| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,757.0 |
9,763.5 |
6.5 |
0.1% |
9,463.5 |
| High |
9,866.5 |
10,026.0 |
159.5 |
1.6% |
9,928.0 |
| Low |
9,718.5 |
9,436.5 |
-282.0 |
-2.9% |
9,362.0 |
| Close |
9,758.0 |
9,545.5 |
-212.5 |
-2.2% |
9,851.0 |
| Range |
148.0 |
589.5 |
441.5 |
298.3% |
566.0 |
| ATR |
211.4 |
238.4 |
27.0 |
12.8% |
0.0 |
| Volume |
7,743 |
7,920 |
177 |
2.3% |
7,176 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,437.8 |
11,081.2 |
9,869.7 |
|
| R3 |
10,848.3 |
10,491.7 |
9,707.6 |
|
| R2 |
10,258.8 |
10,258.8 |
9,653.6 |
|
| R1 |
9,902.2 |
9,902.2 |
9,599.5 |
9,785.8 |
| PP |
9,669.3 |
9,669.3 |
9,669.3 |
9,611.1 |
| S1 |
9,312.7 |
9,312.7 |
9,491.5 |
9,196.3 |
| S2 |
9,079.8 |
9,079.8 |
9,437.4 |
|
| S3 |
8,490.3 |
8,723.2 |
9,383.4 |
|
| S4 |
7,900.8 |
8,133.7 |
9,221.3 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,411.7 |
11,197.3 |
10,162.3 |
|
| R3 |
10,845.7 |
10,631.3 |
10,006.7 |
|
| R2 |
10,279.7 |
10,279.7 |
9,954.8 |
|
| R1 |
10,065.3 |
10,065.3 |
9,902.9 |
10,172.5 |
| PP |
9,713.7 |
9,713.7 |
9,713.7 |
9,767.3 |
| S1 |
9,499.3 |
9,499.3 |
9,799.1 |
9,606.5 |
| S2 |
9,147.7 |
9,147.7 |
9,747.2 |
|
| S3 |
8,581.7 |
8,933.3 |
9,695.4 |
|
| S4 |
8,015.7 |
8,367.3 |
9,539.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,026.0 |
9,436.5 |
589.5 |
6.2% |
234.7 |
2.5% |
18% |
True |
True |
4,223 |
| 10 |
10,026.0 |
9,362.0 |
664.0 |
7.0% |
206.9 |
2.2% |
28% |
True |
False |
2,785 |
| 20 |
10,026.0 |
8,850.0 |
1,176.0 |
12.3% |
198.2 |
2.1% |
59% |
True |
False |
1,776 |
| 40 |
10,026.0 |
8,730.0 |
1,296.0 |
13.6% |
220.5 |
2.3% |
63% |
True |
False |
1,355 |
| 60 |
10,920.5 |
8,730.0 |
2,190.5 |
22.9% |
225.9 |
2.4% |
37% |
False |
False |
1,172 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
28.5% |
209.3 |
2.2% |
30% |
False |
False |
908 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
28.5% |
186.0 |
1.9% |
30% |
False |
False |
737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,531.4 |
|
2.618 |
11,569.3 |
|
1.618 |
10,979.8 |
|
1.000 |
10,615.5 |
|
0.618 |
10,390.3 |
|
HIGH |
10,026.0 |
|
0.618 |
9,800.8 |
|
0.500 |
9,731.3 |
|
0.382 |
9,661.7 |
|
LOW |
9,436.5 |
|
0.618 |
9,072.2 |
|
1.000 |
8,847.0 |
|
1.618 |
8,482.7 |
|
2.618 |
7,893.2 |
|
4.250 |
6,931.1 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,731.3 |
9,731.3 |
| PP |
9,669.3 |
9,669.3 |
| S1 |
9,607.4 |
9,607.4 |
|