| 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 |
9,806.0 |
9,780.0 |
-26.0 |
-0.3% |
9,434.5 |
| High |
9,818.0 |
9,900.0 |
82.0 |
0.8% |
9,900.0 |
| Low |
9,706.0 |
9,738.0 |
32.0 |
0.3% |
9,326.0 |
| Close |
9,734.0 |
9,818.5 |
84.5 |
0.9% |
9,818.5 |
| Range |
112.0 |
162.0 |
50.0 |
44.6% |
574.0 |
| ATR |
247.9 |
242.1 |
-5.9 |
-2.4% |
0.0 |
| Volume |
103,174 |
85,647 |
-17,527 |
-17.0% |
494,225 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,304.8 |
10,223.7 |
9,907.6 |
|
| R3 |
10,142.8 |
10,061.7 |
9,863.1 |
|
| R2 |
9,980.8 |
9,980.8 |
9,848.2 |
|
| R1 |
9,899.7 |
9,899.7 |
9,833.4 |
9,940.3 |
| PP |
9,818.8 |
9,818.8 |
9,818.8 |
9,839.1 |
| S1 |
9,737.7 |
9,737.7 |
9,803.7 |
9,778.3 |
| S2 |
9,656.8 |
9,656.8 |
9,788.8 |
|
| S3 |
9,494.8 |
9,575.7 |
9,774.0 |
|
| S4 |
9,332.8 |
9,413.7 |
9,729.4 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,403.5 |
11,185.0 |
10,134.2 |
|
| R3 |
10,829.5 |
10,611.0 |
9,976.4 |
|
| R2 |
10,255.5 |
10,255.5 |
9,923.7 |
|
| R1 |
10,037.0 |
10,037.0 |
9,871.1 |
10,146.3 |
| PP |
9,681.5 |
9,681.5 |
9,681.5 |
9,736.1 |
| S1 |
9,463.0 |
9,463.0 |
9,765.9 |
9,572.3 |
| S2 |
9,107.5 |
9,107.5 |
9,713.3 |
|
| S3 |
8,533.5 |
8,889.0 |
9,660.7 |
|
| S4 |
7,959.5 |
8,315.0 |
9,502.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,900.0 |
9,326.0 |
574.0 |
5.8% |
190.5 |
1.9% |
86% |
True |
False |
98,845 |
| 10 |
9,900.0 |
9,120.5 |
779.5 |
7.9% |
191.5 |
1.9% |
90% |
True |
False |
105,356 |
| 20 |
9,900.0 |
8,690.5 |
1,209.5 |
12.3% |
218.2 |
2.2% |
93% |
True |
False |
112,450 |
| 40 |
10,165.5 |
8,690.5 |
1,475.0 |
15.0% |
251.6 |
2.6% |
76% |
False |
False |
119,556 |
| 60 |
10,999.0 |
8,690.5 |
2,308.5 |
23.5% |
247.3 |
2.5% |
49% |
False |
False |
100,877 |
| 80 |
11,439.0 |
8,690.5 |
2,748.5 |
28.0% |
236.8 |
2.4% |
41% |
False |
False |
76,063 |
| 100 |
11,439.0 |
8,690.5 |
2,748.5 |
28.0% |
221.9 |
2.3% |
41% |
False |
False |
61,128 |
| 120 |
11,439.0 |
8,690.5 |
2,748.5 |
28.0% |
221.5 |
2.3% |
41% |
False |
False |
50,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,588.5 |
|
2.618 |
10,324.1 |
|
1.618 |
10,162.1 |
|
1.000 |
10,062.0 |
|
0.618 |
10,000.1 |
|
HIGH |
9,900.0 |
|
0.618 |
9,838.1 |
|
0.500 |
9,819.0 |
|
0.382 |
9,799.9 |
|
LOW |
9,738.0 |
|
0.618 |
9,637.9 |
|
1.000 |
9,576.0 |
|
1.618 |
9,475.9 |
|
2.618 |
9,313.9 |
|
4.250 |
9,049.5 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,819.0 |
9,811.0 |
| PP |
9,818.8 |
9,803.5 |
| S1 |
9,818.7 |
9,796.0 |
|