| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,922.0 |
2,933.0 |
11.0 |
0.4% |
2,826.0 |
| High |
2,946.0 |
2,969.0 |
23.0 |
0.8% |
2,977.0 |
| Low |
2,888.0 |
2,923.0 |
35.0 |
1.2% |
2,801.0 |
| Close |
2,924.0 |
2,940.0 |
16.0 |
0.5% |
2,957.0 |
| Range |
58.0 |
46.0 |
-12.0 |
-20.7% |
176.0 |
| ATR |
69.2 |
67.6 |
-1.7 |
-2.4% |
0.0 |
| Volume |
197,603 |
468,348 |
270,745 |
137.0% |
322,735 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,082.0 |
3,057.0 |
2,965.3 |
|
| R3 |
3,036.0 |
3,011.0 |
2,952.7 |
|
| R2 |
2,990.0 |
2,990.0 |
2,948.4 |
|
| R1 |
2,965.0 |
2,965.0 |
2,944.2 |
2,977.5 |
| PP |
2,944.0 |
2,944.0 |
2,944.0 |
2,950.3 |
| S1 |
2,919.0 |
2,919.0 |
2,935.8 |
2,931.5 |
| S2 |
2,898.0 |
2,898.0 |
2,931.6 |
|
| S3 |
2,852.0 |
2,873.0 |
2,927.4 |
|
| S4 |
2,806.0 |
2,827.0 |
2,914.7 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,439.7 |
3,374.3 |
3,053.8 |
|
| R3 |
3,263.7 |
3,198.3 |
3,005.4 |
|
| R2 |
3,087.7 |
3,087.7 |
2,989.3 |
|
| R1 |
3,022.3 |
3,022.3 |
2,973.1 |
3,055.0 |
| PP |
2,911.7 |
2,911.7 |
2,911.7 |
2,928.0 |
| S1 |
2,846.3 |
2,846.3 |
2,940.9 |
2,879.0 |
| S2 |
2,735.7 |
2,735.7 |
2,924.7 |
|
| S3 |
2,559.7 |
2,670.3 |
2,908.6 |
|
| S4 |
2,383.7 |
2,494.3 |
2,860.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,977.0 |
2,888.0 |
89.0 |
3.0% |
44.8 |
1.5% |
58% |
False |
False |
226,769 |
| 10 |
2,977.0 |
2,760.0 |
217.0 |
7.4% |
52.6 |
1.8% |
83% |
False |
False |
124,091 |
| 20 |
2,977.0 |
2,594.0 |
383.0 |
13.0% |
57.5 |
2.0% |
90% |
False |
False |
74,703 |
| 40 |
2,990.0 |
2,594.0 |
396.0 |
13.5% |
71.2 |
2.4% |
87% |
False |
False |
41,790 |
| 60 |
3,260.0 |
2,594.0 |
666.0 |
22.7% |
69.0 |
2.3% |
52% |
False |
False |
28,683 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.7% |
60.6 |
2.1% |
41% |
False |
False |
21,607 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.7% |
53.5 |
1.8% |
41% |
False |
False |
17,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,164.5 |
|
2.618 |
3,089.4 |
|
1.618 |
3,043.4 |
|
1.000 |
3,015.0 |
|
0.618 |
2,997.4 |
|
HIGH |
2,969.0 |
|
0.618 |
2,951.4 |
|
0.500 |
2,946.0 |
|
0.382 |
2,940.6 |
|
LOW |
2,923.0 |
|
0.618 |
2,894.6 |
|
1.000 |
2,877.0 |
|
1.618 |
2,848.6 |
|
2.618 |
2,802.6 |
|
4.250 |
2,727.5 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,946.0 |
2,936.2 |
| PP |
2,944.0 |
2,932.3 |
| S1 |
2,942.0 |
2,928.5 |
|