| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,763.5 |
9,666.0 |
-97.5 |
-1.0% |
9,826.0 |
| High |
10,026.0 |
9,922.5 |
-103.5 |
-1.0% |
10,026.0 |
| Low |
9,436.5 |
9,657.5 |
221.0 |
2.3% |
9,436.5 |
| Close |
9,545.5 |
9,865.5 |
320.0 |
3.4% |
9,865.5 |
| Range |
589.5 |
265.0 |
-324.5 |
-55.0% |
589.5 |
| ATR |
238.4 |
248.3 |
9.9 |
4.2% |
0.0 |
| Volume |
7,920 |
32,689 |
24,769 |
312.7% |
52,978 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,610.2 |
10,502.8 |
10,011.3 |
|
| R3 |
10,345.2 |
10,237.8 |
9,938.4 |
|
| R2 |
10,080.2 |
10,080.2 |
9,914.1 |
|
| R1 |
9,972.8 |
9,972.8 |
9,889.8 |
10,026.5 |
| PP |
9,815.2 |
9,815.2 |
9,815.2 |
9,842.0 |
| S1 |
9,707.8 |
9,707.8 |
9,841.2 |
9,761.5 |
| S2 |
9,550.2 |
9,550.2 |
9,816.9 |
|
| S3 |
9,285.2 |
9,442.8 |
9,792.6 |
|
| S4 |
9,020.2 |
9,177.8 |
9,719.8 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,544.5 |
11,294.5 |
10,189.7 |
|
| R3 |
10,955.0 |
10,705.0 |
10,027.6 |
|
| R2 |
10,365.5 |
10,365.5 |
9,973.6 |
|
| R1 |
10,115.5 |
10,115.5 |
9,919.5 |
10,240.5 |
| PP |
9,776.0 |
9,776.0 |
9,776.0 |
9,838.5 |
| S1 |
9,526.0 |
9,526.0 |
9,811.5 |
9,651.0 |
| S2 |
9,186.5 |
9,186.5 |
9,757.4 |
|
| S3 |
8,597.0 |
8,936.5 |
9,703.4 |
|
| S4 |
8,007.5 |
8,347.0 |
9,541.3 |
|
|
| 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 |
6.0% |
257.1 |
2.6% |
73% |
False |
False |
10,595 |
| 10 |
10,026.0 |
9,362.0 |
664.0 |
6.7% |
218.1 |
2.2% |
76% |
False |
False |
6,015 |
| 20 |
10,026.0 |
9,087.0 |
939.0 |
9.5% |
202.8 |
2.1% |
83% |
False |
False |
3,342 |
| 40 |
10,026.0 |
8,730.0 |
1,296.0 |
13.1% |
217.0 |
2.2% |
88% |
False |
False |
2,154 |
| 60 |
10,920.5 |
8,730.0 |
2,190.5 |
22.2% |
225.9 |
2.3% |
52% |
False |
False |
1,710 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
27.6% |
208.8 |
2.1% |
42% |
False |
False |
1,315 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.6% |
188.1 |
1.9% |
42% |
False |
False |
1,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,048.8 |
|
2.618 |
10,616.3 |
|
1.618 |
10,351.3 |
|
1.000 |
10,187.5 |
|
0.618 |
10,086.3 |
|
HIGH |
9,922.5 |
|
0.618 |
9,821.3 |
|
0.500 |
9,790.0 |
|
0.382 |
9,758.7 |
|
LOW |
9,657.5 |
|
0.618 |
9,493.7 |
|
1.000 |
9,392.5 |
|
1.618 |
9,228.7 |
|
2.618 |
8,963.7 |
|
4.250 |
8,531.3 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,840.3 |
9,820.8 |
| PP |
9,815.2 |
9,776.0 |
| S1 |
9,790.0 |
9,731.3 |
|