| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
16,720 |
16,855 |
135 |
0.8% |
17,180 |
| High |
16,840 |
17,050 |
210 |
1.2% |
17,270 |
| Low |
16,580 |
16,730 |
150 |
0.9% |
16,510 |
| Close |
16,815 |
16,990 |
175 |
1.0% |
16,715 |
| Range |
260 |
320 |
60 |
23.1% |
760 |
| ATR |
408 |
402 |
-6 |
-1.5% |
0 |
| Volume |
7,070 |
15,272 |
8,202 |
116.0% |
68,643 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,883 |
17,757 |
17,166 |
|
| R3 |
17,563 |
17,437 |
17,078 |
|
| R2 |
17,243 |
17,243 |
17,049 |
|
| R1 |
17,117 |
17,117 |
17,019 |
17,180 |
| PP |
16,923 |
16,923 |
16,923 |
16,955 |
| S1 |
16,797 |
16,797 |
16,961 |
16,860 |
| S2 |
16,603 |
16,603 |
16,931 |
|
| S3 |
16,283 |
16,477 |
16,902 |
|
| S4 |
15,963 |
16,157 |
16,814 |
|
|
| 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 |
17,195 |
16,510 |
685 |
4.0% |
371 |
2.2% |
70% |
False |
False |
14,441 |
| 10 |
17,270 |
16,415 |
855 |
5.0% |
416 |
2.4% |
67% |
False |
False |
14,068 |
| 20 |
17,270 |
15,535 |
1,735 |
10.2% |
399 |
2.3% |
84% |
False |
False |
9,098 |
| 40 |
17,870 |
14,820 |
3,050 |
18.0% |
367 |
2.2% |
71% |
False |
False |
4,591 |
| 60 |
19,105 |
14,820 |
4,285 |
25.2% |
329 |
1.9% |
51% |
False |
False |
3,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,410 |
|
2.618 |
17,888 |
|
1.618 |
17,568 |
|
1.000 |
17,370 |
|
0.618 |
17,248 |
|
HIGH |
17,050 |
|
0.618 |
16,928 |
|
0.500 |
16,890 |
|
0.382 |
16,852 |
|
LOW |
16,730 |
|
0.618 |
16,532 |
|
1.000 |
16,410 |
|
1.618 |
16,212 |
|
2.618 |
15,892 |
|
4.250 |
15,370 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,957 |
16,920 |
| PP |
16,923 |
16,850 |
| S1 |
16,890 |
16,780 |
|