| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
17,217.15 |
17,249.34 |
32.19 |
0.2% |
16,991.29 |
| High |
17,251.70 |
17,379.18 |
127.48 |
0.7% |
17,220.09 |
| Low |
17,120.35 |
17,204.07 |
83.72 |
0.5% |
16,821.86 |
| Close |
17,251.53 |
17,325.76 |
74.23 |
0.4% |
17,213.31 |
| Range |
131.35 |
175.11 |
43.76 |
33.3% |
398.23 |
| ATR |
215.42 |
212.54 |
-2.88 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,828.33 |
17,752.16 |
17,422.07 |
|
| R3 |
17,653.22 |
17,577.05 |
17,373.92 |
|
| R2 |
17,478.11 |
17,478.11 |
17,357.86 |
|
| R1 |
17,401.94 |
17,401.94 |
17,341.81 |
17,440.03 |
| PP |
17,303.00 |
17,303.00 |
17,303.00 |
17,322.05 |
| S1 |
17,226.83 |
17,226.83 |
17,309.71 |
17,264.92 |
| S2 |
17,127.89 |
17,127.89 |
17,293.66 |
|
| S3 |
16,952.78 |
17,051.72 |
17,277.60 |
|
| S4 |
16,777.67 |
16,876.61 |
17,229.45 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,279.78 |
18,144.77 |
17,432.34 |
|
| R3 |
17,881.55 |
17,746.54 |
17,322.82 |
|
| R2 |
17,483.32 |
17,483.32 |
17,286.32 |
|
| R1 |
17,348.31 |
17,348.31 |
17,249.81 |
17,415.82 |
| PP |
17,085.09 |
17,085.09 |
17,085.09 |
17,118.84 |
| S1 |
16,950.08 |
16,950.08 |
17,176.81 |
17,017.59 |
| S2 |
16,686.86 |
16,686.86 |
17,140.30 |
|
| S3 |
16,288.63 |
16,551.85 |
17,103.80 |
|
| S4 |
15,890.40 |
16,153.62 |
16,994.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,379.18 |
16,821.86 |
557.32 |
3.2% |
186.74 |
1.1% |
90% |
True |
False |
|
| 10 |
17,379.18 |
16,820.73 |
558.45 |
3.2% |
163.15 |
0.9% |
90% |
True |
False |
|
| 20 |
17,379.18 |
16,165.86 |
1,213.32 |
7.0% |
188.12 |
1.1% |
96% |
True |
False |
|
| 40 |
17,379.18 |
15,450.56 |
1,928.62 |
11.1% |
245.25 |
1.4% |
97% |
True |
False |
|
| 60 |
17,750.02 |
15,450.56 |
2,299.46 |
13.3% |
254.17 |
1.5% |
82% |
False |
False |
|
| 80 |
17,914.34 |
15,450.56 |
2,463.78 |
14.2% |
245.81 |
1.4% |
76% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.6% |
231.49 |
1.3% |
74% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.6% |
226.65 |
1.3% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,123.40 |
|
2.618 |
17,837.62 |
|
1.618 |
17,662.51 |
|
1.000 |
17,554.29 |
|
0.618 |
17,487.40 |
|
HIGH |
17,379.18 |
|
0.618 |
17,312.29 |
|
0.500 |
17,291.63 |
|
0.382 |
17,270.96 |
|
LOW |
17,204.07 |
|
0.618 |
17,095.85 |
|
1.000 |
17,028.96 |
|
1.618 |
16,920.74 |
|
2.618 |
16,745.63 |
|
4.250 |
16,459.85 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,314.38 |
17,300.43 |
| PP |
17,303.00 |
17,275.10 |
| S1 |
17,291.63 |
17,249.77 |
|