| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
17,588.81 |
17,485.33 |
-103.48 |
-0.6% |
17,207.49 |
| High |
17,588.81 |
17,517.14 |
-71.67 |
-0.4% |
17,620.58 |
| Low |
17,486.27 |
17,399.01 |
-87.26 |
-0.5% |
17,120.35 |
| Close |
17,502.59 |
17,515.73 |
13.14 |
0.1% |
17,602.30 |
| Range |
102.54 |
118.13 |
15.59 |
15.2% |
500.23 |
| ATR |
187.26 |
182.32 |
-4.94 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,831.68 |
17,791.84 |
17,580.70 |
|
| R3 |
17,713.55 |
17,673.71 |
17,548.22 |
|
| R2 |
17,595.42 |
17,595.42 |
17,537.39 |
|
| R1 |
17,555.58 |
17,555.58 |
17,526.56 |
17,575.50 |
| PP |
17,477.29 |
17,477.29 |
17,477.29 |
17,487.26 |
| S1 |
17,437.45 |
17,437.45 |
17,504.90 |
17,457.37 |
| S2 |
17,359.16 |
17,359.16 |
17,494.07 |
|
| S3 |
17,241.03 |
17,319.32 |
17,483.24 |
|
| S4 |
17,122.90 |
17,201.19 |
17,450.76 |
|
|
| 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 |
17,648.94 |
17,399.01 |
249.93 |
1.4% |
112.39 |
0.6% |
47% |
False |
True |
|
| 10 |
17,648.94 |
17,014.99 |
633.95 |
3.6% |
141.88 |
0.8% |
79% |
False |
False |
|
| 20 |
17,648.94 |
16,510.40 |
1,138.54 |
6.5% |
163.32 |
0.9% |
88% |
False |
False |
|
| 40 |
17,648.94 |
15,503.01 |
2,145.93 |
12.3% |
216.48 |
1.2% |
94% |
False |
False |
|
| 60 |
17,750.02 |
15,450.56 |
2,299.46 |
13.1% |
249.42 |
1.4% |
90% |
False |
False |
|
| 80 |
17,901.58 |
15,450.56 |
2,451.02 |
14.0% |
246.94 |
1.4% |
84% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.4% |
229.87 |
1.3% |
82% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.4% |
220.56 |
1.3% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,019.19 |
|
2.618 |
17,826.40 |
|
1.618 |
17,708.27 |
|
1.000 |
17,635.27 |
|
0.618 |
17,590.14 |
|
HIGH |
17,517.14 |
|
0.618 |
17,472.01 |
|
0.500 |
17,458.08 |
|
0.382 |
17,444.14 |
|
LOW |
17,399.01 |
|
0.618 |
17,326.01 |
|
1.000 |
17,280.88 |
|
1.618 |
17,207.88 |
|
2.618 |
17,089.75 |
|
4.250 |
16,896.96 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,496.51 |
17,523.98 |
| PP |
17,477.29 |
17,521.23 |
| S1 |
17,458.08 |
17,518.48 |
|