| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
5,168.0 |
5,096.0 |
-72.0 |
-1.4% |
5,110.0 |
| High |
5,170.0 |
5,112.0 |
-58.0 |
-1.1% |
5,170.0 |
| Low |
5,086.0 |
5,073.0 |
-13.0 |
-0.3% |
5,066.0 |
| Close |
5,091.0 |
5,111.0 |
20.0 |
0.4% |
5,167.0 |
| Range |
84.0 |
39.0 |
-45.0 |
-53.6% |
104.0 |
| ATR |
65.2 |
63.4 |
-1.9 |
-2.9% |
0.0 |
| Volume |
144,087 |
68,212 |
-75,875 |
-52.7% |
17,426 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,215.7 |
5,202.3 |
5,132.5 |
|
| R3 |
5,176.7 |
5,163.3 |
5,121.7 |
|
| R2 |
5,137.7 |
5,137.7 |
5,118.2 |
|
| R1 |
5,124.3 |
5,124.3 |
5,114.6 |
5,131.0 |
| PP |
5,098.7 |
5,098.7 |
5,098.7 |
5,102.0 |
| S1 |
5,085.3 |
5,085.3 |
5,107.4 |
5,092.0 |
| S2 |
5,059.7 |
5,059.7 |
5,103.9 |
|
| S3 |
5,020.7 |
5,046.3 |
5,100.3 |
|
| S4 |
4,981.7 |
5,007.3 |
5,089.6 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,446.3 |
5,410.7 |
5,224.2 |
|
| R3 |
5,342.3 |
5,306.7 |
5,195.6 |
|
| R2 |
5,238.3 |
5,238.3 |
5,186.1 |
|
| R1 |
5,202.7 |
5,202.7 |
5,176.5 |
5,220.5 |
| PP |
5,134.3 |
5,134.3 |
5,134.3 |
5,143.3 |
| S1 |
5,098.7 |
5,098.7 |
5,157.5 |
5,116.5 |
| S2 |
5,030.3 |
5,030.3 |
5,147.9 |
|
| S3 |
4,926.3 |
4,994.7 |
5,138.4 |
|
| S4 |
4,822.3 |
4,890.7 |
5,109.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,203.0 |
5,073.0 |
130.0 |
2.5% |
52.6 |
1.0% |
29% |
False |
True |
58,128 |
| 10 |
5,203.0 |
4,998.0 |
205.0 |
4.0% |
50.9 |
1.0% |
55% |
False |
False |
29,738 |
| 20 |
5,203.0 |
4,790.0 |
413.0 |
8.1% |
54.7 |
1.1% |
78% |
False |
False |
15,075 |
| 40 |
5,203.0 |
4,649.0 |
554.0 |
10.8% |
50.0 |
1.0% |
83% |
False |
False |
7,574 |
| 60 |
5,282.0 |
4,649.0 |
633.0 |
12.4% |
41.0 |
0.8% |
73% |
False |
False |
5,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,277.8 |
|
2.618 |
5,214.1 |
|
1.618 |
5,175.1 |
|
1.000 |
5,151.0 |
|
0.618 |
5,136.1 |
|
HIGH |
5,112.0 |
|
0.618 |
5,097.1 |
|
0.500 |
5,092.5 |
|
0.382 |
5,087.9 |
|
LOW |
5,073.0 |
|
0.618 |
5,048.9 |
|
1.000 |
5,034.0 |
|
1.618 |
5,009.9 |
|
2.618 |
4,970.9 |
|
4.250 |
4,907.3 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,104.8 |
5,138.0 |
| PP |
5,098.7 |
5,129.0 |
| S1 |
5,092.5 |
5,120.0 |
|