| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,033.3 |
1,032.4 |
-0.9 |
-0.1% |
1,006.9 |
| High |
1,044.5 |
1,055.1 |
10.6 |
1.0% |
1,035.5 |
| Low |
1,026.1 |
1,028.6 |
2.5 |
0.2% |
993.2 |
| Close |
1,031.7 |
1,054.7 |
23.0 |
2.2% |
1,035.5 |
| Range |
18.4 |
26.5 |
8.1 |
44.0% |
42.3 |
| ATR |
22.5 |
22.7 |
0.3 |
1.3% |
0.0 |
| Volume |
89,990 |
96,707 |
6,717 |
7.5% |
449,780 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,125.8 |
1,116.8 |
1,069.3 |
|
| R3 |
1,099.3 |
1,090.3 |
1,062.0 |
|
| R2 |
1,072.8 |
1,072.8 |
1,059.5 |
|
| R1 |
1,063.8 |
1,063.8 |
1,057.3 |
1,068.3 |
| PP |
1,046.3 |
1,046.3 |
1,046.3 |
1,048.5 |
| S1 |
1,037.3 |
1,037.3 |
1,052.3 |
1,041.8 |
| S2 |
1,019.8 |
1,019.8 |
1,049.8 |
|
| S3 |
993.3 |
1,010.8 |
1,047.5 |
|
| S4 |
966.8 |
984.3 |
1,040.0 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,148.3 |
1,134.3 |
1,058.8 |
|
| R3 |
1,106.0 |
1,092.0 |
1,047.3 |
|
| R2 |
1,063.8 |
1,063.8 |
1,043.3 |
|
| R1 |
1,049.5 |
1,049.5 |
1,039.5 |
1,056.8 |
| PP |
1,021.5 |
1,021.5 |
1,021.5 |
1,025.0 |
| S1 |
1,007.3 |
1,007.3 |
1,031.5 |
1,014.3 |
| S2 |
979.0 |
979.0 |
1,027.8 |
|
| S3 |
936.8 |
965.0 |
1,023.8 |
|
| S4 |
894.5 |
922.8 |
1,012.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,055.1 |
993.2 |
61.9 |
5.9% |
17.8 |
1.7% |
99% |
True |
False |
93,728 |
| 10 |
1,055.1 |
986.3 |
68.8 |
6.5% |
18.0 |
1.7% |
99% |
True |
False |
93,574 |
| 20 |
1,055.1 |
936.2 |
118.9 |
11.3% |
22.3 |
2.1% |
100% |
True |
False |
120,307 |
| 40 |
1,136.6 |
936.2 |
200.4 |
19.0% |
27.3 |
2.6% |
59% |
False |
False |
136,075 |
| 60 |
1,194.0 |
936.2 |
257.8 |
24.4% |
24.8 |
2.3% |
46% |
False |
False |
118,433 |
| 80 |
1,202.4 |
936.2 |
266.2 |
25.2% |
21.3 |
2.0% |
45% |
False |
False |
89,105 |
| 100 |
1,202.4 |
936.2 |
266.2 |
25.2% |
19.3 |
1.8% |
45% |
False |
False |
71,304 |
| 120 |
1,202.4 |
936.2 |
266.2 |
25.2% |
17.3 |
1.6% |
45% |
False |
False |
59,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,167.8 |
|
2.618 |
1,124.5 |
|
1.618 |
1,098.0 |
|
1.000 |
1,081.5 |
|
0.618 |
1,071.5 |
|
HIGH |
1,055.0 |
|
0.618 |
1,045.0 |
|
0.500 |
1,041.8 |
|
0.382 |
1,038.8 |
|
LOW |
1,028.5 |
|
0.618 |
1,012.3 |
|
1.000 |
1,002.0 |
|
1.618 |
985.8 |
|
2.618 |
959.3 |
|
4.250 |
916.0 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,050.5 |
1,050.0 |
| PP |
1,046.3 |
1,045.3 |
| S1 |
1,041.8 |
1,040.5 |
|