| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,905.0 |
9,952.0 |
47.0 |
0.5% |
9,904.0 |
| High |
9,996.0 |
10,133.0 |
137.0 |
1.4% |
10,109.0 |
| Low |
9,855.0 |
9,893.0 |
38.0 |
0.4% |
9,784.0 |
| Close |
9,992.5 |
9,978.5 |
-14.0 |
-0.1% |
9,992.5 |
| Range |
141.0 |
240.0 |
99.0 |
70.2% |
325.0 |
| ATR |
226.0 |
227.0 |
1.0 |
0.4% |
0.0 |
| Volume |
93,651 |
116,268 |
22,617 |
24.2% |
426,386 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,721.5 |
10,590.0 |
10,110.5 |
|
| R3 |
10,481.5 |
10,350.0 |
10,044.5 |
|
| R2 |
10,241.5 |
10,241.5 |
10,022.5 |
|
| R1 |
10,110.0 |
10,110.0 |
10,000.5 |
10,175.8 |
| PP |
10,001.5 |
10,001.5 |
10,001.5 |
10,034.4 |
| S1 |
9,870.0 |
9,870.0 |
9,956.5 |
9,935.8 |
| S2 |
9,761.5 |
9,761.5 |
9,934.5 |
|
| S3 |
9,521.5 |
9,630.0 |
9,912.5 |
|
| S4 |
9,281.5 |
9,390.0 |
9,846.5 |
|
|
| 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 |
10,133.0 |
9,784.0 |
349.0 |
3.5% |
178.0 |
1.8% |
56% |
True |
False |
94,370 |
| 10 |
10,133.0 |
9,436.5 |
696.5 |
7.0% |
223.7 |
2.2% |
78% |
True |
False |
59,334 |
| 20 |
10,133.0 |
9,158.5 |
974.5 |
9.8% |
199.9 |
2.0% |
84% |
True |
False |
30,263 |
| 40 |
10,133.0 |
8,730.0 |
1,403.0 |
14.1% |
213.3 |
2.1% |
89% |
True |
False |
15,570 |
| 60 |
10,920.5 |
8,730.0 |
2,190.5 |
22.0% |
220.7 |
2.2% |
57% |
False |
False |
10,685 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
27.3% |
213.9 |
2.1% |
46% |
False |
False |
8,096 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.3% |
192.3 |
1.9% |
46% |
False |
False |
6,485 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.3% |
177.3 |
1.8% |
46% |
False |
False |
5,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,153.0 |
|
2.618 |
10,761.3 |
|
1.618 |
10,521.3 |
|
1.000 |
10,373.0 |
|
0.618 |
10,281.3 |
|
HIGH |
10,133.0 |
|
0.618 |
10,041.3 |
|
0.500 |
10,013.0 |
|
0.382 |
9,984.7 |
|
LOW |
9,893.0 |
|
0.618 |
9,744.7 |
|
1.000 |
9,653.0 |
|
1.618 |
9,504.7 |
|
2.618 |
9,264.7 |
|
4.250 |
8,873.0 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,013.0 |
9,971.8 |
| PP |
10,001.5 |
9,965.2 |
| S1 |
9,990.0 |
9,958.5 |
|