| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
3,032.0 |
3,023.0 |
-9.0 |
-0.3% |
2,902.0 |
| High |
3,032.0 |
3,056.0 |
24.0 |
0.8% |
3,056.0 |
| Low |
2,995.0 |
3,010.0 |
15.0 |
0.5% |
2,877.0 |
| Close |
3,006.0 |
3,034.0 |
28.0 |
0.9% |
3,034.0 |
| Range |
37.0 |
46.0 |
9.0 |
24.3% |
179.0 |
| ATR |
79.5 |
77.3 |
-2.1 |
-2.6% |
0.0 |
| Volume |
1,529,409 |
1,286,042 |
-243,367 |
-15.9% |
7,115,973 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,171.3 |
3,148.7 |
3,059.3 |
|
| R3 |
3,125.3 |
3,102.7 |
3,046.7 |
|
| R2 |
3,079.3 |
3,079.3 |
3,042.4 |
|
| R1 |
3,056.7 |
3,056.7 |
3,038.2 |
3,068.0 |
| PP |
3,033.3 |
3,033.3 |
3,033.3 |
3,039.0 |
| S1 |
3,010.7 |
3,010.7 |
3,029.8 |
3,022.0 |
| S2 |
2,987.3 |
2,987.3 |
3,025.6 |
|
| S3 |
2,941.3 |
2,964.7 |
3,021.4 |
|
| S4 |
2,895.3 |
2,918.7 |
3,008.7 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,526.0 |
3,459.0 |
3,132.5 |
|
| R3 |
3,347.0 |
3,280.0 |
3,083.2 |
|
| R2 |
3,168.0 |
3,168.0 |
3,066.8 |
|
| R1 |
3,101.0 |
3,101.0 |
3,050.4 |
3,134.5 |
| PP |
2,989.0 |
2,989.0 |
2,989.0 |
3,005.8 |
| S1 |
2,922.0 |
2,922.0 |
3,017.6 |
2,955.5 |
| S2 |
2,810.0 |
2,810.0 |
3,001.2 |
|
| S3 |
2,631.0 |
2,743.0 |
2,984.8 |
|
| S4 |
2,452.0 |
2,564.0 |
2,935.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,056.0 |
2,877.0 |
179.0 |
5.9% |
58.0 |
1.9% |
88% |
True |
False |
1,423,194 |
| 10 |
3,056.0 |
2,799.0 |
257.0 |
8.5% |
60.4 |
2.0% |
91% |
True |
False |
1,416,730 |
| 20 |
3,056.0 |
2,670.0 |
386.0 |
12.7% |
71.2 |
2.3% |
94% |
True |
False |
1,598,105 |
| 40 |
3,120.0 |
2,670.0 |
450.0 |
14.8% |
81.0 |
2.7% |
81% |
False |
False |
1,615,610 |
| 60 |
3,387.0 |
2,670.0 |
717.0 |
23.6% |
77.3 |
2.5% |
51% |
False |
False |
1,384,241 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
28.2% |
74.5 |
2.5% |
43% |
False |
False |
1,046,184 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
28.2% |
68.7 |
2.3% |
43% |
False |
False |
838,630 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
28.2% |
68.2 |
2.2% |
43% |
False |
False |
699,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,251.5 |
|
2.618 |
3,176.4 |
|
1.618 |
3,130.4 |
|
1.000 |
3,102.0 |
|
0.618 |
3,084.4 |
|
HIGH |
3,056.0 |
|
0.618 |
3,038.4 |
|
0.500 |
3,033.0 |
|
0.382 |
3,027.6 |
|
LOW |
3,010.0 |
|
0.618 |
2,981.6 |
|
1.000 |
2,964.0 |
|
1.618 |
2,935.6 |
|
2.618 |
2,889.6 |
|
4.250 |
2,814.5 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,033.7 |
3,030.7 |
| PP |
3,033.3 |
3,027.3 |
| S1 |
3,033.0 |
3,024.0 |
|