| 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 |
2,944.0 |
2,952.0 |
8.0 |
0.3% |
2,806.0 |
| High |
2,952.0 |
2,952.0 |
0.0 |
0.0% |
2,873.0 |
| Low |
2,915.0 |
2,916.0 |
1.0 |
0.0% |
2,724.0 |
| Close |
2,941.0 |
2,927.0 |
-14.0 |
-0.5% |
2,852.0 |
| Range |
37.0 |
36.0 |
-1.0 |
-2.7% |
149.0 |
| ATR |
77.0 |
74.1 |
-2.9 |
-3.8% |
0.0 |
| Volume |
28,953 |
131,166 |
102,213 |
353.0% |
59,936 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,039.7 |
3,019.3 |
2,946.8 |
|
| R3 |
3,003.7 |
2,983.3 |
2,936.9 |
|
| R2 |
2,967.7 |
2,967.7 |
2,933.6 |
|
| R1 |
2,947.3 |
2,947.3 |
2,930.3 |
2,939.5 |
| PP |
2,931.7 |
2,931.7 |
2,931.7 |
2,927.8 |
| S1 |
2,911.3 |
2,911.3 |
2,923.7 |
2,903.5 |
| S2 |
2,895.7 |
2,895.7 |
2,920.4 |
|
| S3 |
2,859.7 |
2,875.3 |
2,917.1 |
|
| S4 |
2,823.7 |
2,839.3 |
2,907.2 |
|
|
| 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 |
2,952.0 |
2,801.0 |
151.0 |
5.2% |
56.6 |
1.9% |
83% |
True |
False |
44,529 |
| 10 |
2,952.0 |
2,724.0 |
228.0 |
7.8% |
58.1 |
2.0% |
89% |
True |
False |
28,092 |
| 20 |
2,952.0 |
2,594.0 |
358.0 |
12.2% |
67.0 |
2.3% |
93% |
True |
False |
27,117 |
| 40 |
3,042.0 |
2,594.0 |
448.0 |
15.3% |
76.0 |
2.6% |
74% |
False |
False |
16,893 |
| 60 |
3,310.0 |
2,594.0 |
716.0 |
24.5% |
68.5 |
2.3% |
47% |
False |
False |
11,974 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.9% |
60.2 |
2.1% |
39% |
False |
False |
9,076 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.9% |
52.4 |
1.8% |
39% |
False |
False |
7,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,105.0 |
|
2.618 |
3,046.2 |
|
1.618 |
3,010.2 |
|
1.000 |
2,988.0 |
|
0.618 |
2,974.2 |
|
HIGH |
2,952.0 |
|
0.618 |
2,938.2 |
|
0.500 |
2,934.0 |
|
0.382 |
2,929.8 |
|
LOW |
2,916.0 |
|
0.618 |
2,893.8 |
|
1.000 |
2,880.0 |
|
1.618 |
2,857.8 |
|
2.618 |
2,821.8 |
|
4.250 |
2,763.0 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,934.0 |
2,917.3 |
| PP |
2,931.7 |
2,907.7 |
| S1 |
2,929.3 |
2,898.0 |
|