| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,238.9 |
1,232.3 |
-6.6 |
-0.5% |
1,226.9 |
| High |
1,249.3 |
1,244.8 |
-4.5 |
-0.4% |
1,254.3 |
| Low |
1,227.7 |
1,225.1 |
-2.6 |
-0.2% |
1,202.5 |
| Close |
1,230.8 |
1,241.8 |
11.0 |
0.9% |
1,220.4 |
| Range |
21.6 |
19.7 |
-1.9 |
-8.8% |
51.8 |
| ATR |
24.2 |
23.9 |
-0.3 |
-1.3% |
0.0 |
| Volume |
225,605 |
182,775 |
-42,830 |
-19.0% |
1,046,624 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.3 |
1,288.8 |
1,252.6 |
|
| R3 |
1,276.6 |
1,269.1 |
1,247.2 |
|
| R2 |
1,256.9 |
1,256.9 |
1,245.4 |
|
| R1 |
1,249.4 |
1,249.4 |
1,243.6 |
1,253.2 |
| PP |
1,237.2 |
1,237.2 |
1,237.2 |
1,239.1 |
| S1 |
1,229.7 |
1,229.7 |
1,240.0 |
1,233.5 |
| S2 |
1,217.5 |
1,217.5 |
1,238.2 |
|
| S3 |
1,197.8 |
1,210.0 |
1,236.4 |
|
| S4 |
1,178.1 |
1,190.3 |
1,231.0 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,381.1 |
1,352.6 |
1,248.9 |
|
| R3 |
1,329.3 |
1,300.8 |
1,234.6 |
|
| R2 |
1,277.5 |
1,277.5 |
1,229.9 |
|
| R1 |
1,249.0 |
1,249.0 |
1,225.1 |
1,237.4 |
| PP |
1,225.7 |
1,225.7 |
1,225.7 |
1,219.9 |
| S1 |
1,197.2 |
1,197.2 |
1,215.7 |
1,185.6 |
| S2 |
1,173.9 |
1,173.9 |
1,210.9 |
|
| S3 |
1,122.1 |
1,145.4 |
1,206.2 |
|
| S4 |
1,070.3 |
1,093.6 |
1,191.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,249.3 |
1,212.0 |
37.3 |
3.0% |
23.7 |
1.9% |
80% |
False |
False |
203,750 |
| 10 |
1,254.3 |
1,201.3 |
53.0 |
4.3% |
25.0 |
2.0% |
76% |
False |
False |
200,481 |
| 20 |
1,263.9 |
1,124.8 |
139.1 |
11.2% |
26.6 |
2.1% |
84% |
False |
False |
212,753 |
| 40 |
1,263.9 |
1,071.3 |
192.6 |
15.5% |
21.0 |
1.7% |
89% |
False |
False |
135,319 |
| 60 |
1,263.9 |
1,047.4 |
216.5 |
17.4% |
18.7 |
1.5% |
90% |
False |
False |
91,635 |
| 80 |
1,263.9 |
1,046.6 |
217.3 |
17.5% |
17.4 |
1.4% |
90% |
False |
False |
70,015 |
| 100 |
1,263.9 |
1,046.6 |
217.3 |
17.5% |
16.7 |
1.3% |
90% |
False |
False |
56,298 |
| 120 |
1,263.9 |
1,046.6 |
217.3 |
17.5% |
15.9 |
1.3% |
90% |
False |
False |
47,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,328.5 |
|
2.618 |
1,296.4 |
|
1.618 |
1,276.7 |
|
1.000 |
1,264.5 |
|
0.618 |
1,257.0 |
|
HIGH |
1,244.8 |
|
0.618 |
1,237.3 |
|
0.500 |
1,235.0 |
|
0.382 |
1,232.6 |
|
LOW |
1,225.1 |
|
0.618 |
1,212.9 |
|
1.000 |
1,205.4 |
|
1.618 |
1,193.2 |
|
2.618 |
1,173.5 |
|
4.250 |
1,141.4 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,239.5 |
1,238.8 |
| PP |
1,237.2 |
1,235.8 |
| S1 |
1,235.0 |
1,232.8 |
|