| 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 |
2,924.0 |
2,952.0 |
28.0 |
1.0% |
3,020.0 |
| High |
2,956.0 |
2,973.0 |
17.0 |
0.6% |
3,020.0 |
| Low |
2,912.0 |
2,934.0 |
22.0 |
0.8% |
2,912.0 |
| Close |
2,945.0 |
2,971.0 |
26.0 |
0.9% |
2,971.0 |
| Range |
44.0 |
39.0 |
-5.0 |
-11.4% |
108.0 |
| ATR |
54.7 |
53.5 |
-1.1 |
-2.0% |
0.0 |
| Volume |
33,301 |
90,580 |
57,279 |
172.0% |
135,152 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,076.3 |
3,062.7 |
2,992.5 |
|
| R3 |
3,037.3 |
3,023.7 |
2,981.7 |
|
| R2 |
2,998.3 |
2,998.3 |
2,978.2 |
|
| R1 |
2,984.7 |
2,984.7 |
2,974.6 |
2,991.5 |
| PP |
2,959.3 |
2,959.3 |
2,959.3 |
2,962.8 |
| S1 |
2,945.7 |
2,945.7 |
2,967.4 |
2,952.5 |
| S2 |
2,920.3 |
2,920.3 |
2,963.9 |
|
| S3 |
2,881.3 |
2,906.7 |
2,960.3 |
|
| S4 |
2,842.3 |
2,867.7 |
2,949.6 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,291.7 |
3,239.3 |
3,030.4 |
|
| R3 |
3,183.7 |
3,131.3 |
3,000.7 |
|
| R2 |
3,075.7 |
3,075.7 |
2,990.8 |
|
| R1 |
3,023.3 |
3,023.3 |
2,980.9 |
2,995.5 |
| PP |
2,967.7 |
2,967.7 |
2,967.7 |
2,953.8 |
| S1 |
2,915.3 |
2,915.3 |
2,961.1 |
2,887.5 |
| S2 |
2,859.7 |
2,859.7 |
2,951.2 |
|
| S3 |
2,751.7 |
2,807.3 |
2,941.3 |
|
| S4 |
2,643.7 |
2,699.3 |
2,911.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,020.0 |
2,912.0 |
108.0 |
3.6% |
28.8 |
1.0% |
55% |
False |
False |
27,030 |
| 10 |
3,034.0 |
2,850.0 |
184.0 |
6.2% |
42.6 |
1.4% |
66% |
False |
False |
17,730 |
| 20 |
3,034.0 |
2,726.0 |
308.0 |
10.4% |
34.0 |
1.1% |
80% |
False |
False |
12,307 |
| 40 |
3,034.0 |
2,603.0 |
431.0 |
14.5% |
28.5 |
1.0% |
85% |
False |
False |
6,301 |
| 60 |
3,218.0 |
2,603.0 |
615.0 |
20.7% |
28.4 |
1.0% |
60% |
False |
False |
4,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,138.8 |
|
2.618 |
3,075.1 |
|
1.618 |
3,036.1 |
|
1.000 |
3,012.0 |
|
0.618 |
2,997.1 |
|
HIGH |
2,973.0 |
|
0.618 |
2,958.1 |
|
0.500 |
2,953.5 |
|
0.382 |
2,948.9 |
|
LOW |
2,934.0 |
|
0.618 |
2,909.9 |
|
1.000 |
2,895.0 |
|
1.618 |
2,870.9 |
|
2.618 |
2,831.9 |
|
4.250 |
2,768.3 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,965.2 |
2,965.3 |
| PP |
2,959.3 |
2,959.7 |
| S1 |
2,953.5 |
2,954.0 |
|