| 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 |
1,054.1 |
1,063.4 |
9.3 |
0.9% |
1,006.9 |
| High |
1,065.2 |
1,075.8 |
10.6 |
1.0% |
1,035.5 |
| Low |
1,049.9 |
1,063.3 |
13.4 |
1.3% |
993.2 |
| Close |
1,064.4 |
1,074.3 |
9.9 |
0.9% |
1,035.5 |
| Range |
15.3 |
12.5 |
-2.8 |
-18.3% |
42.3 |
| ATR |
22.2 |
21.5 |
-0.7 |
-3.1% |
0.0 |
| Volume |
88,787 |
85,354 |
-3,433 |
-3.9% |
449,780 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,108.8 |
1,104.0 |
1,081.3 |
|
| R3 |
1,096.3 |
1,091.5 |
1,077.8 |
|
| R2 |
1,083.8 |
1,083.8 |
1,076.5 |
|
| R1 |
1,079.0 |
1,079.0 |
1,075.5 |
1,081.3 |
| PP |
1,071.3 |
1,071.3 |
1,071.3 |
1,072.3 |
| S1 |
1,066.5 |
1,066.5 |
1,073.3 |
1,068.8 |
| S2 |
1,058.8 |
1,058.8 |
1,072.0 |
|
| S3 |
1,046.3 |
1,054.0 |
1,070.8 |
|
| S4 |
1,033.8 |
1,041.5 |
1,067.5 |
|
|
| 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 |
1,075.8 |
1,026.1 |
49.7 |
4.6% |
14.5 |
1.4% |
97% |
True |
False |
88,922 |
| 10 |
1,075.8 |
993.2 |
82.6 |
7.7% |
16.3 |
1.5% |
98% |
True |
False |
89,462 |
| 20 |
1,075.8 |
936.2 |
139.6 |
13.0% |
20.8 |
1.9% |
99% |
True |
False |
115,014 |
| 40 |
1,109.1 |
936.2 |
172.9 |
16.1% |
26.5 |
2.5% |
80% |
False |
False |
134,022 |
| 60 |
1,182.0 |
936.2 |
245.8 |
22.9% |
24.5 |
2.3% |
56% |
False |
False |
121,302 |
| 80 |
1,202.4 |
936.2 |
266.2 |
24.8% |
21.3 |
2.0% |
52% |
False |
False |
91,263 |
| 100 |
1,202.4 |
936.2 |
266.2 |
24.8% |
19.3 |
1.8% |
52% |
False |
False |
73,046 |
| 120 |
1,202.4 |
936.2 |
266.2 |
24.8% |
17.5 |
1.6% |
52% |
False |
False |
60,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,129.0 |
|
2.618 |
1,108.5 |
|
1.618 |
1,096.0 |
|
1.000 |
1,088.3 |
|
0.618 |
1,083.5 |
|
HIGH |
1,075.8 |
|
0.618 |
1,071.0 |
|
0.500 |
1,069.5 |
|
0.382 |
1,068.0 |
|
LOW |
1,063.3 |
|
0.618 |
1,055.5 |
|
1.000 |
1,050.8 |
|
1.618 |
1,043.0 |
|
2.618 |
1,030.5 |
|
4.250 |
1,010.3 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,072.8 |
1,067.0 |
| PP |
1,071.3 |
1,059.5 |
| S1 |
1,069.5 |
1,052.3 |
|