| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,991.00 |
1,994.50 |
3.50 |
0.2% |
1,943.00 |
| High |
2,007.50 |
2,004.50 |
-3.00 |
-0.1% |
2,007.50 |
| Low |
1,984.00 |
1,984.50 |
0.50 |
0.0% |
1,920.75 |
| Close |
1,995.00 |
1,999.00 |
4.00 |
0.2% |
1,995.00 |
| Range |
23.50 |
20.00 |
-3.50 |
-14.9% |
86.75 |
| ATR |
34.36 |
33.34 |
-1.03 |
-3.0% |
0.00 |
| Volume |
2,247,812 |
1,633,347 |
-614,465 |
-27.3% |
9,486,826 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,056.00 |
2,047.50 |
2,010.00 |
|
| R3 |
2,036.00 |
2,027.50 |
2,004.50 |
|
| R2 |
2,016.00 |
2,016.00 |
2,002.75 |
|
| R1 |
2,007.50 |
2,007.50 |
2,000.75 |
2,011.75 |
| PP |
1,996.00 |
1,996.00 |
1,996.00 |
1,998.00 |
| S1 |
1,987.50 |
1,987.50 |
1,997.25 |
1,991.75 |
| S2 |
1,976.00 |
1,976.00 |
1,995.25 |
|
| S3 |
1,956.00 |
1,967.50 |
1,993.50 |
|
| S4 |
1,936.00 |
1,947.50 |
1,988.00 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.75 |
2,201.50 |
2,042.75 |
|
| R3 |
2,148.00 |
2,114.75 |
2,018.75 |
|
| R2 |
2,061.25 |
2,061.25 |
2,011.00 |
|
| R1 |
2,028.00 |
2,028.00 |
2,003.00 |
2,044.50 |
| PP |
1,974.50 |
1,974.50 |
1,974.50 |
1,982.75 |
| S1 |
1,941.25 |
1,941.25 |
1,987.00 |
1,958.00 |
| S2 |
1,887.75 |
1,887.75 |
1,979.00 |
|
| S3 |
1,801.00 |
1,854.50 |
1,971.25 |
|
| S4 |
1,714.25 |
1,767.75 |
1,947.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,007.50 |
1,920.75 |
86.75 |
4.3% |
27.50 |
1.4% |
90% |
False |
False |
1,858,752 |
| 10 |
2,007.50 |
1,886.75 |
120.75 |
6.0% |
27.00 |
1.3% |
93% |
False |
False |
1,875,735 |
| 20 |
2,007.50 |
1,802.50 |
205.00 |
10.3% |
32.50 |
1.6% |
96% |
False |
False |
2,017,596 |
| 40 |
2,007.50 |
1,802.50 |
205.00 |
10.3% |
40.75 |
2.0% |
96% |
False |
False |
2,259,602 |
| 60 |
2,075.00 |
1,802.50 |
272.50 |
13.6% |
38.75 |
1.9% |
72% |
False |
False |
2,018,611 |
| 80 |
2,097.75 |
1,802.50 |
295.25 |
14.8% |
35.75 |
1.8% |
67% |
False |
False |
1,519,854 |
| 100 |
2,102.75 |
1,802.50 |
300.25 |
15.0% |
33.25 |
1.7% |
65% |
False |
False |
1,216,831 |
| 120 |
2,102.75 |
1,802.50 |
300.25 |
15.0% |
33.50 |
1.7% |
65% |
False |
False |
1,014,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,089.50 |
|
2.618 |
2,056.75 |
|
1.618 |
2,036.75 |
|
1.000 |
2,024.50 |
|
0.618 |
2,016.75 |
|
HIGH |
2,004.50 |
|
0.618 |
1,996.75 |
|
0.500 |
1,994.50 |
|
0.382 |
1,992.25 |
|
LOW |
1,984.50 |
|
0.618 |
1,972.25 |
|
1.000 |
1,964.50 |
|
1.618 |
1,952.25 |
|
2.618 |
1,932.25 |
|
4.250 |
1,899.50 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,997.50 |
1,996.50 |
| PP |
1,996.00 |
1,993.75 |
| S1 |
1,994.50 |
1,991.00 |
|