| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,984.5 |
10,078.0 |
93.5 |
0.9% |
9,826.0 |
| High |
10,060.0 |
10,109.0 |
49.0 |
0.5% |
10,026.0 |
| Low |
9,959.0 |
9,784.0 |
-175.0 |
-1.8% |
9,436.5 |
| Close |
10,023.5 |
9,907.0 |
-116.5 |
-1.2% |
9,865.5 |
| Range |
101.0 |
325.0 |
224.0 |
221.8% |
589.5 |
| ATR |
225.5 |
232.6 |
7.1 |
3.2% |
0.0 |
| Volume |
84,792 |
98,470 |
13,678 |
16.1% |
52,978 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,908.3 |
10,732.7 |
10,085.8 |
|
| R3 |
10,583.3 |
10,407.7 |
9,996.4 |
|
| R2 |
10,258.3 |
10,258.3 |
9,966.6 |
|
| R1 |
10,082.7 |
10,082.7 |
9,936.8 |
10,008.0 |
| PP |
9,933.3 |
9,933.3 |
9,933.3 |
9,896.0 |
| S1 |
9,757.7 |
9,757.7 |
9,877.2 |
9,683.0 |
| S2 |
9,608.3 |
9,608.3 |
9,847.4 |
|
| S3 |
9,283.3 |
9,432.7 |
9,817.6 |
|
| S4 |
8,958.3 |
9,107.7 |
9,728.3 |
|
|
| 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 |
10,109.0 |
9,657.5 |
451.5 |
4.6% |
189.1 |
1.9% |
55% |
True |
False |
73,084 |
| 10 |
10,109.0 |
9,436.5 |
672.5 |
6.8% |
211.9 |
2.1% |
70% |
True |
False |
38,654 |
| 20 |
10,109.0 |
9,158.5 |
950.5 |
9.6% |
195.0 |
2.0% |
79% |
True |
False |
19,801 |
| 40 |
10,109.0 |
8,730.0 |
1,379.0 |
13.9% |
209.8 |
2.1% |
85% |
True |
False |
10,356 |
| 60 |
10,920.5 |
8,730.0 |
2,190.5 |
22.1% |
223.2 |
2.3% |
54% |
False |
False |
7,215 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
27.5% |
211.9 |
2.1% |
43% |
False |
False |
5,473 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.5% |
188.6 |
1.9% |
43% |
False |
False |
4,386 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.5% |
175.8 |
1.8% |
43% |
False |
False |
3,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,490.3 |
|
2.618 |
10,959.9 |
|
1.618 |
10,634.9 |
|
1.000 |
10,434.0 |
|
0.618 |
10,309.9 |
|
HIGH |
10,109.0 |
|
0.618 |
9,984.9 |
|
0.500 |
9,946.5 |
|
0.382 |
9,908.2 |
|
LOW |
9,784.0 |
|
0.618 |
9,583.2 |
|
1.000 |
9,459.0 |
|
1.618 |
9,258.2 |
|
2.618 |
8,933.2 |
|
4.250 |
8,402.8 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,946.5 |
9,946.5 |
| PP |
9,933.3 |
9,933.3 |
| S1 |
9,920.2 |
9,920.2 |
|