| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,826.0 |
2,844.0 |
18.0 |
0.6% |
2,806.0 |
| High |
2,869.0 |
2,937.0 |
68.0 |
2.4% |
2,873.0 |
| Low |
2,801.0 |
2,844.0 |
43.0 |
1.5% |
2,724.0 |
| Close |
2,855.0 |
2,915.0 |
60.0 |
2.1% |
2,852.0 |
| Range |
68.0 |
93.0 |
25.0 |
36.8% |
149.0 |
| ATR |
79.1 |
80.1 |
1.0 |
1.3% |
0.0 |
| Volume |
23,583 |
31,850 |
8,267 |
35.1% |
59,936 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,177.7 |
3,139.3 |
2,966.2 |
|
| R3 |
3,084.7 |
3,046.3 |
2,940.6 |
|
| R2 |
2,991.7 |
2,991.7 |
2,932.1 |
|
| R1 |
2,953.3 |
2,953.3 |
2,923.5 |
2,972.5 |
| PP |
2,898.7 |
2,898.7 |
2,898.7 |
2,908.3 |
| S1 |
2,860.3 |
2,860.3 |
2,906.5 |
2,879.5 |
| S2 |
2,805.7 |
2,805.7 |
2,898.0 |
|
| S3 |
2,712.7 |
2,767.3 |
2,889.4 |
|
| S4 |
2,619.7 |
2,674.3 |
2,863.9 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,263.3 |
3,206.7 |
2,934.0 |
|
| R3 |
3,114.3 |
3,057.7 |
2,893.0 |
|
| R2 |
2,965.3 |
2,965.3 |
2,879.3 |
|
| R1 |
2,908.7 |
2,908.7 |
2,865.7 |
2,937.0 |
| PP |
2,816.3 |
2,816.3 |
2,816.3 |
2,830.5 |
| S1 |
2,759.7 |
2,759.7 |
2,838.3 |
2,788.0 |
| S2 |
2,667.3 |
2,667.3 |
2,824.7 |
|
| S3 |
2,518.3 |
2,610.7 |
2,811.0 |
|
| S4 |
2,369.3 |
2,461.7 |
2,770.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,937.0 |
2,724.0 |
213.0 |
7.3% |
70.0 |
2.4% |
90% |
True |
False |
17,545 |
| 10 |
2,937.0 |
2,724.0 |
213.0 |
7.3% |
64.1 |
2.2% |
90% |
True |
False |
14,619 |
| 20 |
2,937.0 |
2,594.0 |
343.0 |
11.8% |
71.4 |
2.4% |
94% |
True |
False |
19,239 |
| 40 |
3,080.0 |
2,594.0 |
486.0 |
16.7% |
77.2 |
2.6% |
66% |
False |
False |
13,687 |
| 60 |
3,423.0 |
2,594.0 |
829.0 |
28.4% |
70.9 |
2.4% |
39% |
False |
False |
9,308 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
29.0% |
59.9 |
2.1% |
38% |
False |
False |
7,075 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
29.0% |
51.9 |
1.8% |
38% |
False |
False |
5,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,332.3 |
|
2.618 |
3,180.5 |
|
1.618 |
3,087.5 |
|
1.000 |
3,030.0 |
|
0.618 |
2,994.5 |
|
HIGH |
2,937.0 |
|
0.618 |
2,901.5 |
|
0.500 |
2,890.5 |
|
0.382 |
2,879.5 |
|
LOW |
2,844.0 |
|
0.618 |
2,786.5 |
|
1.000 |
2,751.0 |
|
1.618 |
2,693.5 |
|
2.618 |
2,600.5 |
|
4.250 |
2,448.8 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,906.8 |
2,899.7 |
| PP |
2,898.7 |
2,884.3 |
| S1 |
2,890.5 |
2,869.0 |
|