| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,063.4 |
1,073.4 |
10.0 |
0.9% |
1,033.3 |
| High |
1,075.8 |
1,087.5 |
11.7 |
1.1% |
1,087.5 |
| Low |
1,063.3 |
1,070.8 |
7.5 |
0.7% |
1,026.1 |
| Close |
1,074.3 |
1,080.4 |
6.1 |
0.6% |
1,080.4 |
| Range |
12.5 |
16.7 |
4.2 |
33.6% |
61.4 |
| ATR |
21.5 |
21.2 |
-0.3 |
-1.6% |
0.0 |
| Volume |
85,354 |
105,575 |
20,221 |
23.7% |
466,413 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,129.8 |
1,121.8 |
1,089.5 |
|
| R3 |
1,113.0 |
1,105.0 |
1,085.0 |
|
| R2 |
1,096.3 |
1,096.3 |
1,083.5 |
|
| R1 |
1,088.3 |
1,088.3 |
1,082.0 |
1,092.3 |
| PP |
1,079.5 |
1,079.5 |
1,079.5 |
1,081.5 |
| S1 |
1,071.8 |
1,071.8 |
1,078.8 |
1,075.5 |
| S2 |
1,062.8 |
1,062.8 |
1,077.3 |
|
| S3 |
1,046.3 |
1,055.0 |
1,075.8 |
|
| S4 |
1,029.5 |
1,038.3 |
1,071.3 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,248.8 |
1,226.0 |
1,114.3 |
|
| R3 |
1,187.5 |
1,164.8 |
1,097.3 |
|
| R2 |
1,126.0 |
1,126.0 |
1,091.8 |
|
| R1 |
1,103.3 |
1,103.3 |
1,086.0 |
1,114.8 |
| PP |
1,064.8 |
1,064.8 |
1,064.8 |
1,070.5 |
| S1 |
1,041.8 |
1,041.8 |
1,074.8 |
1,053.3 |
| S2 |
1,003.3 |
1,003.3 |
1,069.3 |
|
| S3 |
941.8 |
980.5 |
1,063.5 |
|
| S4 |
880.5 |
919.0 |
1,046.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,087.5 |
1,026.1 |
61.4 |
5.7% |
18.0 |
1.7% |
88% |
True |
False |
93,282 |
| 10 |
1,087.5 |
993.2 |
94.3 |
8.7% |
16.3 |
1.5% |
92% |
True |
False |
91,619 |
| 20 |
1,087.5 |
936.2 |
151.3 |
14.0% |
20.3 |
1.9% |
95% |
True |
False |
113,057 |
| 40 |
1,092.8 |
936.2 |
156.6 |
14.5% |
26.3 |
2.4% |
92% |
False |
False |
133,313 |
| 60 |
1,160.7 |
936.2 |
224.5 |
20.8% |
24.3 |
2.2% |
64% |
False |
False |
123,007 |
| 80 |
1,202.4 |
936.2 |
266.2 |
24.6% |
21.5 |
2.0% |
54% |
False |
False |
92,581 |
| 100 |
1,202.4 |
936.2 |
266.2 |
24.6% |
19.5 |
1.8% |
54% |
False |
False |
74,101 |
| 120 |
1,202.4 |
936.2 |
266.2 |
24.6% |
17.8 |
1.6% |
54% |
False |
False |
61,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,158.5 |
|
2.618 |
1,131.3 |
|
1.618 |
1,114.5 |
|
1.000 |
1,104.3 |
|
0.618 |
1,097.8 |
|
HIGH |
1,087.5 |
|
0.618 |
1,081.0 |
|
0.500 |
1,079.3 |
|
0.382 |
1,077.3 |
|
LOW |
1,070.8 |
|
0.618 |
1,060.5 |
|
1.000 |
1,054.0 |
|
1.618 |
1,043.8 |
|
2.618 |
1,027.0 |
|
4.250 |
999.8 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,080.0 |
1,076.5 |
| PP |
1,079.5 |
1,072.5 |
| S1 |
1,079.3 |
1,068.8 |
|