| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,952.0 |
2,945.0 |
-7.0 |
-0.2% |
2,826.0 |
| High |
2,952.0 |
2,977.0 |
25.0 |
0.8% |
2,977.0 |
| Low |
2,916.0 |
2,932.0 |
16.0 |
0.5% |
2,801.0 |
| Close |
2,927.0 |
2,957.0 |
30.0 |
1.0% |
2,957.0 |
| Range |
36.0 |
45.0 |
9.0 |
25.0% |
176.0 |
| ATR |
74.1 |
72.3 |
-1.7 |
-2.3% |
0.0 |
| Volume |
131,166 |
107,183 |
-23,983 |
-18.3% |
322,735 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.3 |
3,068.7 |
2,981.8 |
|
| R3 |
3,045.3 |
3,023.7 |
2,969.4 |
|
| R2 |
3,000.3 |
3,000.3 |
2,965.3 |
|
| R1 |
2,978.7 |
2,978.7 |
2,961.1 |
2,989.5 |
| PP |
2,955.3 |
2,955.3 |
2,955.3 |
2,960.8 |
| S1 |
2,933.7 |
2,933.7 |
2,952.9 |
2,944.5 |
| S2 |
2,910.3 |
2,910.3 |
2,948.8 |
|
| S3 |
2,865.3 |
2,888.7 |
2,944.6 |
|
| S4 |
2,820.3 |
2,843.7 |
2,932.3 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,439.7 |
3,374.3 |
3,053.8 |
|
| R3 |
3,263.7 |
3,198.3 |
3,005.4 |
|
| R2 |
3,087.7 |
3,087.7 |
2,989.3 |
|
| R1 |
3,022.3 |
3,022.3 |
2,973.1 |
3,055.0 |
| PP |
2,911.7 |
2,911.7 |
2,911.7 |
2,928.0 |
| S1 |
2,846.3 |
2,846.3 |
2,940.9 |
2,879.0 |
| S2 |
2,735.7 |
2,735.7 |
2,924.7 |
|
| S3 |
2,559.7 |
2,670.3 |
2,908.6 |
|
| S4 |
2,383.7 |
2,494.3 |
2,860.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,977.0 |
2,801.0 |
176.0 |
6.0% |
55.8 |
1.9% |
89% |
True |
False |
64,547 |
| 10 |
2,977.0 |
2,724.0 |
253.0 |
8.6% |
57.3 |
1.9% |
92% |
True |
False |
38,267 |
| 20 |
2,977.0 |
2,594.0 |
383.0 |
13.0% |
66.0 |
2.2% |
95% |
True |
False |
32,088 |
| 40 |
3,042.0 |
2,594.0 |
448.0 |
15.2% |
74.4 |
2.5% |
81% |
False |
False |
19,568 |
| 60 |
3,260.0 |
2,594.0 |
666.0 |
22.5% |
68.6 |
2.3% |
55% |
False |
False |
13,760 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.6% |
60.1 |
2.0% |
43% |
False |
False |
10,414 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.6% |
52.7 |
1.8% |
43% |
False |
False |
8,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,168.3 |
|
2.618 |
3,094.8 |
|
1.618 |
3,049.8 |
|
1.000 |
3,022.0 |
|
0.618 |
3,004.8 |
|
HIGH |
2,977.0 |
|
0.618 |
2,959.8 |
|
0.500 |
2,954.5 |
|
0.382 |
2,949.2 |
|
LOW |
2,932.0 |
|
0.618 |
2,904.2 |
|
1.000 |
2,887.0 |
|
1.618 |
2,859.2 |
|
2.618 |
2,814.2 |
|
4.250 |
2,740.8 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,956.2 |
2,953.3 |
| PP |
2,955.3 |
2,949.7 |
| S1 |
2,954.5 |
2,946.0 |
|