| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,988.50 |
2,019.25 |
30.75 |
1.5% |
1,994.50 |
| High |
2,022.25 |
2,024.50 |
2.25 |
0.1% |
2,022.25 |
| Low |
1,987.50 |
2,012.00 |
24.50 |
1.2% |
1,967.25 |
| Close |
2,020.00 |
2,018.75 |
-1.25 |
-0.1% |
2,020.00 |
| Range |
34.75 |
12.50 |
-22.25 |
-64.0% |
55.00 |
| ATR |
32.49 |
31.06 |
-1.43 |
-4.4% |
0.00 |
| Volume |
1,220,530 |
880,362 |
-340,168 |
-27.9% |
9,268,305 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,056.00 |
2,049.75 |
2,025.50 |
|
| R3 |
2,043.50 |
2,037.25 |
2,022.25 |
|
| R2 |
2,031.00 |
2,031.00 |
2,021.00 |
|
| R1 |
2,024.75 |
2,024.75 |
2,020.00 |
2,021.50 |
| PP |
2,018.50 |
2,018.50 |
2,018.50 |
2,016.75 |
| S1 |
2,012.25 |
2,012.25 |
2,017.50 |
2,009.00 |
| S2 |
2,006.00 |
2,006.00 |
2,016.50 |
|
| S3 |
1,993.50 |
1,999.75 |
2,015.25 |
|
| S4 |
1,981.00 |
1,987.25 |
2,012.00 |
|
|
| 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 |
2,024.50 |
1,967.25 |
57.25 |
2.8% |
26.00 |
1.3% |
90% |
True |
False |
1,703,064 |
| 10 |
2,024.50 |
1,920.75 |
103.75 |
5.1% |
26.75 |
1.3% |
94% |
True |
False |
1,780,908 |
| 20 |
2,024.50 |
1,865.00 |
159.50 |
7.9% |
27.75 |
1.4% |
96% |
True |
False |
1,790,924 |
| 40 |
2,024.50 |
1,802.50 |
222.00 |
11.0% |
37.50 |
1.9% |
97% |
True |
False |
2,133,520 |
| 60 |
2,075.00 |
1,802.50 |
272.50 |
13.5% |
37.75 |
1.9% |
79% |
False |
False |
2,021,825 |
| 80 |
2,097.75 |
1,802.50 |
295.25 |
14.6% |
35.50 |
1.8% |
73% |
False |
False |
1,626,023 |
| 100 |
2,102.75 |
1,802.50 |
300.25 |
14.9% |
33.50 |
1.7% |
72% |
False |
False |
1,301,628 |
| 120 |
2,102.75 |
1,802.50 |
300.25 |
14.9% |
33.25 |
1.6% |
72% |
False |
False |
1,085,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,077.50 |
|
2.618 |
2,057.25 |
|
1.618 |
2,044.75 |
|
1.000 |
2,037.00 |
|
0.618 |
2,032.25 |
|
HIGH |
2,024.50 |
|
0.618 |
2,019.75 |
|
0.500 |
2,018.25 |
|
0.382 |
2,016.75 |
|
LOW |
2,012.00 |
|
0.618 |
2,004.25 |
|
1.000 |
1,999.50 |
|
1.618 |
1,991.75 |
|
2.618 |
1,979.25 |
|
4.250 |
1,959.00 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,018.50 |
2,011.00 |
| PP |
2,018.50 |
2,003.50 |
| S1 |
2,018.25 |
1,996.00 |
|