| 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 |
4,308.25 |
4,291.00 |
-17.25 |
-0.4% |
4,214.50 |
| High |
4,321.00 |
4,299.00 |
-22.00 |
-0.5% |
4,348.25 |
| Low |
4,260.50 |
4,243.25 |
-17.25 |
-0.4% |
4,171.25 |
| Close |
4,291.25 |
4,261.25 |
-30.00 |
-0.7% |
4,313.50 |
| Range |
60.50 |
55.75 |
-4.75 |
-7.9% |
177.00 |
| ATR |
90.44 |
87.97 |
-2.48 |
-2.7% |
0.00 |
| Volume |
4,796 |
8,081 |
3,285 |
68.5% |
4,361 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,435.00 |
4,404.00 |
4,292.00 |
|
| R3 |
4,379.25 |
4,348.25 |
4,276.50 |
|
| R2 |
4,323.50 |
4,323.50 |
4,271.50 |
|
| R1 |
4,292.50 |
4,292.50 |
4,266.25 |
4,280.00 |
| PP |
4,267.75 |
4,267.75 |
4,267.75 |
4,261.75 |
| S1 |
4,236.75 |
4,236.75 |
4,256.25 |
4,224.50 |
| S2 |
4,212.00 |
4,212.00 |
4,251.00 |
|
| S3 |
4,156.25 |
4,181.00 |
4,246.00 |
|
| S4 |
4,100.50 |
4,125.25 |
4,230.50 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,808.75 |
4,738.00 |
4,410.75 |
|
| R3 |
4,631.75 |
4,561.00 |
4,362.25 |
|
| R2 |
4,454.75 |
4,454.75 |
4,346.00 |
|
| R1 |
4,384.00 |
4,384.00 |
4,329.75 |
4,419.50 |
| PP |
4,277.75 |
4,277.75 |
4,277.75 |
4,295.25 |
| S1 |
4,207.00 |
4,207.00 |
4,297.25 |
4,242.50 |
| S2 |
4,100.75 |
4,100.75 |
4,281.00 |
|
| S3 |
3,923.75 |
4,030.00 |
4,264.75 |
|
| S4 |
3,746.75 |
3,853.00 |
4,216.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,348.25 |
4,243.25 |
105.00 |
2.5% |
56.00 |
1.3% |
17% |
False |
True |
3,073 |
| 10 |
4,348.25 |
4,076.50 |
271.75 |
6.4% |
79.00 |
1.9% |
68% |
False |
False |
2,098 |
| 20 |
4,348.25 |
3,856.50 |
491.75 |
11.5% |
84.25 |
2.0% |
82% |
False |
False |
1,244 |
| 40 |
4,356.50 |
3,856.50 |
500.00 |
11.7% |
106.25 |
2.5% |
81% |
False |
False |
732 |
| 60 |
4,691.00 |
3,856.50 |
834.50 |
19.6% |
96.50 |
2.3% |
49% |
False |
False |
508 |
| 80 |
4,719.75 |
3,856.50 |
863.25 |
20.3% |
83.50 |
2.0% |
47% |
False |
False |
382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,536.00 |
|
2.618 |
4,445.00 |
|
1.618 |
4,389.25 |
|
1.000 |
4,354.75 |
|
0.618 |
4,333.50 |
|
HIGH |
4,299.00 |
|
0.618 |
4,277.75 |
|
0.500 |
4,271.00 |
|
0.382 |
4,264.50 |
|
LOW |
4,243.25 |
|
0.618 |
4,208.75 |
|
1.000 |
4,187.50 |
|
1.618 |
4,153.00 |
|
2.618 |
4,097.25 |
|
4.250 |
4,006.25 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,271.00 |
4,294.50 |
| PP |
4,267.75 |
4,283.50 |
| S1 |
4,264.50 |
4,272.25 |
|