| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
10,016.0 |
9,999.0 |
-17.0 |
-0.2% |
9,904.0 |
| High |
10,153.0 |
10,023.5 |
-129.5 |
-1.3% |
10,109.0 |
| Low |
10,000.5 |
9,876.5 |
-124.0 |
-1.2% |
9,784.0 |
| Close |
10,068.5 |
9,905.5 |
-163.0 |
-1.6% |
9,992.5 |
| Range |
152.5 |
147.0 |
-5.5 |
-3.6% |
325.0 |
| ATR |
223.0 |
220.8 |
-2.2 |
-1.0% |
0.0 |
| Volume |
1,466 |
89,612 |
88,146 |
6,012.7% |
426,386 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,376.2 |
10,287.8 |
9,986.4 |
|
| R3 |
10,229.2 |
10,140.8 |
9,945.9 |
|
| R2 |
10,082.2 |
10,082.2 |
9,932.5 |
|
| R1 |
9,993.8 |
9,993.8 |
9,919.0 |
9,964.5 |
| PP |
9,935.2 |
9,935.2 |
9,935.2 |
9,920.5 |
| S1 |
9,846.8 |
9,846.8 |
9,892.0 |
9,817.5 |
| S2 |
9,788.2 |
9,788.2 |
9,878.6 |
|
| S3 |
9,641.2 |
9,699.8 |
9,865.1 |
|
| S4 |
9,494.2 |
9,552.8 |
9,824.7 |
|
|
| 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 |
9,791.0 |
362.0 |
3.7% |
185.4 |
1.9% |
32% |
False |
False |
80,086 |
| 10 |
10,153.0 |
9,657.5 |
495.5 |
5.0% |
187.3 |
1.9% |
50% |
False |
False |
76,585 |
| 20 |
10,153.0 |
9,362.0 |
791.0 |
8.0% |
197.1 |
2.0% |
69% |
False |
False |
39,685 |
| 40 |
10,153.0 |
8,730.0 |
1,423.0 |
14.4% |
207.6 |
2.1% |
83% |
False |
False |
20,266 |
| 60 |
10,915.5 |
8,730.0 |
2,185.5 |
22.1% |
222.3 |
2.2% |
54% |
False |
False |
13,852 |
| 80 |
11,454.0 |
8,730.0 |
2,724.0 |
27.5% |
216.1 |
2.2% |
43% |
False |
False |
10,476 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.5% |
194.3 |
2.0% |
43% |
False |
False |
8,389 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.5% |
179.0 |
1.8% |
43% |
False |
False |
7,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,648.3 |
|
2.618 |
10,408.3 |
|
1.618 |
10,261.3 |
|
1.000 |
10,170.5 |
|
0.618 |
10,114.3 |
|
HIGH |
10,023.5 |
|
0.618 |
9,967.3 |
|
0.500 |
9,950.0 |
|
0.382 |
9,932.7 |
|
LOW |
9,876.5 |
|
0.618 |
9,785.7 |
|
1.000 |
9,729.5 |
|
1.618 |
9,638.7 |
|
2.618 |
9,491.7 |
|
4.250 |
9,251.8 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,950.0 |
9,972.0 |
| PP |
9,935.2 |
9,949.8 |
| S1 |
9,920.3 |
9,927.7 |
|