| 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 |
1,999.00 |
1,981.75 |
-17.25 |
-0.9% |
1,943.00 |
| High |
2,000.25 |
1,994.00 |
-6.25 |
-0.3% |
2,007.50 |
| Low |
1,976.00 |
1,978.00 |
2.00 |
0.1% |
1,920.75 |
| Close |
1,981.00 |
1,989.00 |
8.00 |
0.4% |
1,995.00 |
| Range |
24.25 |
16.00 |
-8.25 |
-34.0% |
86.75 |
| ATR |
32.69 |
31.49 |
-1.19 |
-3.6% |
0.00 |
| Volume |
1,931,272 |
1,744,984 |
-186,288 |
-9.6% |
9,486,826 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,035.00 |
2,028.00 |
1,997.75 |
|
| R3 |
2,019.00 |
2,012.00 |
1,993.50 |
|
| R2 |
2,003.00 |
2,003.00 |
1,992.00 |
|
| R1 |
1,996.00 |
1,996.00 |
1,990.50 |
1,999.50 |
| PP |
1,987.00 |
1,987.00 |
1,987.00 |
1,988.75 |
| S1 |
1,980.00 |
1,980.00 |
1,987.50 |
1,983.50 |
| S2 |
1,971.00 |
1,971.00 |
1,986.00 |
|
| S3 |
1,955.00 |
1,964.00 |
1,984.50 |
|
| S4 |
1,939.00 |
1,948.00 |
1,980.25 |
|
|
| 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 |
1,974.75 |
32.75 |
1.6% |
20.25 |
1.0% |
44% |
False |
False |
1,822,561 |
| 10 |
2,007.50 |
1,920.25 |
87.25 |
4.4% |
24.00 |
1.2% |
79% |
False |
False |
1,851,736 |
| 20 |
2,007.50 |
1,802.50 |
205.00 |
10.3% |
29.50 |
1.5% |
91% |
False |
False |
1,928,073 |
| 40 |
2,007.50 |
1,802.50 |
205.00 |
10.3% |
39.50 |
2.0% |
91% |
False |
False |
2,221,890 |
| 60 |
2,075.00 |
1,802.50 |
272.50 |
13.7% |
38.25 |
1.9% |
68% |
False |
False |
2,060,469 |
| 80 |
2,097.75 |
1,802.50 |
295.25 |
14.8% |
36.00 |
1.8% |
63% |
False |
False |
1,565,743 |
| 100 |
2,102.75 |
1,802.50 |
300.25 |
15.1% |
33.25 |
1.7% |
62% |
False |
False |
1,253,408 |
| 120 |
2,102.75 |
1,802.50 |
300.25 |
15.1% |
33.50 |
1.7% |
62% |
False |
False |
1,045,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,062.00 |
|
2.618 |
2,036.00 |
|
1.618 |
2,020.00 |
|
1.000 |
2,010.00 |
|
0.618 |
2,004.00 |
|
HIGH |
1,994.00 |
|
0.618 |
1,988.00 |
|
0.500 |
1,986.00 |
|
0.382 |
1,984.00 |
|
LOW |
1,978.00 |
|
0.618 |
1,968.00 |
|
1.000 |
1,962.00 |
|
1.618 |
1,952.00 |
|
2.618 |
1,936.00 |
|
4.250 |
1,910.00 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,988.00 |
1,990.25 |
| PP |
1,987.00 |
1,989.75 |
| S1 |
1,986.00 |
1,989.50 |
|