| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,219.8 |
1,240.8 |
21.0 |
1.7% |
1,227.2 |
| High |
1,242.5 |
1,250.1 |
7.6 |
0.6% |
1,254.7 |
| Low |
1,219.8 |
1,230.9 |
11.1 |
0.9% |
1,204.5 |
| Close |
1,235.8 |
1,232.2 |
-3.6 |
-0.3% |
1,221.6 |
| Range |
22.7 |
19.2 |
-3.5 |
-15.4% |
50.2 |
| ATR |
22.2 |
22.0 |
-0.2 |
-1.0% |
0.0 |
| Volume |
2,884 |
2,695 |
-189 |
-6.6% |
8,306 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,295.3 |
1,283.0 |
1,242.8 |
|
| R3 |
1,276.1 |
1,263.8 |
1,237.5 |
|
| R2 |
1,256.9 |
1,256.9 |
1,235.7 |
|
| R1 |
1,244.6 |
1,244.6 |
1,234.0 |
1,241.2 |
| PP |
1,237.7 |
1,237.7 |
1,237.7 |
1,236.0 |
| S1 |
1,225.4 |
1,225.4 |
1,230.4 |
1,222.0 |
| S2 |
1,218.5 |
1,218.5 |
1,228.7 |
|
| S3 |
1,199.3 |
1,206.2 |
1,226.9 |
|
| S4 |
1,180.1 |
1,187.0 |
1,221.6 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,377.5 |
1,349.8 |
1,249.2 |
|
| R3 |
1,327.3 |
1,299.6 |
1,235.4 |
|
| R2 |
1,277.1 |
1,277.1 |
1,230.8 |
|
| R1 |
1,249.4 |
1,249.4 |
1,226.2 |
1,238.2 |
| PP |
1,226.9 |
1,226.9 |
1,226.9 |
1,221.3 |
| S1 |
1,199.2 |
1,199.2 |
1,217.0 |
1,188.0 |
| S2 |
1,176.7 |
1,176.7 |
1,212.4 |
|
| S3 |
1,126.5 |
1,149.0 |
1,207.8 |
|
| S4 |
1,076.3 |
1,098.8 |
1,194.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,254.7 |
1,213.4 |
41.3 |
3.4% |
23.6 |
1.9% |
46% |
False |
False |
2,215 |
| 10 |
1,254.7 |
1,198.1 |
56.6 |
4.6% |
22.4 |
1.8% |
60% |
False |
False |
2,426 |
| 20 |
1,263.6 |
1,125.3 |
138.3 |
11.2% |
23.3 |
1.9% |
77% |
False |
False |
2,378 |
| 40 |
1,263.6 |
1,065.7 |
197.9 |
16.1% |
18.0 |
1.5% |
84% |
False |
False |
1,752 |
| 60 |
1,263.6 |
1,049.4 |
214.2 |
17.4% |
15.5 |
1.3% |
85% |
False |
False |
1,303 |
| 80 |
1,263.6 |
1,049.4 |
214.2 |
17.4% |
13.4 |
1.1% |
85% |
False |
False |
1,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,331.7 |
|
2.618 |
1,300.4 |
|
1.618 |
1,281.2 |
|
1.000 |
1,269.3 |
|
0.618 |
1,262.0 |
|
HIGH |
1,250.1 |
|
0.618 |
1,242.8 |
|
0.500 |
1,240.5 |
|
0.382 |
1,238.2 |
|
LOW |
1,230.9 |
|
0.618 |
1,219.0 |
|
1.000 |
1,211.7 |
|
1.618 |
1,199.8 |
|
2.618 |
1,180.6 |
|
4.250 |
1,149.3 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,240.5 |
1,232.1 |
| PP |
1,237.7 |
1,231.9 |
| S1 |
1,235.0 |
1,231.8 |
|