| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
16,985 |
16,850 |
-135 |
-0.8% |
17,180 |
| High |
17,070 |
16,970 |
-100 |
-0.6% |
17,270 |
| Low |
16,810 |
16,645 |
-165 |
-1.0% |
16,510 |
| Close |
16,850 |
16,835 |
-15 |
-0.1% |
16,715 |
| Range |
260 |
325 |
65 |
25.0% |
760 |
| ATR |
392 |
387 |
-5 |
-1.2% |
0 |
| Volume |
10,088 |
9,772 |
-316 |
-3.1% |
68,643 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,792 |
17,638 |
17,014 |
|
| R3 |
17,467 |
17,313 |
16,925 |
|
| R2 |
17,142 |
17,142 |
16,895 |
|
| R1 |
16,988 |
16,988 |
16,865 |
16,903 |
| PP |
16,817 |
16,817 |
16,817 |
16,774 |
| S1 |
16,663 |
16,663 |
16,805 |
16,578 |
| S2 |
16,492 |
16,492 |
16,776 |
|
| S3 |
16,167 |
16,338 |
16,746 |
|
| S4 |
15,842 |
16,013 |
16,656 |
|
|
| 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 |
17,070 |
16,510 |
560 |
3.3% |
307 |
1.8% |
58% |
False |
False |
11,777 |
| 10 |
17,270 |
16,505 |
765 |
4.5% |
369 |
2.2% |
43% |
False |
False |
12,451 |
| 20 |
17,270 |
15,850 |
1,420 |
8.4% |
392 |
2.3% |
69% |
False |
False |
10,079 |
| 40 |
17,870 |
14,820 |
3,050 |
18.1% |
360 |
2.1% |
66% |
False |
False |
5,087 |
| 60 |
19,105 |
14,820 |
4,285 |
25.5% |
339 |
2.0% |
47% |
False |
False |
3,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,351 |
|
2.618 |
17,821 |
|
1.618 |
17,496 |
|
1.000 |
17,295 |
|
0.618 |
17,171 |
|
HIGH |
16,970 |
|
0.618 |
16,846 |
|
0.500 |
16,808 |
|
0.382 |
16,769 |
|
LOW |
16,645 |
|
0.618 |
16,444 |
|
1.000 |
16,320 |
|
1.618 |
16,119 |
|
2.618 |
15,794 |
|
4.250 |
15,264 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,826 |
16,858 |
| PP |
16,817 |
16,850 |
| S1 |
16,808 |
16,843 |
|