| 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 |
17,481.49 |
17,589.70 |
108.21 |
0.6% |
17,207.49 |
| High |
17,620.58 |
17,644.97 |
24.39 |
0.1% |
17,620.58 |
| Low |
17,481.49 |
17,551.28 |
69.79 |
0.4% |
17,120.35 |
| Close |
17,602.30 |
17,623.87 |
21.57 |
0.1% |
17,602.30 |
| Range |
139.09 |
93.69 |
-45.40 |
-32.6% |
500.23 |
| ATR |
208.54 |
200.34 |
-8.20 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,887.78 |
17,849.51 |
17,675.40 |
|
| R3 |
17,794.09 |
17,755.82 |
17,649.63 |
|
| R2 |
17,700.40 |
17,700.40 |
17,641.05 |
|
| R1 |
17,662.13 |
17,662.13 |
17,632.46 |
17,681.27 |
| PP |
17,606.71 |
17,606.71 |
17,606.71 |
17,616.27 |
| S1 |
17,568.44 |
17,568.44 |
17,615.28 |
17,587.58 |
| S2 |
17,513.02 |
17,513.02 |
17,606.69 |
|
| S3 |
17,419.33 |
17,474.75 |
17,598.11 |
|
| S4 |
17,325.64 |
17,381.06 |
17,572.34 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,948.43 |
18,775.60 |
17,877.43 |
|
| R3 |
18,448.20 |
18,275.37 |
17,739.86 |
|
| R2 |
17,947.97 |
17,947.97 |
17,694.01 |
|
| R1 |
17,775.14 |
17,775.14 |
17,648.15 |
17,861.56 |
| PP |
17,447.74 |
17,447.74 |
17,447.74 |
17,490.95 |
| S1 |
17,274.91 |
17,274.91 |
17,556.45 |
17,361.33 |
| S2 |
16,947.51 |
16,947.51 |
17,510.59 |
|
| S3 |
16,447.28 |
16,774.68 |
17,464.74 |
|
| S4 |
15,947.05 |
16,274.45 |
17,327.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,644.97 |
17,120.35 |
524.62 |
3.0% |
154.12 |
0.9% |
96% |
True |
False |
|
| 10 |
17,644.97 |
16,821.86 |
823.11 |
4.7% |
164.97 |
0.9% |
97% |
True |
False |
|
| 20 |
17,644.97 |
16,165.86 |
1,479.11 |
8.4% |
186.25 |
1.1% |
99% |
True |
False |
|
| 40 |
17,644.97 |
15,503.01 |
2,141.96 |
12.2% |
229.64 |
1.3% |
99% |
True |
False |
|
| 60 |
17,750.02 |
15,450.56 |
2,299.46 |
13.0% |
249.64 |
1.4% |
95% |
False |
False |
|
| 80 |
17,901.58 |
15,450.56 |
2,451.02 |
13.9% |
246.74 |
1.4% |
89% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.3% |
230.77 |
1.3% |
86% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.3% |
223.58 |
1.3% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,043.15 |
|
2.618 |
17,890.25 |
|
1.618 |
17,796.56 |
|
1.000 |
17,738.66 |
|
0.618 |
17,702.87 |
|
HIGH |
17,644.97 |
|
0.618 |
17,609.18 |
|
0.500 |
17,598.13 |
|
0.382 |
17,587.07 |
|
LOW |
17,551.28 |
|
0.618 |
17,493.38 |
|
1.000 |
17,457.59 |
|
1.618 |
17,399.69 |
|
2.618 |
17,306.00 |
|
4.250 |
17,153.10 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,615.29 |
17,573.02 |
| PP |
17,606.71 |
17,522.16 |
| S1 |
17,598.13 |
17,471.31 |
|