| 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 |
9,981.0 |
9,984.5 |
3.5 |
0.0% |
9,826.0 |
| High |
10,007.5 |
10,060.0 |
52.5 |
0.5% |
10,026.0 |
| Low |
9,924.5 |
9,959.0 |
34.5 |
0.3% |
9,436.5 |
| Close |
9,976.0 |
10,023.5 |
47.5 |
0.5% |
9,865.5 |
| Range |
83.0 |
101.0 |
18.0 |
21.7% |
589.5 |
| ATR |
235.0 |
225.5 |
-9.6 |
-4.1% |
0.0 |
| Volume |
78,669 |
84,792 |
6,123 |
7.8% |
52,978 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,317.2 |
10,271.3 |
10,079.1 |
|
| R3 |
10,216.2 |
10,170.3 |
10,051.3 |
|
| R2 |
10,115.2 |
10,115.2 |
10,042.0 |
|
| R1 |
10,069.3 |
10,069.3 |
10,032.8 |
10,092.3 |
| PP |
10,014.2 |
10,014.2 |
10,014.2 |
10,025.6 |
| S1 |
9,968.3 |
9,968.3 |
10,014.2 |
9,991.3 |
| S2 |
9,913.2 |
9,913.2 |
10,005.0 |
|
| S3 |
9,812.2 |
9,867.3 |
9,995.7 |
|
| S4 |
9,711.2 |
9,766.3 |
9,968.0 |
|
|
| 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% |
242.0 |
2.4% |
92% |
False |
False |
54,974 |
| 10 |
10,074.0 |
9,436.5 |
637.5 |
6.4% |
190.2 |
1.9% |
92% |
False |
False |
28,972 |
| 20 |
10,074.0 |
9,158.5 |
915.5 |
9.1% |
188.5 |
1.9% |
94% |
False |
False |
14,885 |
| 40 |
10,074.0 |
8,730.0 |
1,344.0 |
13.4% |
209.8 |
2.1% |
96% |
False |
False |
7,901 |
| 60 |
10,920.5 |
8,730.0 |
2,190.5 |
21.9% |
221.2 |
2.2% |
59% |
False |
False |
5,596 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
27.2% |
209.0 |
2.1% |
47% |
False |
False |
4,242 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.2% |
187.1 |
1.9% |
47% |
False |
False |
3,401 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.2% |
173.2 |
1.7% |
47% |
False |
False |
2,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,489.3 |
|
2.618 |
10,324.4 |
|
1.618 |
10,223.4 |
|
1.000 |
10,161.0 |
|
0.618 |
10,122.4 |
|
HIGH |
10,060.0 |
|
0.618 |
10,021.4 |
|
0.500 |
10,009.5 |
|
0.382 |
9,997.6 |
|
LOW |
9,959.0 |
|
0.618 |
9,896.6 |
|
1.000 |
9,858.0 |
|
1.618 |
9,795.6 |
|
2.618 |
9,694.6 |
|
4.250 |
9,529.8 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,018.8 |
10,011.8 |
| PP |
10,014.2 |
10,000.0 |
| S1 |
10,009.5 |
9,988.3 |
|