| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,666.0 |
9,904.0 |
238.0 |
2.5% |
9,826.0 |
| High |
9,922.5 |
10,074.0 |
151.5 |
1.5% |
10,026.0 |
| Low |
9,657.5 |
9,902.5 |
245.0 |
2.5% |
9,436.5 |
| Close |
9,865.5 |
10,024.0 |
158.5 |
1.6% |
9,865.5 |
| Range |
265.0 |
171.5 |
-93.5 |
-35.3% |
589.5 |
| ATR |
248.3 |
245.5 |
-2.8 |
-1.1% |
0.0 |
| Volume |
32,689 |
70,804 |
38,115 |
116.6% |
52,978 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,514.7 |
10,440.8 |
10,118.3 |
|
| R3 |
10,343.2 |
10,269.3 |
10,071.2 |
|
| R2 |
10,171.7 |
10,171.7 |
10,055.4 |
|
| R1 |
10,097.8 |
10,097.8 |
10,039.7 |
10,134.8 |
| PP |
10,000.2 |
10,000.2 |
10,000.2 |
10,018.6 |
| S1 |
9,926.3 |
9,926.3 |
10,008.3 |
9,963.3 |
| S2 |
9,828.7 |
9,828.7 |
9,992.6 |
|
| S3 |
9,657.2 |
9,754.8 |
9,976.8 |
|
| S4 |
9,485.7 |
9,583.3 |
9,929.7 |
|
|
| 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 |
10,074.0 |
9,436.5 |
637.5 |
6.4% |
269.4 |
2.7% |
92% |
True |
False |
24,298 |
| 10 |
10,074.0 |
9,436.5 |
637.5 |
6.4% |
218.1 |
2.2% |
92% |
True |
False |
12,981 |
| 20 |
10,074.0 |
9,123.0 |
951.0 |
9.5% |
201.7 |
2.0% |
95% |
True |
False |
6,868 |
| 40 |
10,074.0 |
8,730.0 |
1,344.0 |
13.4% |
217.1 |
2.2% |
96% |
True |
False |
3,878 |
| 60 |
10,920.5 |
8,730.0 |
2,190.5 |
21.9% |
224.9 |
2.2% |
59% |
False |
False |
2,888 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
27.2% |
209.4 |
2.1% |
48% |
False |
False |
2,200 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.2% |
189.2 |
1.9% |
48% |
False |
False |
1,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,802.9 |
|
2.618 |
10,523.0 |
|
1.618 |
10,351.5 |
|
1.000 |
10,245.5 |
|
0.618 |
10,180.0 |
|
HIGH |
10,074.0 |
|
0.618 |
10,008.5 |
|
0.500 |
9,988.3 |
|
0.382 |
9,968.0 |
|
LOW |
9,902.5 |
|
0.618 |
9,796.5 |
|
1.000 |
9,731.0 |
|
1.618 |
9,625.0 |
|
2.618 |
9,453.5 |
|
4.250 |
9,173.6 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,012.1 |
9,934.4 |
| PP |
10,000.2 |
9,844.8 |
| S1 |
9,988.3 |
9,755.3 |
|