| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,952.0 |
9,988.0 |
36.0 |
0.4% |
9,904.0 |
| High |
10,133.0 |
10,037.5 |
-95.5 |
-0.9% |
10,109.0 |
| Low |
9,893.0 |
9,791.0 |
-102.0 |
-1.0% |
9,784.0 |
| Close |
9,978.5 |
10,006.0 |
27.5 |
0.3% |
9,992.5 |
| Range |
240.0 |
246.5 |
6.5 |
2.7% |
325.0 |
| ATR |
227.0 |
228.4 |
1.4 |
0.6% |
0.0 |
| Volume |
116,268 |
99,437 |
-16,831 |
-14.5% |
426,386 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,684.3 |
10,591.7 |
10,141.6 |
|
| R3 |
10,437.8 |
10,345.2 |
10,073.8 |
|
| R2 |
10,191.3 |
10,191.3 |
10,051.2 |
|
| R1 |
10,098.7 |
10,098.7 |
10,028.6 |
10,145.0 |
| PP |
9,944.8 |
9,944.8 |
9,944.8 |
9,968.0 |
| S1 |
9,852.2 |
9,852.2 |
9,983.4 |
9,898.5 |
| S2 |
9,698.3 |
9,698.3 |
9,960.8 |
|
| S3 |
9,451.8 |
9,605.7 |
9,938.2 |
|
| S4 |
9,205.3 |
9,359.2 |
9,870.4 |
|
|
| 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% |
210.7 |
2.1% |
64% |
False |
False |
98,523 |
| 10 |
10,133.0 |
9,436.5 |
696.5 |
7.0% |
231.1 |
2.3% |
82% |
False |
False |
69,044 |
| 20 |
10,133.0 |
9,158.5 |
974.5 |
9.7% |
206.1 |
2.1% |
87% |
False |
False |
35,161 |
| 40 |
10,133.0 |
8,730.0 |
1,403.0 |
14.0% |
212.3 |
2.1% |
91% |
False |
False |
18,034 |
| 60 |
10,920.5 |
8,730.0 |
2,190.5 |
21.9% |
221.7 |
2.2% |
58% |
False |
False |
12,341 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
27.2% |
215.5 |
2.2% |
47% |
False |
False |
9,339 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.2% |
192.9 |
1.9% |
47% |
False |
False |
7,479 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.2% |
178.6 |
1.8% |
47% |
False |
False |
6,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,085.1 |
|
2.618 |
10,682.8 |
|
1.618 |
10,436.3 |
|
1.000 |
10,284.0 |
|
0.618 |
10,189.8 |
|
HIGH |
10,037.5 |
|
0.618 |
9,943.3 |
|
0.500 |
9,914.3 |
|
0.382 |
9,885.2 |
|
LOW |
9,791.0 |
|
0.618 |
9,638.7 |
|
1.000 |
9,544.5 |
|
1.618 |
9,392.2 |
|
2.618 |
9,145.7 |
|
4.250 |
8,743.4 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,975.4 |
9,991.3 |
| PP |
9,944.8 |
9,976.7 |
| S1 |
9,914.3 |
9,962.0 |
|