| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,953.0 |
2,922.0 |
-31.0 |
-1.0% |
2,826.0 |
| High |
2,955.0 |
2,946.0 |
-9.0 |
-0.3% |
2,977.0 |
| Low |
2,916.0 |
2,888.0 |
-28.0 |
-1.0% |
2,801.0 |
| Close |
2,940.0 |
2,924.0 |
-16.0 |
-0.5% |
2,957.0 |
| Range |
39.0 |
58.0 |
19.0 |
48.7% |
176.0 |
| ATR |
70.1 |
69.2 |
-0.9 |
-1.2% |
0.0 |
| Volume |
229,549 |
197,603 |
-31,946 |
-13.9% |
322,735 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,093.3 |
3,066.7 |
2,955.9 |
|
| R3 |
3,035.3 |
3,008.7 |
2,940.0 |
|
| R2 |
2,977.3 |
2,977.3 |
2,934.6 |
|
| R1 |
2,950.7 |
2,950.7 |
2,929.3 |
2,964.0 |
| PP |
2,919.3 |
2,919.3 |
2,919.3 |
2,926.0 |
| S1 |
2,892.7 |
2,892.7 |
2,918.7 |
2,906.0 |
| S2 |
2,861.3 |
2,861.3 |
2,913.4 |
|
| S3 |
2,803.3 |
2,834.7 |
2,908.1 |
|
| S4 |
2,745.3 |
2,776.7 |
2,892.1 |
|
|
| 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 |
2,888.0 |
89.0 |
3.0% |
43.0 |
1.5% |
40% |
False |
True |
138,890 |
| 10 |
2,977.0 |
2,724.0 |
253.0 |
8.7% |
56.5 |
1.9% |
79% |
False |
False |
78,217 |
| 20 |
2,977.0 |
2,594.0 |
383.0 |
13.1% |
59.8 |
2.0% |
86% |
False |
False |
51,553 |
| 40 |
3,042.0 |
2,594.0 |
448.0 |
15.3% |
73.1 |
2.5% |
74% |
False |
False |
30,141 |
| 60 |
3,260.0 |
2,594.0 |
666.0 |
22.8% |
68.4 |
2.3% |
50% |
False |
False |
20,878 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.9% |
60.7 |
2.1% |
39% |
False |
False |
15,753 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.9% |
53.2 |
1.8% |
39% |
False |
False |
12,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,192.5 |
|
2.618 |
3,097.8 |
|
1.618 |
3,039.8 |
|
1.000 |
3,004.0 |
|
0.618 |
2,981.8 |
|
HIGH |
2,946.0 |
|
0.618 |
2,923.8 |
|
0.500 |
2,917.0 |
|
0.382 |
2,910.2 |
|
LOW |
2,888.0 |
|
0.618 |
2,852.2 |
|
1.000 |
2,830.0 |
|
1.618 |
2,794.2 |
|
2.618 |
2,736.2 |
|
4.250 |
2,641.5 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,921.7 |
2,932.5 |
| PP |
2,919.3 |
2,929.7 |
| S1 |
2,917.0 |
2,926.8 |
|