| 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 |
2,957.0 |
2,940.0 |
-17.0 |
-0.6% |
3,020.0 |
| High |
3,000.0 |
2,962.0 |
-38.0 |
-1.3% |
3,020.0 |
| Low |
2,943.0 |
2,910.0 |
-33.0 |
-1.1% |
2,912.0 |
| Close |
2,959.0 |
2,958.0 |
-1.0 |
0.0% |
2,971.0 |
| Range |
57.0 |
52.0 |
-5.0 |
-8.8% |
108.0 |
| ATR |
53.8 |
53.7 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,168 |
5,208 |
4,040 |
345.9% |
135,152 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,099.3 |
3,080.7 |
2,986.6 |
|
| R3 |
3,047.3 |
3,028.7 |
2,972.3 |
|
| R2 |
2,995.3 |
2,995.3 |
2,967.5 |
|
| R1 |
2,976.7 |
2,976.7 |
2,962.8 |
2,986.0 |
| PP |
2,943.3 |
2,943.3 |
2,943.3 |
2,948.0 |
| S1 |
2,924.7 |
2,924.7 |
2,953.2 |
2,934.0 |
| S2 |
2,891.3 |
2,891.3 |
2,948.5 |
|
| S3 |
2,839.3 |
2,872.7 |
2,943.7 |
|
| S4 |
2,787.3 |
2,820.7 |
2,929.4 |
|
|
| 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 |
2,910.0 |
90.0 |
3.0% |
44.4 |
1.5% |
53% |
False |
True |
28,131 |
| 10 |
3,034.0 |
2,850.0 |
184.0 |
6.2% |
51.5 |
1.7% |
59% |
False |
False |
14,190 |
| 20 |
3,034.0 |
2,726.0 |
308.0 |
10.4% |
36.4 |
1.2% |
75% |
False |
False |
12,626 |
| 40 |
3,034.0 |
2,603.0 |
431.0 |
14.6% |
29.5 |
1.0% |
82% |
False |
False |
6,460 |
| 60 |
3,218.0 |
2,603.0 |
615.0 |
20.8% |
30.2 |
1.0% |
58% |
False |
False |
4,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,183.0 |
|
2.618 |
3,098.1 |
|
1.618 |
3,046.1 |
|
1.000 |
3,014.0 |
|
0.618 |
2,994.1 |
|
HIGH |
2,962.0 |
|
0.618 |
2,942.1 |
|
0.500 |
2,936.0 |
|
0.382 |
2,929.9 |
|
LOW |
2,910.0 |
|
0.618 |
2,877.9 |
|
1.000 |
2,858.0 |
|
1.618 |
2,825.9 |
|
2.618 |
2,773.9 |
|
4.250 |
2,689.0 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,950.7 |
2,957.0 |
| PP |
2,943.3 |
2,956.0 |
| S1 |
2,936.0 |
2,955.0 |
|