| 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 |
2,902.0 |
2,921.0 |
19.0 |
0.7% |
2,883.0 |
| High |
2,948.0 |
3,016.0 |
68.0 |
2.3% |
2,951.0 |
| Low |
2,877.0 |
2,919.0 |
42.0 |
1.5% |
2,799.0 |
| Close |
2,934.0 |
2,994.0 |
60.0 |
2.0% |
2,930.0 |
| Range |
71.0 |
97.0 |
26.0 |
36.6% |
152.0 |
| ATR |
85.2 |
86.1 |
0.8 |
1.0% |
0.0 |
| Volume |
1,482,593 |
1,584,244 |
101,651 |
6.9% |
7,051,335 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,267.3 |
3,227.7 |
3,047.4 |
|
| R3 |
3,170.3 |
3,130.7 |
3,020.7 |
|
| R2 |
3,073.3 |
3,073.3 |
3,011.8 |
|
| R1 |
3,033.7 |
3,033.7 |
3,002.9 |
3,053.5 |
| PP |
2,976.3 |
2,976.3 |
2,976.3 |
2,986.3 |
| S1 |
2,936.7 |
2,936.7 |
2,985.1 |
2,956.5 |
| S2 |
2,879.3 |
2,879.3 |
2,976.2 |
|
| S3 |
2,782.3 |
2,839.7 |
2,967.3 |
|
| S4 |
2,685.3 |
2,742.7 |
2,940.7 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,349.3 |
3,291.7 |
3,013.6 |
|
| R3 |
3,197.3 |
3,139.7 |
2,971.8 |
|
| R2 |
3,045.3 |
3,045.3 |
2,957.9 |
|
| R1 |
2,987.7 |
2,987.7 |
2,943.9 |
3,016.5 |
| PP |
2,893.3 |
2,893.3 |
2,893.3 |
2,907.8 |
| S1 |
2,835.7 |
2,835.7 |
2,916.1 |
2,864.5 |
| S2 |
2,741.3 |
2,741.3 |
2,902.1 |
|
| S3 |
2,589.3 |
2,683.7 |
2,888.2 |
|
| S4 |
2,437.3 |
2,531.7 |
2,846.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,016.0 |
2,799.0 |
217.0 |
7.2% |
74.0 |
2.5% |
90% |
True |
False |
1,455,903 |
| 10 |
3,016.0 |
2,799.0 |
217.0 |
7.2% |
69.3 |
2.3% |
90% |
True |
False |
1,405,615 |
| 20 |
3,016.0 |
2,670.0 |
346.0 |
11.6% |
78.5 |
2.6% |
94% |
True |
False |
1,651,469 |
| 40 |
3,214.0 |
2,670.0 |
544.0 |
18.2% |
83.3 |
2.8% |
60% |
False |
False |
1,619,335 |
| 60 |
3,525.0 |
2,670.0 |
855.0 |
28.6% |
81.3 |
2.7% |
38% |
False |
False |
1,321,496 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
28.6% |
74.6 |
2.5% |
38% |
False |
False |
995,823 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
28.6% |
69.1 |
2.3% |
38% |
False |
False |
798,145 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
28.6% |
68.5 |
2.3% |
38% |
False |
False |
666,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,428.3 |
|
2.618 |
3,269.9 |
|
1.618 |
3,172.9 |
|
1.000 |
3,113.0 |
|
0.618 |
3,075.9 |
|
HIGH |
3,016.0 |
|
0.618 |
2,978.9 |
|
0.500 |
2,967.5 |
|
0.382 |
2,956.1 |
|
LOW |
2,919.0 |
|
0.618 |
2,859.1 |
|
1.000 |
2,822.0 |
|
1.618 |
2,762.1 |
|
2.618 |
2,665.1 |
|
4.250 |
2,506.8 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,985.2 |
2,978.2 |
| PP |
2,976.3 |
2,962.3 |
| S1 |
2,967.5 |
2,946.5 |
|