| 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 |
1,972.00 |
1,981.75 |
9.75 |
0.5% |
1,933.50 |
| High |
1,983.00 |
1,998.00 |
15.00 |
0.8% |
1,998.00 |
| Low |
1,965.75 |
1,975.00 |
9.25 |
0.5% |
1,911.75 |
| Close |
1,981.25 |
1,985.75 |
4.50 |
0.2% |
1,985.75 |
| Range |
17.25 |
23.00 |
5.75 |
33.3% |
86.25 |
| ATR |
35.80 |
34.89 |
-0.91 |
-2.6% |
0.00 |
| Volume |
37,901 |
67,714 |
29,813 |
78.7% |
169,433 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,055.25 |
2,043.50 |
1,998.50 |
|
| R3 |
2,032.25 |
2,020.50 |
1,992.00 |
|
| R2 |
2,009.25 |
2,009.25 |
1,990.00 |
|
| R1 |
1,997.50 |
1,997.50 |
1,987.75 |
2,003.50 |
| PP |
1,986.25 |
1,986.25 |
1,986.25 |
1,989.25 |
| S1 |
1,974.50 |
1,974.50 |
1,983.75 |
1,980.50 |
| S2 |
1,963.25 |
1,963.25 |
1,981.50 |
|
| S3 |
1,940.25 |
1,951.50 |
1,979.50 |
|
| S4 |
1,917.25 |
1,928.50 |
1,973.00 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,224.00 |
2,191.00 |
2,033.25 |
|
| R3 |
2,137.75 |
2,104.75 |
2,009.50 |
|
| R2 |
2,051.50 |
2,051.50 |
2,001.50 |
|
| R1 |
2,018.50 |
2,018.50 |
1,993.75 |
2,035.00 |
| PP |
1,965.25 |
1,965.25 |
1,965.25 |
1,973.50 |
| S1 |
1,932.25 |
1,932.25 |
1,977.75 |
1,948.75 |
| S2 |
1,879.00 |
1,879.00 |
1,970.00 |
|
| S3 |
1,792.75 |
1,846.00 |
1,962.00 |
|
| S4 |
1,706.50 |
1,759.75 |
1,938.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,998.00 |
1,911.75 |
86.25 |
4.3% |
29.25 |
1.5% |
86% |
True |
False |
33,886 |
| 10 |
1,998.00 |
1,877.25 |
120.75 |
6.1% |
30.75 |
1.6% |
90% |
True |
False |
21,596 |
| 20 |
1,998.00 |
1,794.50 |
203.50 |
10.2% |
34.75 |
1.8% |
94% |
True |
False |
15,765 |
| 40 |
1,998.00 |
1,794.50 |
203.50 |
10.2% |
42.00 |
2.1% |
94% |
True |
False |
10,749 |
| 60 |
2,068.00 |
1,794.50 |
273.50 |
13.8% |
38.75 |
2.0% |
70% |
False |
False |
7,680 |
| 80 |
2,090.50 |
1,794.50 |
296.00 |
14.9% |
35.75 |
1.8% |
65% |
False |
False |
5,817 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
15.2% |
32.75 |
1.6% |
63% |
False |
False |
4,726 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
15.2% |
33.00 |
1.7% |
63% |
False |
False |
3,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,095.75 |
|
2.618 |
2,058.25 |
|
1.618 |
2,035.25 |
|
1.000 |
2,021.00 |
|
0.618 |
2,012.25 |
|
HIGH |
1,998.00 |
|
0.618 |
1,989.25 |
|
0.500 |
1,986.50 |
|
0.382 |
1,983.75 |
|
LOW |
1,975.00 |
|
0.618 |
1,960.75 |
|
1.000 |
1,952.00 |
|
1.618 |
1,937.75 |
|
2.618 |
1,914.75 |
|
4.250 |
1,877.25 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,986.50 |
1,983.00 |
| PP |
1,986.25 |
1,980.25 |
| S1 |
1,986.00 |
1,977.50 |
|