| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,232.3 |
1,240.8 |
8.5 |
0.7% |
1,226.9 |
| High |
1,244.8 |
1,269.3 |
24.5 |
2.0% |
1,254.3 |
| Low |
1,225.1 |
1,238.0 |
12.9 |
1.1% |
1,202.5 |
| Close |
1,241.8 |
1,258.2 |
16.4 |
1.3% |
1,220.4 |
| Range |
19.7 |
31.3 |
11.6 |
58.9% |
51.8 |
| ATR |
23.9 |
24.4 |
0.5 |
2.2% |
0.0 |
| Volume |
182,775 |
226,299 |
43,524 |
23.8% |
1,046,624 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,349.1 |
1,334.9 |
1,275.4 |
|
| R3 |
1,317.8 |
1,303.6 |
1,266.8 |
|
| R2 |
1,286.5 |
1,286.5 |
1,263.9 |
|
| R1 |
1,272.3 |
1,272.3 |
1,261.1 |
1,279.4 |
| PP |
1,255.2 |
1,255.2 |
1,255.2 |
1,258.7 |
| S1 |
1,241.0 |
1,241.0 |
1,255.3 |
1,248.1 |
| S2 |
1,223.9 |
1,223.9 |
1,252.5 |
|
| S3 |
1,192.6 |
1,209.7 |
1,249.6 |
|
| S4 |
1,161.3 |
1,178.4 |
1,241.0 |
|
|
| 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 |
1,269.3 |
1,212.0 |
57.3 |
4.6% |
25.5 |
2.0% |
81% |
True |
False |
207,366 |
| 10 |
1,269.3 |
1,202.5 |
66.8 |
5.3% |
24.2 |
1.9% |
83% |
True |
False |
204,899 |
| 20 |
1,269.3 |
1,139.7 |
129.6 |
10.3% |
27.1 |
2.2% |
91% |
True |
False |
214,607 |
| 40 |
1,269.3 |
1,071.3 |
198.0 |
15.7% |
21.6 |
1.7% |
94% |
True |
False |
140,833 |
| 60 |
1,269.3 |
1,047.4 |
221.9 |
17.6% |
18.7 |
1.5% |
95% |
True |
False |
95,333 |
| 80 |
1,269.3 |
1,046.6 |
222.7 |
17.7% |
17.7 |
1.4% |
95% |
True |
False |
72,831 |
| 100 |
1,269.3 |
1,046.6 |
222.7 |
17.7% |
16.9 |
1.3% |
95% |
True |
False |
58,538 |
| 120 |
1,269.3 |
1,046.6 |
222.7 |
17.7% |
16.1 |
1.3% |
95% |
True |
False |
49,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,402.3 |
|
2.618 |
1,351.2 |
|
1.618 |
1,319.9 |
|
1.000 |
1,300.6 |
|
0.618 |
1,288.6 |
|
HIGH |
1,269.3 |
|
0.618 |
1,257.3 |
|
0.500 |
1,253.7 |
|
0.382 |
1,250.0 |
|
LOW |
1,238.0 |
|
0.618 |
1,218.7 |
|
1.000 |
1,206.7 |
|
1.618 |
1,187.4 |
|
2.618 |
1,156.1 |
|
4.250 |
1,105.0 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,256.7 |
1,254.5 |
| PP |
1,255.2 |
1,250.9 |
| S1 |
1,253.7 |
1,247.2 |
|