| 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 |
2,844.0 |
2,944.0 |
100.0 |
3.5% |
2,806.0 |
| High |
2,937.0 |
2,952.0 |
15.0 |
0.5% |
2,873.0 |
| Low |
2,844.0 |
2,915.0 |
71.0 |
2.5% |
2,724.0 |
| Close |
2,915.0 |
2,941.0 |
26.0 |
0.9% |
2,852.0 |
| Range |
93.0 |
37.0 |
-56.0 |
-60.2% |
149.0 |
| ATR |
80.1 |
77.0 |
-3.1 |
-3.8% |
0.0 |
| Volume |
31,850 |
28,953 |
-2,897 |
-9.1% |
59,936 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,047.0 |
3,031.0 |
2,961.4 |
|
| R3 |
3,010.0 |
2,994.0 |
2,951.2 |
|
| R2 |
2,973.0 |
2,973.0 |
2,947.8 |
|
| R1 |
2,957.0 |
2,957.0 |
2,944.4 |
2,946.5 |
| PP |
2,936.0 |
2,936.0 |
2,936.0 |
2,930.8 |
| S1 |
2,920.0 |
2,920.0 |
2,937.6 |
2,909.5 |
| S2 |
2,899.0 |
2,899.0 |
2,934.2 |
|
| S3 |
2,862.0 |
2,883.0 |
2,930.8 |
|
| S4 |
2,825.0 |
2,846.0 |
2,920.7 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,263.3 |
3,206.7 |
2,934.0 |
|
| R3 |
3,114.3 |
3,057.7 |
2,893.0 |
|
| R2 |
2,965.3 |
2,965.3 |
2,879.3 |
|
| R1 |
2,908.7 |
2,908.7 |
2,865.7 |
2,937.0 |
| PP |
2,816.3 |
2,816.3 |
2,816.3 |
2,830.5 |
| S1 |
2,759.7 |
2,759.7 |
2,838.3 |
2,788.0 |
| S2 |
2,667.3 |
2,667.3 |
2,824.7 |
|
| S3 |
2,518.3 |
2,610.7 |
2,811.0 |
|
| S4 |
2,369.3 |
2,461.7 |
2,770.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,952.0 |
2,760.0 |
192.0 |
6.5% |
60.4 |
2.1% |
94% |
True |
False |
21,413 |
| 10 |
2,952.0 |
2,724.0 |
228.0 |
7.8% |
59.6 |
2.0% |
95% |
True |
False |
16,027 |
| 20 |
2,952.0 |
2,594.0 |
358.0 |
12.2% |
69.2 |
2.4% |
97% |
True |
False |
20,662 |
| 40 |
3,042.0 |
2,594.0 |
448.0 |
15.2% |
76.7 |
2.6% |
77% |
False |
False |
13,848 |
| 60 |
3,310.0 |
2,594.0 |
716.0 |
24.3% |
68.5 |
2.3% |
48% |
False |
False |
9,789 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.7% |
60.3 |
2.1% |
41% |
False |
False |
7,436 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.7% |
52.0 |
1.8% |
41% |
False |
False |
5,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,109.3 |
|
2.618 |
3,048.9 |
|
1.618 |
3,011.9 |
|
1.000 |
2,989.0 |
|
0.618 |
2,974.9 |
|
HIGH |
2,952.0 |
|
0.618 |
2,937.9 |
|
0.500 |
2,933.5 |
|
0.382 |
2,929.1 |
|
LOW |
2,915.0 |
|
0.618 |
2,892.1 |
|
1.000 |
2,878.0 |
|
1.618 |
2,855.1 |
|
2.618 |
2,818.1 |
|
4.250 |
2,757.8 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,938.5 |
2,919.5 |
| PP |
2,936.0 |
2,898.0 |
| S1 |
2,933.5 |
2,876.5 |
|