| 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 |
2,017.00 |
2,031.25 |
14.25 |
0.7% |
2,009.50 |
| High |
2,036.75 |
2,042.75 |
6.00 |
0.3% |
2,042.75 |
| Low |
2,005.75 |
2,027.00 |
21.25 |
1.1% |
1,995.00 |
| Close |
2,030.25 |
2,037.50 |
7.25 |
0.4% |
2,037.50 |
| Range |
31.00 |
15.75 |
-15.25 |
-49.2% |
47.75 |
| ATR |
29.98 |
28.97 |
-1.02 |
-3.4% |
0.00 |
| Volume |
2,136,877 |
1,775,664 |
-361,213 |
-16.9% |
9,518,941 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,083.00 |
2,076.00 |
2,046.25 |
|
| R3 |
2,067.25 |
2,060.25 |
2,041.75 |
|
| R2 |
2,051.50 |
2,051.50 |
2,040.50 |
|
| R1 |
2,044.50 |
2,044.50 |
2,039.00 |
2,048.00 |
| PP |
2,035.75 |
2,035.75 |
2,035.75 |
2,037.50 |
| S1 |
2,028.75 |
2,028.75 |
2,036.00 |
2,032.25 |
| S2 |
2,020.00 |
2,020.00 |
2,034.50 |
|
| S3 |
2,004.25 |
2,013.00 |
2,033.25 |
|
| S4 |
1,988.50 |
1,997.25 |
2,028.75 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.25 |
2,150.75 |
2,063.75 |
|
| R3 |
2,120.50 |
2,103.00 |
2,050.75 |
|
| R2 |
2,072.75 |
2,072.75 |
2,046.25 |
|
| R1 |
2,055.25 |
2,055.25 |
2,042.00 |
2,064.00 |
| PP |
2,025.00 |
2,025.00 |
2,025.00 |
2,029.50 |
| S1 |
2,007.50 |
2,007.50 |
2,033.00 |
2,016.25 |
| S2 |
1,977.25 |
1,977.25 |
2,028.75 |
|
| S3 |
1,929.50 |
1,959.75 |
2,024.25 |
|
| S4 |
1,881.75 |
1,912.00 |
2,011.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,042.75 |
1,995.00 |
47.75 |
2.3% |
20.00 |
1.0% |
89% |
True |
False |
1,903,788 |
| 10 |
2,042.75 |
1,958.00 |
84.75 |
4.2% |
23.75 |
1.2% |
94% |
True |
False |
1,292,930 |
| 20 |
2,042.75 |
1,877.25 |
165.50 |
8.1% |
27.25 |
1.3% |
97% |
True |
False |
657,263 |
| 40 |
2,042.75 |
1,794.50 |
248.25 |
12.2% |
34.00 |
1.7% |
98% |
True |
False |
332,721 |
| 60 |
2,068.00 |
1,794.50 |
273.50 |
13.4% |
36.75 |
1.8% |
89% |
False |
False |
223,024 |
| 80 |
2,090.50 |
1,794.50 |
296.00 |
14.5% |
35.25 |
1.7% |
82% |
False |
False |
167,395 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
14.8% |
33.00 |
1.6% |
81% |
False |
False |
134,003 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.8% |
32.25 |
1.6% |
81% |
False |
False |
111,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,109.75 |
|
2.618 |
2,084.00 |
|
1.618 |
2,068.25 |
|
1.000 |
2,058.50 |
|
0.618 |
2,052.50 |
|
HIGH |
2,042.75 |
|
0.618 |
2,036.75 |
|
0.500 |
2,035.00 |
|
0.382 |
2,033.00 |
|
LOW |
2,027.00 |
|
0.618 |
2,017.25 |
|
1.000 |
2,011.25 |
|
1.618 |
2,001.50 |
|
2.618 |
1,985.75 |
|
4.250 |
1,960.00 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,036.50 |
2,031.50 |
| PP |
2,035.75 |
2,025.75 |
| S1 |
2,035.00 |
2,020.00 |
|