| 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 |
2,940.0 |
2,963.0 |
23.0 |
0.8% |
3,020.0 |
| High |
2,962.0 |
2,987.0 |
25.0 |
0.8% |
3,020.0 |
| Low |
2,910.0 |
2,940.0 |
30.0 |
1.0% |
2,912.0 |
| Close |
2,958.0 |
2,956.0 |
-2.0 |
-0.1% |
2,971.0 |
| Range |
52.0 |
47.0 |
-5.0 |
-9.6% |
108.0 |
| ATR |
53.7 |
53.2 |
-0.5 |
-0.9% |
0.0 |
| Volume |
5,208 |
43,788 |
38,580 |
740.8% |
135,152 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,102.0 |
3,076.0 |
2,981.9 |
|
| R3 |
3,055.0 |
3,029.0 |
2,968.9 |
|
| R2 |
3,008.0 |
3,008.0 |
2,964.6 |
|
| R1 |
2,982.0 |
2,982.0 |
2,960.3 |
2,971.5 |
| PP |
2,961.0 |
2,961.0 |
2,961.0 |
2,955.8 |
| S1 |
2,935.0 |
2,935.0 |
2,951.7 |
2,924.5 |
| S2 |
2,914.0 |
2,914.0 |
2,947.4 |
|
| S3 |
2,867.0 |
2,888.0 |
2,943.1 |
|
| S4 |
2,820.0 |
2,841.0 |
2,930.2 |
|
|
| 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% |
47.8 |
1.6% |
51% |
False |
False |
34,809 |
| 10 |
3,034.0 |
2,850.0 |
184.0 |
6.2% |
53.0 |
1.8% |
58% |
False |
False |
18,545 |
| 20 |
3,034.0 |
2,761.0 |
273.0 |
9.2% |
38.3 |
1.3% |
71% |
False |
False |
14,809 |
| 40 |
3,034.0 |
2,603.0 |
431.0 |
14.6% |
29.7 |
1.0% |
82% |
False |
False |
7,555 |
| 60 |
3,218.0 |
2,603.0 |
615.0 |
20.8% |
30.4 |
1.0% |
57% |
False |
False |
5,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,186.8 |
|
2.618 |
3,110.0 |
|
1.618 |
3,063.0 |
|
1.000 |
3,034.0 |
|
0.618 |
3,016.0 |
|
HIGH |
2,987.0 |
|
0.618 |
2,969.0 |
|
0.500 |
2,963.5 |
|
0.382 |
2,958.0 |
|
LOW |
2,940.0 |
|
0.618 |
2,911.0 |
|
1.000 |
2,893.0 |
|
1.618 |
2,864.0 |
|
2.618 |
2,817.0 |
|
4.250 |
2,740.3 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,963.5 |
2,955.7 |
| PP |
2,961.0 |
2,955.3 |
| S1 |
2,958.5 |
2,955.0 |
|