| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
3,009.0 |
3,019.0 |
10.0 |
0.3% |
2,902.0 |
| High |
3,048.0 |
3,130.0 |
82.0 |
2.7% |
3,056.0 |
| Low |
3,000.0 |
2,935.0 |
-65.0 |
-2.2% |
2,877.0 |
| Close |
3,018.0 |
2,979.0 |
-39.0 |
-1.3% |
3,034.0 |
| Range |
48.0 |
195.0 |
147.0 |
306.3% |
179.0 |
| ATR |
71.7 |
80.5 |
8.8 |
12.3% |
0.0 |
| Volume |
3,347,578 |
2,471,108 |
-876,470 |
-26.2% |
7,115,973 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,599.7 |
3,484.3 |
3,086.3 |
|
| R3 |
3,404.7 |
3,289.3 |
3,032.6 |
|
| R2 |
3,209.7 |
3,209.7 |
3,014.8 |
|
| R1 |
3,094.3 |
3,094.3 |
2,996.9 |
3,054.5 |
| PP |
3,014.7 |
3,014.7 |
3,014.7 |
2,994.8 |
| S1 |
2,899.3 |
2,899.3 |
2,961.1 |
2,859.5 |
| S2 |
2,819.7 |
2,819.7 |
2,943.3 |
|
| S3 |
2,624.7 |
2,704.3 |
2,925.4 |
|
| S4 |
2,429.7 |
2,509.3 |
2,871.8 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,526.0 |
3,459.0 |
3,132.5 |
|
| R3 |
3,347.0 |
3,280.0 |
3,083.2 |
|
| R2 |
3,168.0 |
3,168.0 |
3,066.8 |
|
| R1 |
3,101.0 |
3,101.0 |
3,050.4 |
3,134.5 |
| PP |
2,989.0 |
2,989.0 |
2,989.0 |
3,005.8 |
| S1 |
2,922.0 |
2,922.0 |
3,017.6 |
2,955.5 |
| S2 |
2,810.0 |
2,810.0 |
3,001.2 |
|
| S3 |
2,631.0 |
2,743.0 |
2,984.8 |
|
| S4 |
2,452.0 |
2,564.0 |
2,935.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,130.0 |
2,935.0 |
195.0 |
6.5% |
77.6 |
2.6% |
23% |
True |
True |
2,094,556 |
| 10 |
3,130.0 |
2,877.0 |
253.0 |
8.5% |
68.2 |
2.3% |
40% |
True |
False |
1,761,464 |
| 20 |
3,130.0 |
2,670.0 |
460.0 |
15.4% |
68.4 |
2.3% |
67% |
True |
False |
1,591,173 |
| 40 |
3,130.0 |
2,670.0 |
460.0 |
15.4% |
80.4 |
2.7% |
67% |
True |
False |
1,695,434 |
| 60 |
3,338.0 |
2,670.0 |
668.0 |
22.4% |
78.2 |
2.6% |
46% |
False |
False |
1,518,174 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
28.7% |
76.3 |
2.6% |
36% |
False |
False |
1,160,544 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
28.7% |
70.7 |
2.4% |
36% |
False |
False |
930,463 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
28.7% |
70.1 |
2.4% |
36% |
False |
False |
775,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,958.8 |
|
2.618 |
3,640.5 |
|
1.618 |
3,445.5 |
|
1.000 |
3,325.0 |
|
0.618 |
3,250.5 |
|
HIGH |
3,130.0 |
|
0.618 |
3,055.5 |
|
0.500 |
3,032.5 |
|
0.382 |
3,009.5 |
|
LOW |
2,935.0 |
|
0.618 |
2,814.5 |
|
1.000 |
2,740.0 |
|
1.618 |
2,619.5 |
|
2.618 |
2,424.5 |
|
4.250 |
2,106.3 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,032.5 |
3,032.5 |
| PP |
3,014.7 |
3,014.7 |
| S1 |
2,996.8 |
2,996.8 |
|