| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
17,249.34 |
17,321.38 |
72.04 |
0.4% |
16,991.29 |
| High |
17,379.18 |
17,529.01 |
149.83 |
0.9% |
17,220.09 |
| Low |
17,204.07 |
17,297.65 |
93.58 |
0.5% |
16,821.86 |
| Close |
17,325.76 |
17,481.49 |
155.73 |
0.9% |
17,213.31 |
| Range |
175.11 |
231.36 |
56.25 |
32.1% |
398.23 |
| ATR |
212.54 |
213.88 |
1.34 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,130.13 |
18,037.17 |
17,608.74 |
|
| R3 |
17,898.77 |
17,805.81 |
17,545.11 |
|
| R2 |
17,667.41 |
17,667.41 |
17,523.91 |
|
| R1 |
17,574.45 |
17,574.45 |
17,502.70 |
17,620.93 |
| PP |
17,436.05 |
17,436.05 |
17,436.05 |
17,459.29 |
| S1 |
17,343.09 |
17,343.09 |
17,460.28 |
17,389.57 |
| S2 |
17,204.69 |
17,204.69 |
17,439.07 |
|
| S3 |
16,973.33 |
17,111.73 |
17,417.87 |
|
| S4 |
16,741.97 |
16,880.37 |
17,354.24 |
|
|
| 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 |
17,529.01 |
17,014.99 |
514.02 |
2.9% |
171.37 |
1.0% |
91% |
True |
False |
|
| 10 |
17,529.01 |
16,821.86 |
707.15 |
4.0% |
173.92 |
1.0% |
93% |
True |
False |
|
| 20 |
17,529.01 |
16,165.86 |
1,363.15 |
7.8% |
193.62 |
1.1% |
97% |
True |
False |
|
| 40 |
17,529.01 |
15,503.01 |
2,026.00 |
11.6% |
237.56 |
1.4% |
98% |
True |
False |
|
| 60 |
17,750.02 |
15,450.56 |
2,299.46 |
13.2% |
251.82 |
1.4% |
88% |
False |
False |
|
| 80 |
17,914.34 |
15,450.56 |
2,463.78 |
14.1% |
247.56 |
1.4% |
82% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.5% |
230.56 |
1.3% |
80% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.5% |
226.57 |
1.3% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,512.29 |
|
2.618 |
18,134.71 |
|
1.618 |
17,903.35 |
|
1.000 |
17,760.37 |
|
0.618 |
17,671.99 |
|
HIGH |
17,529.01 |
|
0.618 |
17,440.63 |
|
0.500 |
17,413.33 |
|
0.382 |
17,386.03 |
|
LOW |
17,297.65 |
|
0.618 |
17,154.67 |
|
1.000 |
17,066.29 |
|
1.618 |
16,923.31 |
|
2.618 |
16,691.95 |
|
4.250 |
16,314.37 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,458.77 |
17,429.22 |
| PP |
17,436.05 |
17,376.95 |
| S1 |
17,413.33 |
17,324.68 |
|