| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,240.8 |
1,233.2 |
-7.6 |
-0.6% |
1,227.2 |
| High |
1,250.1 |
1,243.9 |
-6.2 |
-0.5% |
1,254.7 |
| Low |
1,230.9 |
1,227.6 |
-3.3 |
-0.3% |
1,204.5 |
| Close |
1,232.2 |
1,243.4 |
11.2 |
0.9% |
1,221.6 |
| Range |
19.2 |
16.3 |
-2.9 |
-15.1% |
50.2 |
| ATR |
22.0 |
21.6 |
-0.4 |
-1.8% |
0.0 |
| Volume |
2,695 |
2,377 |
-318 |
-11.8% |
8,306 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,287.2 |
1,281.6 |
1,252.4 |
|
| R3 |
1,270.9 |
1,265.3 |
1,247.9 |
|
| R2 |
1,254.6 |
1,254.6 |
1,246.4 |
|
| R1 |
1,249.0 |
1,249.0 |
1,244.9 |
1,251.8 |
| PP |
1,238.3 |
1,238.3 |
1,238.3 |
1,239.7 |
| S1 |
1,232.7 |
1,232.7 |
1,241.9 |
1,235.5 |
| S2 |
1,222.0 |
1,222.0 |
1,240.4 |
|
| S3 |
1,205.7 |
1,216.4 |
1,238.9 |
|
| S4 |
1,189.4 |
1,200.1 |
1,234.4 |
|
|
| 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 |
1,250.1 |
1,213.4 |
36.7 |
3.0% |
20.7 |
1.7% |
82% |
False |
False |
2,135 |
| 10 |
1,254.7 |
1,204.5 |
50.2 |
4.0% |
22.3 |
1.8% |
77% |
False |
False |
2,144 |
| 20 |
1,263.6 |
1,127.9 |
135.7 |
10.9% |
23.9 |
1.9% |
85% |
False |
False |
2,422 |
| 40 |
1,263.6 |
1,074.0 |
189.6 |
15.2% |
18.1 |
1.5% |
89% |
False |
False |
1,797 |
| 60 |
1,263.6 |
1,049.4 |
214.2 |
17.2% |
15.6 |
1.3% |
91% |
False |
False |
1,338 |
| 80 |
1,263.6 |
1,049.4 |
214.2 |
17.2% |
13.5 |
1.1% |
91% |
False |
False |
1,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,313.2 |
|
2.618 |
1,286.6 |
|
1.618 |
1,270.3 |
|
1.000 |
1,260.2 |
|
0.618 |
1,254.0 |
|
HIGH |
1,243.9 |
|
0.618 |
1,237.7 |
|
0.500 |
1,235.8 |
|
0.382 |
1,233.8 |
|
LOW |
1,227.6 |
|
0.618 |
1,217.5 |
|
1.000 |
1,211.3 |
|
1.618 |
1,201.2 |
|
2.618 |
1,184.9 |
|
4.250 |
1,158.3 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,240.9 |
1,240.6 |
| PP |
1,238.3 |
1,237.8 |
| S1 |
1,235.8 |
1,235.0 |
|