |
3,000.0 |
|
0.618 |
2,970.3 |
|
1.000 |
2,952.0 |
|
1.618 |
2,922.3 |
|
2.618 |
2,874.3 |
|
4.250 |
2,796.0 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,024.0 |
3,014.3 |
| PP |
3,022.0 |
3,010.7 |
| S1 |
3,020.0 |
3,007.0 |
|