| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,988.0 |
10,016.0 |
28.0 |
0.3% |
9,904.0 |
| High |
10,037.5 |
10,153.0 |
115.5 |
1.2% |
10,109.0 |
| Low |
9,791.0 |
10,000.5 |
209.5 |
2.1% |
9,784.0 |
| Close |
10,006.0 |
10,068.5 |
62.5 |
0.6% |
9,992.5 |
| Range |
246.5 |
152.5 |
-94.0 |
-38.1% |
325.0 |
| ATR |
228.4 |
223.0 |
-5.4 |
-2.4% |
0.0 |
| Volume |
99,437 |
1,466 |
-97,971 |
-98.5% |
426,386 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,531.5 |
10,452.5 |
10,152.4 |
|
| R3 |
10,379.0 |
10,300.0 |
10,110.4 |
|
| R2 |
10,226.5 |
10,226.5 |
10,096.5 |
|
| R1 |
10,147.5 |
10,147.5 |
10,082.5 |
10,187.0 |
| PP |
10,074.0 |
10,074.0 |
10,074.0 |
10,093.8 |
| S1 |
9,995.0 |
9,995.0 |
10,054.5 |
10,034.5 |
| S2 |
9,921.5 |
9,921.5 |
10,040.5 |
|
| S3 |
9,769.0 |
9,842.5 |
10,026.6 |
|
| S4 |
9,616.5 |
9,690.0 |
9,984.6 |
|
|
| 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 |
10,153.0 |
9,784.0 |
369.0 |
3.7% |
221.0 |
2.2% |
77% |
True |
False |
81,858 |
| 10 |
10,153.0 |
9,436.5 |
716.5 |
7.1% |
231.5 |
2.3% |
88% |
True |
False |
68,416 |
| 20 |
10,153.0 |
9,233.5 |
919.5 |
9.1% |
199.1 |
2.0% |
91% |
True |
False |
35,222 |
| 40 |
10,153.0 |
8,730.0 |
1,423.0 |
14.1% |
211.3 |
2.1% |
94% |
True |
False |
18,057 |
| 60 |
10,920.5 |
8,730.0 |
2,190.5 |
21.8% |
222.2 |
2.2% |
61% |
False |
False |
12,361 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
27.1% |
215.4 |
2.1% |
49% |
False |
False |
9,357 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.1% |
193.7 |
1.9% |
49% |
False |
False |
7,493 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.1% |
177.8 |
1.8% |
49% |
False |
False |
6,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,801.1 |
|
2.618 |
10,552.2 |
|
1.618 |
10,399.7 |
|
1.000 |
10,305.5 |
|
0.618 |
10,247.2 |
|
HIGH |
10,153.0 |
|
0.618 |
10,094.7 |
|
0.500 |
10,076.8 |
|
0.382 |
10,058.8 |
|
LOW |
10,000.5 |
|
0.618 |
9,906.3 |
|
1.000 |
9,848.0 |
|
1.618 |
9,753.8 |
|
2.618 |
9,601.3 |
|
4.250 |
9,352.4 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,076.8 |
10,036.3 |
| PP |
10,074.0 |
10,004.2 |
| S1 |
10,071.3 |
9,972.0 |
|