| 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 |
9,780.0 |
9,786.5 |
6.5 |
0.1% |
9,434.5 |
| High |
9,900.0 |
9,809.5 |
-90.5 |
-0.9% |
9,900.0 |
| Low |
9,738.0 |
9,686.0 |
-52.0 |
-0.5% |
9,326.0 |
| Close |
9,818.5 |
9,772.5 |
-46.0 |
-0.5% |
9,818.5 |
| Range |
162.0 |
123.5 |
-38.5 |
-23.8% |
574.0 |
| ATR |
242.1 |
234.3 |
-7.8 |
-3.2% |
0.0 |
| Volume |
85,647 |
108,205 |
22,558 |
26.3% |
494,225 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,126.5 |
10,073.0 |
9,840.4 |
|
| R3 |
10,003.0 |
9,949.5 |
9,806.5 |
|
| R2 |
9,879.5 |
9,879.5 |
9,795.1 |
|
| R1 |
9,826.0 |
9,826.0 |
9,783.8 |
9,791.0 |
| PP |
9,756.0 |
9,756.0 |
9,756.0 |
9,738.5 |
| S1 |
9,702.5 |
9,702.5 |
9,761.2 |
9,667.5 |
| S2 |
9,632.5 |
9,632.5 |
9,749.9 |
|
| S3 |
9,509.0 |
9,579.0 |
9,738.5 |
|
| S4 |
9,385.5 |
9,455.5 |
9,704.6 |
|
|
| 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 |
9,425.0 |
475.0 |
4.9% |
179.1 |
1.8% |
73% |
False |
False |
96,288 |
| 10 |
9,900.0 |
9,120.5 |
779.5 |
8.0% |
188.6 |
1.9% |
84% |
False |
False |
106,727 |
| 20 |
9,900.0 |
8,690.5 |
1,209.5 |
12.4% |
212.0 |
2.2% |
89% |
False |
False |
109,646 |
| 40 |
10,165.5 |
8,690.5 |
1,475.0 |
15.1% |
248.9 |
2.5% |
73% |
False |
False |
118,981 |
| 60 |
10,999.0 |
8,690.5 |
2,308.5 |
23.6% |
245.2 |
2.5% |
47% |
False |
False |
102,633 |
| 80 |
11,439.0 |
8,690.5 |
2,748.5 |
28.1% |
235.8 |
2.4% |
39% |
False |
False |
77,401 |
| 100 |
11,439.0 |
8,690.5 |
2,748.5 |
28.1% |
222.2 |
2.3% |
39% |
False |
False |
62,209 |
| 120 |
11,439.0 |
8,690.5 |
2,748.5 |
28.1% |
221.6 |
2.3% |
39% |
False |
False |
51,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,334.4 |
|
2.618 |
10,132.8 |
|
1.618 |
10,009.3 |
|
1.000 |
9,933.0 |
|
0.618 |
9,885.8 |
|
HIGH |
9,809.5 |
|
0.618 |
9,762.3 |
|
0.500 |
9,747.8 |
|
0.382 |
9,733.2 |
|
LOW |
9,686.0 |
|
0.618 |
9,609.7 |
|
1.000 |
9,562.5 |
|
1.618 |
9,486.2 |
|
2.618 |
9,362.7 |
|
4.250 |
9,161.1 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,764.3 |
9,793.0 |
| PP |
9,756.0 |
9,786.2 |
| S1 |
9,747.8 |
9,779.3 |
|