| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,990.00 |
1,988.50 |
-1.50 |
-0.1% |
1,994.50 |
| High |
2,010.25 |
2,022.25 |
12.00 |
0.6% |
2,022.25 |
| Low |
1,967.25 |
1,987.50 |
20.25 |
1.0% |
1,967.25 |
| Close |
1,988.75 |
2,020.00 |
31.25 |
1.6% |
2,020.00 |
| Range |
43.00 |
34.75 |
-8.25 |
-19.2% |
55.00 |
| ATR |
32.32 |
32.49 |
0.17 |
0.5% |
0.00 |
| Volume |
2,738,172 |
1,220,530 |
-1,517,642 |
-55.4% |
9,268,305 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.25 |
2,101.75 |
2,039.00 |
|
| R3 |
2,079.50 |
2,067.00 |
2,029.50 |
|
| R2 |
2,044.75 |
2,044.75 |
2,026.25 |
|
| R1 |
2,032.25 |
2,032.25 |
2,023.25 |
2,038.50 |
| PP |
2,010.00 |
2,010.00 |
2,010.00 |
2,013.00 |
| S1 |
1,997.50 |
1,997.50 |
2,016.75 |
2,003.75 |
| S2 |
1,975.25 |
1,975.25 |
2,013.75 |
|
| S3 |
1,940.50 |
1,962.75 |
2,010.50 |
|
| S4 |
1,905.75 |
1,928.00 |
2,001.00 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.25 |
2,149.00 |
2,050.25 |
|
| R3 |
2,113.25 |
2,094.00 |
2,035.00 |
|
| R2 |
2,058.25 |
2,058.25 |
2,030.00 |
|
| R1 |
2,039.00 |
2,039.00 |
2,025.00 |
2,048.50 |
| PP |
2,003.25 |
2,003.25 |
2,003.25 |
2,008.00 |
| S1 |
1,984.00 |
1,984.00 |
2,015.00 |
1,993.50 |
| S2 |
1,948.25 |
1,948.25 |
2,010.00 |
|
| S3 |
1,893.25 |
1,929.00 |
2,005.00 |
|
| S4 |
1,838.25 |
1,874.00 |
1,989.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,022.25 |
1,967.25 |
55.00 |
2.7% |
27.50 |
1.4% |
96% |
True |
False |
1,853,661 |
| 10 |
2,022.25 |
1,920.75 |
101.50 |
5.0% |
28.50 |
1.4% |
98% |
True |
False |
1,875,513 |
| 20 |
2,022.25 |
1,822.50 |
199.75 |
9.9% |
29.00 |
1.4% |
99% |
True |
False |
1,847,814 |
| 40 |
2,022.25 |
1,802.50 |
219.75 |
10.9% |
38.50 |
1.9% |
99% |
True |
False |
2,187,656 |
| 60 |
2,075.00 |
1,802.50 |
272.50 |
13.5% |
38.00 |
1.9% |
80% |
False |
False |
2,043,146 |
| 80 |
2,097.75 |
1,802.50 |
295.25 |
14.6% |
36.00 |
1.8% |
74% |
False |
False |
1,615,079 |
| 100 |
2,102.75 |
1,802.50 |
300.25 |
14.9% |
33.50 |
1.7% |
72% |
False |
False |
1,292,896 |
| 120 |
2,102.75 |
1,802.50 |
300.25 |
14.9% |
33.50 |
1.7% |
72% |
False |
False |
1,078,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,170.00 |
|
2.618 |
2,113.25 |
|
1.618 |
2,078.50 |
|
1.000 |
2,057.00 |
|
0.618 |
2,043.75 |
|
HIGH |
2,022.25 |
|
0.618 |
2,009.00 |
|
0.500 |
2,005.00 |
|
0.382 |
2,000.75 |
|
LOW |
1,987.50 |
|
0.618 |
1,966.00 |
|
1.000 |
1,952.75 |
|
1.618 |
1,931.25 |
|
2.618 |
1,896.50 |
|
4.250 |
1,839.75 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,015.00 |
2,011.50 |
| PP |
2,010.00 |
2,003.25 |
| S1 |
2,005.00 |
1,994.75 |
|