| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,945.0 |
2,953.0 |
8.0 |
0.3% |
2,826.0 |
| High |
2,977.0 |
2,955.0 |
-22.0 |
-0.7% |
2,977.0 |
| Low |
2,932.0 |
2,916.0 |
-16.0 |
-0.5% |
2,801.0 |
| Close |
2,957.0 |
2,940.0 |
-17.0 |
-0.6% |
2,957.0 |
| Range |
45.0 |
39.0 |
-6.0 |
-13.3% |
176.0 |
| ATR |
72.3 |
70.1 |
-2.2 |
-3.1% |
0.0 |
| Volume |
107,183 |
229,549 |
122,366 |
114.2% |
322,735 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.0 |
3,036.0 |
2,961.5 |
|
| R3 |
3,015.0 |
2,997.0 |
2,950.7 |
|
| R2 |
2,976.0 |
2,976.0 |
2,947.2 |
|
| R1 |
2,958.0 |
2,958.0 |
2,943.6 |
2,947.5 |
| PP |
2,937.0 |
2,937.0 |
2,937.0 |
2,931.8 |
| S1 |
2,919.0 |
2,919.0 |
2,936.4 |
2,908.5 |
| S2 |
2,898.0 |
2,898.0 |
2,932.9 |
|
| S3 |
2,859.0 |
2,880.0 |
2,929.3 |
|
| S4 |
2,820.0 |
2,841.0 |
2,918.6 |
|
|
| 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 |
2,844.0 |
133.0 |
4.5% |
50.0 |
1.7% |
72% |
False |
False |
105,740 |
| 10 |
2,977.0 |
2,724.0 |
253.0 |
8.6% |
56.1 |
1.9% |
85% |
False |
False |
61,165 |
| 20 |
2,977.0 |
2,594.0 |
383.0 |
13.0% |
61.6 |
2.1% |
90% |
False |
False |
41,799 |
| 40 |
3,042.0 |
2,594.0 |
448.0 |
15.2% |
73.5 |
2.5% |
77% |
False |
False |
25,211 |
| 60 |
3,260.0 |
2,594.0 |
666.0 |
22.7% |
68.4 |
2.3% |
52% |
False |
False |
17,585 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.7% |
60.3 |
2.0% |
41% |
False |
False |
13,283 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.7% |
52.9 |
1.8% |
41% |
False |
False |
10,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,120.8 |
|
2.618 |
3,057.1 |
|
1.618 |
3,018.1 |
|
1.000 |
2,994.0 |
|
0.618 |
2,979.1 |
|
HIGH |
2,955.0 |
|
0.618 |
2,940.1 |
|
0.500 |
2,935.5 |
|
0.382 |
2,930.9 |
|
LOW |
2,916.0 |
|
0.618 |
2,891.9 |
|
1.000 |
2,877.0 |
|
1.618 |
2,852.9 |
|
2.618 |
2,813.9 |
|
4.250 |
2,750.3 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,938.5 |
2,946.5 |
| PP |
2,937.0 |
2,944.3 |
| S1 |
2,935.5 |
2,942.2 |
|