| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,904.0 |
9,981.0 |
77.0 |
0.8% |
9,826.0 |
| High |
10,074.0 |
10,007.5 |
-66.5 |
-0.7% |
10,026.0 |
| Low |
9,902.5 |
9,924.5 |
22.0 |
0.2% |
9,436.5 |
| Close |
10,024.0 |
9,976.0 |
-48.0 |
-0.5% |
9,865.5 |
| Range |
171.5 |
83.0 |
-88.5 |
-51.6% |
589.5 |
| ATR |
245.5 |
235.0 |
-10.4 |
-4.2% |
0.0 |
| Volume |
70,804 |
78,669 |
7,865 |
11.1% |
52,978 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,218.3 |
10,180.2 |
10,021.7 |
|
| R3 |
10,135.3 |
10,097.2 |
9,998.8 |
|
| R2 |
10,052.3 |
10,052.3 |
9,991.2 |
|
| R1 |
10,014.2 |
10,014.2 |
9,983.6 |
9,991.8 |
| PP |
9,969.3 |
9,969.3 |
9,969.3 |
9,958.1 |
| S1 |
9,931.2 |
9,931.2 |
9,968.4 |
9,908.8 |
| S2 |
9,886.3 |
9,886.3 |
9,960.8 |
|
| S3 |
9,803.3 |
9,848.2 |
9,953.2 |
|
| S4 |
9,720.3 |
9,765.2 |
9,930.4 |
|
|
| 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% |
251.4 |
2.5% |
85% |
False |
False |
39,565 |
| 10 |
10,074.0 |
9,436.5 |
637.5 |
6.4% |
192.9 |
1.9% |
85% |
False |
False |
20,628 |
| 20 |
10,074.0 |
9,158.5 |
915.5 |
9.2% |
197.3 |
2.0% |
89% |
False |
False |
10,711 |
| 40 |
10,074.0 |
8,730.0 |
1,344.0 |
13.5% |
213.6 |
2.1% |
93% |
False |
False |
5,809 |
| 60 |
10,920.5 |
8,730.0 |
2,190.5 |
22.0% |
223.1 |
2.2% |
57% |
False |
False |
4,189 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
27.3% |
208.8 |
2.1% |
46% |
False |
False |
3,183 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.3% |
189.3 |
1.9% |
46% |
False |
False |
2,553 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.3% |
174.5 |
1.7% |
46% |
False |
False |
2,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,360.3 |
|
2.618 |
10,224.8 |
|
1.618 |
10,141.8 |
|
1.000 |
10,090.5 |
|
0.618 |
10,058.8 |
|
HIGH |
10,007.5 |
|
0.618 |
9,975.8 |
|
0.500 |
9,966.0 |
|
0.382 |
9,956.2 |
|
LOW |
9,924.5 |
|
0.618 |
9,873.2 |
|
1.000 |
9,841.5 |
|
1.618 |
9,790.2 |
|
2.618 |
9,707.2 |
|
4.250 |
9,571.8 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,972.7 |
9,939.3 |
| PP |
9,969.3 |
9,902.5 |
| S1 |
9,966.0 |
9,865.8 |
|