| 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 |
1,981.75 |
1,985.00 |
3.25 |
0.2% |
1,933.50 |
| High |
1,998.00 |
1,995.00 |
-3.00 |
-0.2% |
1,998.00 |
| Low |
1,975.00 |
1,975.50 |
0.50 |
0.0% |
1,911.75 |
| Close |
1,985.75 |
1,990.00 |
4.25 |
0.2% |
1,985.75 |
| Range |
23.00 |
19.50 |
-3.50 |
-15.2% |
86.25 |
| ATR |
34.89 |
33.79 |
-1.10 |
-3.2% |
0.00 |
| Volume |
67,714 |
80,998 |
13,284 |
19.6% |
169,433 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,045.25 |
2,037.25 |
2,000.75 |
|
| R3 |
2,025.75 |
2,017.75 |
1,995.25 |
|
| R2 |
2,006.25 |
2,006.25 |
1,993.50 |
|
| R1 |
1,998.25 |
1,998.25 |
1,991.75 |
2,002.25 |
| PP |
1,986.75 |
1,986.75 |
1,986.75 |
1,989.00 |
| S1 |
1,978.75 |
1,978.75 |
1,988.25 |
1,982.75 |
| S2 |
1,967.25 |
1,967.25 |
1,986.50 |
|
| S3 |
1,947.75 |
1,959.25 |
1,984.75 |
|
| S4 |
1,928.25 |
1,939.75 |
1,979.25 |
|
|
| 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% |
27.25 |
1.4% |
91% |
False |
False |
47,064 |
| 10 |
1,998.00 |
1,877.25 |
120.75 |
6.1% |
29.50 |
1.5% |
93% |
False |
False |
29,338 |
| 20 |
1,998.00 |
1,794.50 |
203.50 |
10.2% |
33.50 |
1.7% |
96% |
False |
False |
19,438 |
| 40 |
1,998.00 |
1,794.50 |
203.50 |
10.2% |
41.00 |
2.1% |
96% |
False |
False |
12,602 |
| 60 |
2,068.00 |
1,794.50 |
273.50 |
13.7% |
38.75 |
1.9% |
71% |
False |
False |
9,022 |
| 80 |
2,090.50 |
1,794.50 |
296.00 |
14.9% |
35.50 |
1.8% |
66% |
False |
False |
6,827 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
15.1% |
32.75 |
1.6% |
65% |
False |
False |
5,535 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
15.1% |
33.00 |
1.7% |
65% |
False |
False |
4,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,078.00 |
|
2.618 |
2,046.00 |
|
1.618 |
2,026.50 |
|
1.000 |
2,014.50 |
|
0.618 |
2,007.00 |
|
HIGH |
1,995.00 |
|
0.618 |
1,987.50 |
|
0.500 |
1,985.25 |
|
0.382 |
1,983.00 |
|
LOW |
1,975.50 |
|
0.618 |
1,963.50 |
|
1.000 |
1,956.00 |
|
1.618 |
1,944.00 |
|
2.618 |
1,924.50 |
|
4.250 |
1,892.50 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,988.50 |
1,987.25 |
| PP |
1,986.75 |
1,984.50 |
| S1 |
1,985.25 |
1,982.00 |
|