| 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 |
9,713.0 |
9,713.0 |
0.0 |
0.0% |
9,434.5 |
| High |
9,788.0 |
9,840.0 |
52.0 |
0.5% |
9,900.0 |
| Low |
9,613.0 |
9,678.0 |
65.0 |
0.7% |
9,326.0 |
| Close |
9,690.0 |
9,726.5 |
36.5 |
0.4% |
9,818.5 |
| Range |
175.0 |
162.0 |
-13.0 |
-7.4% |
574.0 |
| ATR |
230.0 |
225.2 |
-4.9 |
-2.1% |
0.0 |
| Volume |
102,642 |
102,642 |
0 |
0.0% |
494,225 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,234.2 |
10,142.3 |
9,815.6 |
|
| R3 |
10,072.2 |
9,980.3 |
9,771.1 |
|
| R2 |
9,910.2 |
9,910.2 |
9,756.2 |
|
| R1 |
9,818.3 |
9,818.3 |
9,741.4 |
9,864.3 |
| PP |
9,748.2 |
9,748.2 |
9,748.2 |
9,771.1 |
| S1 |
9,656.3 |
9,656.3 |
9,711.7 |
9,702.3 |
| S2 |
9,586.2 |
9,586.2 |
9,696.8 |
|
| S3 |
9,424.2 |
9,494.3 |
9,682.0 |
|
| S4 |
9,262.2 |
9,332.3 |
9,637.4 |
|
|
| 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 |
9,613.0 |
287.0 |
3.0% |
146.9 |
1.5% |
40% |
False |
False |
100,462 |
| 10 |
9,900.0 |
9,197.0 |
703.0 |
7.2% |
177.9 |
1.8% |
75% |
False |
False |
102,858 |
| 20 |
9,900.0 |
8,690.5 |
1,209.5 |
12.4% |
194.4 |
2.0% |
86% |
False |
False |
104,632 |
| 40 |
10,165.5 |
8,690.5 |
1,475.0 |
15.2% |
239.2 |
2.5% |
70% |
False |
False |
118,018 |
| 60 |
10,886.0 |
8,690.5 |
2,195.5 |
22.6% |
243.1 |
2.5% |
47% |
False |
False |
105,902 |
| 80 |
11,439.0 |
8,690.5 |
2,748.5 |
28.3% |
235.6 |
2.4% |
38% |
False |
False |
79,942 |
| 100 |
11,439.0 |
8,690.5 |
2,748.5 |
28.3% |
222.8 |
2.3% |
38% |
False |
False |
64,250 |
| 120 |
11,439.0 |
8,690.5 |
2,748.5 |
28.3% |
222.2 |
2.3% |
38% |
False |
False |
53,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,528.5 |
|
2.618 |
10,264.1 |
|
1.618 |
10,102.1 |
|
1.000 |
10,002.0 |
|
0.618 |
9,940.1 |
|
HIGH |
9,840.0 |
|
0.618 |
9,778.1 |
|
0.500 |
9,759.0 |
|
0.382 |
9,739.9 |
|
LOW |
9,678.0 |
|
0.618 |
9,577.9 |
|
1.000 |
9,516.0 |
|
1.618 |
9,415.9 |
|
2.618 |
9,253.9 |
|
4.250 |
8,989.5 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,759.0 |
9,726.5 |
| PP |
9,748.2 |
9,726.5 |
| S1 |
9,737.3 |
9,726.5 |
|