| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,016.25 |
2,026.75 |
10.50 |
0.5% |
1,994.50 |
| High |
2,032.25 |
2,046.75 |
14.50 |
0.7% |
2,022.25 |
| Low |
2,006.50 |
2,015.75 |
9.25 |
0.5% |
1,967.25 |
| Close |
2,027.00 |
2,039.75 |
12.75 |
0.6% |
2,020.00 |
| Range |
25.75 |
31.00 |
5.25 |
20.4% |
55.00 |
| ATR |
29.62 |
29.72 |
0.10 |
0.3% |
0.00 |
| Volume |
580,253 |
479,136 |
-101,117 |
-17.4% |
9,268,305 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.00 |
2,114.50 |
2,056.75 |
|
| R3 |
2,096.00 |
2,083.50 |
2,048.25 |
|
| R2 |
2,065.00 |
2,065.00 |
2,045.50 |
|
| R1 |
2,052.50 |
2,052.50 |
2,042.50 |
2,058.75 |
| PP |
2,034.00 |
2,034.00 |
2,034.00 |
2,037.25 |
| S1 |
2,021.50 |
2,021.50 |
2,037.00 |
2,027.75 |
| S2 |
2,003.00 |
2,003.00 |
2,034.00 |
|
| S3 |
1,972.00 |
1,990.50 |
2,031.25 |
|
| S4 |
1,941.00 |
1,959.50 |
2,022.75 |
|
|
| 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 |
2,046.75 |
1,987.50 |
59.25 |
2.9% |
23.75 |
1.2% |
88% |
True |
False |
816,746 |
| 10 |
2,046.75 |
1,967.25 |
79.50 |
3.9% |
24.50 |
1.2% |
91% |
True |
False |
1,437,932 |
| 20 |
2,046.75 |
1,886.75 |
160.00 |
7.8% |
26.50 |
1.3% |
96% |
True |
False |
1,614,874 |
| 40 |
2,046.75 |
1,802.50 |
244.25 |
12.0% |
34.50 |
1.7% |
97% |
True |
False |
1,928,880 |
| 60 |
2,075.00 |
1,802.50 |
272.50 |
13.4% |
36.75 |
1.8% |
87% |
False |
False |
1,950,384 |
| 80 |
2,097.75 |
1,802.50 |
295.25 |
14.5% |
35.50 |
1.7% |
80% |
False |
False |
1,650,661 |
| 100 |
2,102.75 |
1,802.50 |
300.25 |
14.7% |
33.25 |
1.6% |
79% |
False |
False |
1,321,288 |
| 120 |
2,102.75 |
1,802.50 |
300.25 |
14.7% |
32.75 |
1.6% |
79% |
False |
False |
1,102,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.50 |
|
2.618 |
2,128.00 |
|
1.618 |
2,097.00 |
|
1.000 |
2,077.75 |
|
0.618 |
2,066.00 |
|
HIGH |
2,046.75 |
|
0.618 |
2,035.00 |
|
0.500 |
2,031.25 |
|
0.382 |
2,027.50 |
|
LOW |
2,015.75 |
|
0.618 |
1,996.50 |
|
1.000 |
1,984.75 |
|
1.618 |
1,965.50 |
|
2.618 |
1,934.50 |
|
4.250 |
1,884.00 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,037.00 |
2,035.00 |
| PP |
2,034.00 |
2,030.25 |
| S1 |
2,031.25 |
2,025.50 |
|