| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,019.00 |
2,016.25 |
-2.75 |
-0.1% |
1,994.50 |
| High |
2,019.50 |
2,032.25 |
12.75 |
0.6% |
2,022.25 |
| Low |
2,004.50 |
2,006.50 |
2.00 |
0.1% |
1,967.25 |
| Close |
2,015.75 |
2,027.00 |
11.25 |
0.6% |
2,020.00 |
| Range |
15.00 |
25.75 |
10.75 |
71.7% |
55.00 |
| ATR |
29.92 |
29.62 |
-0.30 |
-1.0% |
0.00 |
| Volume |
923,452 |
580,253 |
-343,199 |
-37.2% |
9,268,305 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,099.25 |
2,088.75 |
2,041.25 |
|
| R3 |
2,073.50 |
2,063.00 |
2,034.00 |
|
| R2 |
2,047.75 |
2,047.75 |
2,031.75 |
|
| R1 |
2,037.25 |
2,037.25 |
2,029.25 |
2,042.50 |
| PP |
2,022.00 |
2,022.00 |
2,022.00 |
2,024.50 |
| S1 |
2,011.50 |
2,011.50 |
2,024.75 |
2,016.75 |
| S2 |
1,996.25 |
1,996.25 |
2,022.25 |
|
| S3 |
1,970.50 |
1,985.75 |
2,020.00 |
|
| S4 |
1,944.75 |
1,960.00 |
2,012.75 |
|
|
| 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 |
2,032.25 |
1,967.25 |
65.00 |
3.2% |
26.25 |
1.3% |
92% |
True |
False |
1,268,553 |
| 10 |
2,032.25 |
1,967.25 |
65.00 |
3.2% |
23.25 |
1.1% |
92% |
True |
False |
1,545,557 |
| 20 |
2,032.25 |
1,886.75 |
145.50 |
7.2% |
26.25 |
1.3% |
96% |
True |
False |
1,671,697 |
| 40 |
2,032.25 |
1,802.50 |
229.75 |
11.3% |
35.50 |
1.8% |
98% |
True |
False |
2,015,146 |
| 60 |
2,075.00 |
1,802.50 |
272.50 |
13.4% |
37.00 |
1.8% |
82% |
False |
False |
1,977,714 |
| 80 |
2,097.75 |
1,802.50 |
295.25 |
14.6% |
35.25 |
1.7% |
76% |
False |
False |
1,644,717 |
| 100 |
2,102.75 |
1,802.50 |
300.25 |
14.8% |
33.50 |
1.7% |
75% |
False |
False |
1,316,541 |
| 120 |
2,102.75 |
1,802.50 |
300.25 |
14.8% |
33.00 |
1.6% |
75% |
False |
False |
1,098,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,141.75 |
|
2.618 |
2,099.75 |
|
1.618 |
2,074.00 |
|
1.000 |
2,058.00 |
|
0.618 |
2,048.25 |
|
HIGH |
2,032.25 |
|
0.618 |
2,022.50 |
|
0.500 |
2,019.50 |
|
0.382 |
2,016.25 |
|
LOW |
2,006.50 |
|
0.618 |
1,990.50 |
|
1.000 |
1,980.75 |
|
1.618 |
1,964.75 |
|
2.618 |
1,939.00 |
|
4.250 |
1,897.00 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,024.50 |
2,024.00 |
| PP |
2,022.00 |
2,021.25 |
| S1 |
2,019.50 |
2,018.50 |
|