| 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 |
16,890 |
16,820 |
-70 |
-0.4% |
17,180 |
| High |
17,195 |
16,880 |
-315 |
-1.8% |
17,270 |
| Low |
16,515 |
16,510 |
-5 |
0.0% |
16,510 |
| Close |
16,770 |
16,715 |
-55 |
-0.3% |
16,715 |
| Range |
680 |
370 |
-310 |
-45.6% |
760 |
| ATR |
423 |
419 |
-4 |
-0.9% |
0 |
| Volume |
17,283 |
16,685 |
-598 |
-3.5% |
68,643 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,812 |
17,633 |
16,919 |
|
| R3 |
17,442 |
17,263 |
16,817 |
|
| R2 |
17,072 |
17,072 |
16,783 |
|
| R1 |
16,893 |
16,893 |
16,749 |
16,798 |
| PP |
16,702 |
16,702 |
16,702 |
16,654 |
| S1 |
16,523 |
16,523 |
16,681 |
16,428 |
| S2 |
16,332 |
16,332 |
16,647 |
|
| S3 |
15,962 |
16,153 |
16,613 |
|
| S4 |
15,592 |
15,783 |
16,512 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,112 |
18,673 |
17,133 |
|
| R3 |
18,352 |
17,913 |
16,924 |
|
| R2 |
17,592 |
17,592 |
16,854 |
|
| R1 |
17,153 |
17,153 |
16,785 |
16,993 |
| PP |
16,832 |
16,832 |
16,832 |
16,751 |
| S1 |
16,393 |
16,393 |
16,645 |
16,233 |
| S2 |
16,072 |
16,072 |
16,576 |
|
| S3 |
15,312 |
15,633 |
16,506 |
|
| S4 |
14,552 |
14,873 |
16,297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,270 |
16,510 |
760 |
4.5% |
373 |
2.2% |
27% |
False |
True |
13,728 |
| 10 |
17,270 |
16,415 |
855 |
5.1% |
424 |
2.5% |
35% |
False |
False |
15,617 |
| 20 |
17,270 |
15,535 |
1,735 |
10.4% |
397 |
2.4% |
68% |
False |
False |
8,002 |
| 40 |
17,870 |
14,820 |
3,050 |
18.2% |
372 |
2.2% |
62% |
False |
False |
4,033 |
| 60 |
19,105 |
14,820 |
4,285 |
25.6% |
320 |
1.9% |
44% |
False |
False |
2,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,453 |
|
2.618 |
17,849 |
|
1.618 |
17,479 |
|
1.000 |
17,250 |
|
0.618 |
17,109 |
|
HIGH |
16,880 |
|
0.618 |
16,739 |
|
0.500 |
16,695 |
|
0.382 |
16,651 |
|
LOW |
16,510 |
|
0.618 |
16,281 |
|
1.000 |
16,140 |
|
1.618 |
15,911 |
|
2.618 |
15,541 |
|
4.250 |
14,938 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,708 |
16,853 |
| PP |
16,702 |
16,807 |
| S1 |
16,695 |
16,761 |
|