| 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 |
2,952.0 |
2,957.0 |
5.0 |
0.2% |
3,020.0 |
| High |
2,973.0 |
3,000.0 |
27.0 |
0.9% |
3,020.0 |
| Low |
2,934.0 |
2,943.0 |
9.0 |
0.3% |
2,912.0 |
| Close |
2,971.0 |
2,959.0 |
-12.0 |
-0.4% |
2,971.0 |
| Range |
39.0 |
57.0 |
18.0 |
46.2% |
108.0 |
| ATR |
53.5 |
53.8 |
0.2 |
0.5% |
0.0 |
| Volume |
90,580 |
1,168 |
-89,412 |
-98.7% |
135,152 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,138.3 |
3,105.7 |
2,990.4 |
|
| R3 |
3,081.3 |
3,048.7 |
2,974.7 |
|
| R2 |
3,024.3 |
3,024.3 |
2,969.5 |
|
| R1 |
2,991.7 |
2,991.7 |
2,964.2 |
3,008.0 |
| PP |
2,967.3 |
2,967.3 |
2,967.3 |
2,975.5 |
| S1 |
2,934.7 |
2,934.7 |
2,953.8 |
2,951.0 |
| S2 |
2,910.3 |
2,910.3 |
2,948.6 |
|
| S3 |
2,853.3 |
2,877.7 |
2,943.3 |
|
| S4 |
2,796.3 |
2,820.7 |
2,927.7 |
|
|
| 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 |
3,000.0 |
2,912.0 |
88.0 |
3.0% |
35.4 |
1.2% |
53% |
True |
False |
27,185 |
| 10 |
3,034.0 |
2,850.0 |
184.0 |
6.2% |
47.8 |
1.6% |
59% |
False |
False |
17,847 |
| 20 |
3,034.0 |
2,726.0 |
308.0 |
10.4% |
34.9 |
1.2% |
76% |
False |
False |
12,365 |
| 40 |
3,034.0 |
2,603.0 |
431.0 |
14.6% |
29.9 |
1.0% |
83% |
False |
False |
6,330 |
| 60 |
3,218.0 |
2,603.0 |
615.0 |
20.8% |
29.3 |
1.0% |
58% |
False |
False |
4,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,242.3 |
|
2.618 |
3,149.2 |
|
1.618 |
3,092.2 |
|
1.000 |
3,057.0 |
|
0.618 |
3,035.2 |
|
HIGH |
3,000.0 |
|
0.618 |
2,978.2 |
|
0.500 |
2,971.5 |
|
0.382 |
2,964.8 |
|
LOW |
2,943.0 |
|
0.618 |
2,907.8 |
|
1.000 |
2,886.0 |
|
1.618 |
2,850.8 |
|
2.618 |
2,793.8 |
|
4.250 |
2,700.8 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,971.5 |
2,958.0 |
| PP |
2,967.3 |
2,957.0 |
| S1 |
2,963.2 |
2,956.0 |
|