| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
16,820 |
16,720 |
-100 |
-0.6% |
17,180 |
| High |
16,880 |
16,840 |
-40 |
-0.2% |
17,270 |
| Low |
16,510 |
16,580 |
70 |
0.4% |
16,510 |
| Close |
16,715 |
16,815 |
100 |
0.6% |
16,715 |
| Range |
370 |
260 |
-110 |
-29.7% |
760 |
| ATR |
419 |
408 |
-11 |
-2.7% |
0 |
| Volume |
16,685 |
7,070 |
-9,615 |
-57.6% |
68,643 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,525 |
17,430 |
16,958 |
|
| R3 |
17,265 |
17,170 |
16,887 |
|
| R2 |
17,005 |
17,005 |
16,863 |
|
| R1 |
16,910 |
16,910 |
16,839 |
16,958 |
| PP |
16,745 |
16,745 |
16,745 |
16,769 |
| S1 |
16,650 |
16,650 |
16,791 |
16,698 |
| S2 |
16,485 |
16,485 |
16,767 |
|
| S3 |
16,225 |
16,390 |
16,744 |
|
| S4 |
15,965 |
16,130 |
16,672 |
|
|
| 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 |
17,255 |
16,510 |
745 |
4.4% |
392 |
2.3% |
41% |
False |
False |
13,663 |
| 10 |
17,270 |
16,415 |
855 |
5.1% |
419 |
2.5% |
47% |
False |
False |
13,638 |
| 20 |
17,270 |
15,535 |
1,735 |
10.3% |
397 |
2.4% |
74% |
False |
False |
8,355 |
| 40 |
17,870 |
14,820 |
3,050 |
18.1% |
367 |
2.2% |
65% |
False |
False |
4,209 |
| 60 |
19,105 |
14,820 |
4,285 |
25.5% |
324 |
1.9% |
47% |
False |
False |
2,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,945 |
|
2.618 |
17,521 |
|
1.618 |
17,261 |
|
1.000 |
17,100 |
|
0.618 |
17,001 |
|
HIGH |
16,840 |
|
0.618 |
16,741 |
|
0.500 |
16,710 |
|
0.382 |
16,679 |
|
LOW |
16,580 |
|
0.618 |
16,419 |
|
1.000 |
16,320 |
|
1.618 |
16,159 |
|
2.618 |
15,899 |
|
4.250 |
15,475 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,780 |
16,853 |
| PP |
16,745 |
16,840 |
| S1 |
16,710 |
16,828 |
|