| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
10,078.0 |
9,905.0 |
-173.0 |
-1.7% |
9,904.0 |
| High |
10,109.0 |
9,996.0 |
-113.0 |
-1.1% |
10,109.0 |
| Low |
9,784.0 |
9,855.0 |
71.0 |
0.7% |
9,784.0 |
| Close |
9,907.0 |
9,992.5 |
85.5 |
0.9% |
9,992.5 |
| Range |
325.0 |
141.0 |
-184.0 |
-56.6% |
325.0 |
| ATR |
232.6 |
226.0 |
-6.5 |
-2.8% |
0.0 |
| Volume |
98,470 |
93,651 |
-4,819 |
-4.9% |
426,386 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,370.8 |
10,322.7 |
10,070.1 |
|
| R3 |
10,229.8 |
10,181.7 |
10,031.3 |
|
| R2 |
10,088.8 |
10,088.8 |
10,018.4 |
|
| R1 |
10,040.7 |
10,040.7 |
10,005.4 |
10,064.8 |
| PP |
9,947.8 |
9,947.8 |
9,947.8 |
9,959.9 |
| S1 |
9,899.7 |
9,899.7 |
9,979.6 |
9,923.8 |
| S2 |
9,806.8 |
9,806.8 |
9,966.7 |
|
| S3 |
9,665.8 |
9,758.7 |
9,953.7 |
|
| S4 |
9,524.8 |
9,617.7 |
9,915.0 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,936.8 |
10,789.7 |
10,171.3 |
|
| R3 |
10,611.8 |
10,464.7 |
10,081.9 |
|
| R2 |
10,286.8 |
10,286.8 |
10,052.1 |
|
| R1 |
10,139.7 |
10,139.7 |
10,022.3 |
10,213.3 |
| PP |
9,961.8 |
9,961.8 |
9,961.8 |
9,998.6 |
| S1 |
9,814.7 |
9,814.7 |
9,962.7 |
9,888.3 |
| S2 |
9,636.8 |
9,636.8 |
9,932.9 |
|
| S3 |
9,311.8 |
9,489.7 |
9,903.1 |
|
| S4 |
8,986.8 |
9,164.7 |
9,813.8 |
|
|
| 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 |
9,784.0 |
325.0 |
3.3% |
164.3 |
1.6% |
64% |
False |
False |
85,277 |
| 10 |
10,109.0 |
9,436.5 |
672.5 |
6.7% |
210.7 |
2.1% |
83% |
False |
False |
47,936 |
| 20 |
10,109.0 |
9,158.5 |
950.5 |
9.5% |
195.0 |
2.0% |
88% |
False |
False |
24,477 |
| 40 |
10,109.0 |
8,730.0 |
1,379.0 |
13.8% |
210.8 |
2.1% |
92% |
False |
False |
12,688 |
| 60 |
10,920.5 |
8,730.0 |
2,190.5 |
21.9% |
220.5 |
2.2% |
58% |
False |
False |
8,750 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
27.3% |
212.8 |
2.1% |
46% |
False |
False |
6,643 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.3% |
190.0 |
1.9% |
46% |
False |
False |
5,322 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.3% |
176.7 |
1.8% |
46% |
False |
False |
4,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,595.3 |
|
2.618 |
10,365.1 |
|
1.618 |
10,224.1 |
|
1.000 |
10,137.0 |
|
0.618 |
10,083.1 |
|
HIGH |
9,996.0 |
|
0.618 |
9,942.1 |
|
0.500 |
9,925.5 |
|
0.382 |
9,908.9 |
|
LOW |
9,855.0 |
|
0.618 |
9,767.9 |
|
1.000 |
9,714.0 |
|
1.618 |
9,626.9 |
|
2.618 |
9,485.9 |
|
4.250 |
9,255.8 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,970.2 |
9,977.2 |
| PP |
9,947.8 |
9,961.8 |
| S1 |
9,925.5 |
9,946.5 |
|