| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
16,855 |
16,985 |
130 |
0.8% |
17,180 |
| High |
17,050 |
17,070 |
20 |
0.1% |
17,270 |
| Low |
16,730 |
16,810 |
80 |
0.5% |
16,510 |
| Close |
16,990 |
16,850 |
-140 |
-0.8% |
16,715 |
| Range |
320 |
260 |
-60 |
-18.8% |
760 |
| ATR |
402 |
392 |
-10 |
-2.5% |
0 |
| Volume |
15,272 |
10,088 |
-5,184 |
-33.9% |
68,643 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,690 |
17,530 |
16,993 |
|
| R3 |
17,430 |
17,270 |
16,922 |
|
| R2 |
17,170 |
17,170 |
16,898 |
|
| R1 |
17,010 |
17,010 |
16,874 |
16,960 |
| PP |
16,910 |
16,910 |
16,910 |
16,885 |
| S1 |
16,750 |
16,750 |
16,826 |
16,700 |
| S2 |
16,650 |
16,650 |
16,802 |
|
| S3 |
16,390 |
16,490 |
16,779 |
|
| S4 |
16,130 |
16,230 |
16,707 |
|
|
| 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 |
4.1% |
378 |
2.2% |
50% |
False |
False |
13,279 |
| 10 |
17,270 |
16,415 |
855 |
5.1% |
408 |
2.4% |
51% |
False |
False |
13,811 |
| 20 |
17,270 |
15,850 |
1,420 |
8.4% |
388 |
2.3% |
70% |
False |
False |
9,599 |
| 40 |
17,870 |
14,820 |
3,050 |
18.1% |
360 |
2.1% |
67% |
False |
False |
4,843 |
| 60 |
19,105 |
14,820 |
4,285 |
25.4% |
334 |
2.0% |
47% |
False |
False |
3,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,175 |
|
2.618 |
17,751 |
|
1.618 |
17,491 |
|
1.000 |
17,330 |
|
0.618 |
17,231 |
|
HIGH |
17,070 |
|
0.618 |
16,971 |
|
0.500 |
16,940 |
|
0.382 |
16,909 |
|
LOW |
16,810 |
|
0.618 |
16,649 |
|
1.000 |
16,550 |
|
1.618 |
16,389 |
|
2.618 |
16,129 |
|
4.250 |
15,705 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,940 |
16,842 |
| PP |
16,910 |
16,833 |
| S1 |
16,880 |
16,825 |
|