| 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 |
1,239.6 |
1,232.8 |
-6.8 |
-0.5% |
1,225.0 |
| High |
1,249.5 |
1,245.0 |
-4.5 |
-0.4% |
1,254.5 |
| Low |
1,228.7 |
1,226.0 |
-2.7 |
-0.2% |
1,203.0 |
| Close |
1,231.5 |
1,242.6 |
11.1 |
0.9% |
1,221.0 |
| Range |
20.8 |
19.0 |
-1.8 |
-8.7% |
51.5 |
| ATR |
23.7 |
23.3 |
-0.3 |
-1.4% |
0.0 |
| Volume |
8,095 |
14,943 |
6,848 |
84.6% |
38,691 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,294.9 |
1,287.7 |
1,253.1 |
|
| R3 |
1,275.9 |
1,268.7 |
1,247.8 |
|
| R2 |
1,256.9 |
1,256.9 |
1,246.1 |
|
| R1 |
1,249.7 |
1,249.7 |
1,244.3 |
1,253.3 |
| PP |
1,237.9 |
1,237.9 |
1,237.9 |
1,239.7 |
| S1 |
1,230.7 |
1,230.7 |
1,240.9 |
1,234.3 |
| S2 |
1,218.9 |
1,218.9 |
1,239.1 |
|
| S3 |
1,199.9 |
1,211.7 |
1,237.4 |
|
| S4 |
1,180.9 |
1,192.7 |
1,232.2 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,380.7 |
1,352.3 |
1,249.3 |
|
| R3 |
1,329.2 |
1,300.8 |
1,235.2 |
|
| R2 |
1,277.7 |
1,277.7 |
1,230.4 |
|
| R1 |
1,249.3 |
1,249.3 |
1,225.7 |
1,237.8 |
| PP |
1,226.2 |
1,226.2 |
1,226.2 |
1,220.4 |
| S1 |
1,197.8 |
1,197.8 |
1,216.3 |
1,186.3 |
| S2 |
1,174.7 |
1,174.7 |
1,211.6 |
|
| S3 |
1,123.2 |
1,146.3 |
1,206.8 |
|
| S4 |
1,071.7 |
1,094.8 |
1,192.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,249.5 |
1,212.8 |
36.7 |
3.0% |
23.1 |
1.9% |
81% |
False |
False |
10,886 |
| 10 |
1,254.5 |
1,202.0 |
52.5 |
4.2% |
24.5 |
2.0% |
77% |
False |
False |
8,748 |
| 20 |
1,264.1 |
1,125.9 |
138.2 |
11.1% |
26.0 |
2.1% |
84% |
False |
False |
7,685 |
| 40 |
1,264.1 |
1,071.8 |
192.3 |
15.5% |
20.3 |
1.6% |
89% |
False |
False |
6,483 |
| 60 |
1,264.1 |
1,048.3 |
215.8 |
17.4% |
17.9 |
1.4% |
90% |
False |
False |
4,900 |
| 80 |
1,264.1 |
1,047.2 |
216.9 |
17.5% |
16.8 |
1.3% |
90% |
False |
False |
4,416 |
| 100 |
1,264.1 |
1,047.2 |
216.9 |
17.5% |
16.2 |
1.3% |
90% |
False |
False |
3,745 |
| 120 |
1,264.1 |
1,047.2 |
216.9 |
17.5% |
15.6 |
1.3% |
90% |
False |
False |
3,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,325.8 |
|
2.618 |
1,294.7 |
|
1.618 |
1,275.7 |
|
1.000 |
1,264.0 |
|
0.618 |
1,256.7 |
|
HIGH |
1,245.0 |
|
0.618 |
1,237.7 |
|
0.500 |
1,235.5 |
|
0.382 |
1,233.3 |
|
LOW |
1,226.0 |
|
0.618 |
1,214.3 |
|
1.000 |
1,207.0 |
|
1.618 |
1,195.3 |
|
2.618 |
1,176.3 |
|
4.250 |
1,145.3 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,240.2 |
1,239.5 |
| PP |
1,237.9 |
1,236.3 |
| S1 |
1,235.5 |
1,233.2 |
|