| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,026.75 |
2,041.50 |
14.75 |
0.7% |
2,019.25 |
| High |
2,046.75 |
2,050.07 |
3.32 |
0.2% |
2,050.07 |
| Low |
2,015.75 |
2,037.00 |
21.25 |
1.1% |
2,004.50 |
| Close |
2,039.75 |
2,050.07 |
10.32 |
0.5% |
2,050.07 |
| Range |
31.00 |
13.07 |
-17.93 |
-57.8% |
45.57 |
| ATR |
29.72 |
28.53 |
-1.19 |
-4.0% |
0.00 |
| Volume |
479,136 |
52,556 |
-426,580 |
-89.0% |
2,915,759 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,085.00 |
2,080.50 |
2,057.25 |
|
| R3 |
2,071.75 |
2,067.50 |
2,053.75 |
|
| R2 |
2,058.75 |
2,058.75 |
2,052.50 |
|
| R1 |
2,054.50 |
2,054.50 |
2,051.25 |
2,056.50 |
| PP |
2,045.75 |
2,045.75 |
2,045.75 |
2,046.75 |
| S1 |
2,041.25 |
2,041.25 |
2,048.75 |
2,043.50 |
| S2 |
2,032.75 |
2,032.75 |
2,047.75 |
|
| S3 |
2,019.50 |
2,028.25 |
2,046.50 |
|
| S4 |
2,006.50 |
2,015.25 |
2,043.00 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.50 |
2,156.50 |
2,075.25 |
|
| R3 |
2,126.00 |
2,110.75 |
2,062.50 |
|
| R2 |
2,080.50 |
2,080.50 |
2,058.50 |
|
| R1 |
2,065.25 |
2,065.25 |
2,054.25 |
2,072.75 |
| PP |
2,035.00 |
2,035.00 |
2,035.00 |
2,038.75 |
| S1 |
2,019.75 |
2,019.75 |
2,046.00 |
2,027.25 |
| S2 |
1,989.25 |
1,989.25 |
2,041.75 |
|
| S3 |
1,943.75 |
1,974.00 |
2,037.50 |
|
| S4 |
1,898.25 |
1,928.50 |
2,025.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,050.07 |
2,004.50 |
45.57 |
2.2% |
19.50 |
0.9% |
100% |
True |
False |
583,151 |
| 10 |
2,050.07 |
1,967.25 |
82.82 |
4.0% |
23.50 |
1.1% |
100% |
True |
False |
1,218,406 |
| 20 |
2,050.07 |
1,886.75 |
163.32 |
8.0% |
26.00 |
1.3% |
100% |
True |
False |
1,536,669 |
| 40 |
2,050.07 |
1,802.50 |
247.57 |
12.1% |
33.50 |
1.6% |
100% |
True |
False |
1,861,959 |
| 60 |
2,075.00 |
1,802.50 |
272.50 |
13.3% |
36.75 |
1.8% |
91% |
False |
False |
1,930,006 |
| 80 |
2,097.75 |
1,802.50 |
295.25 |
14.4% |
35.50 |
1.7% |
84% |
False |
False |
1,651,273 |
| 100 |
2,102.75 |
1,802.50 |
300.25 |
14.6% |
33.25 |
1.6% |
82% |
False |
False |
1,321,770 |
| 120 |
2,102.75 |
1,802.50 |
300.25 |
14.6% |
32.75 |
1.6% |
82% |
False |
False |
1,102,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,105.50 |
|
2.618 |
2,084.25 |
|
1.618 |
2,071.25 |
|
1.000 |
2,063.25 |
|
0.618 |
2,058.25 |
|
HIGH |
2,050.00 |
|
0.618 |
2,045.00 |
|
0.500 |
2,043.50 |
|
0.382 |
2,042.00 |
|
LOW |
2,037.00 |
|
0.618 |
2,029.00 |
|
1.000 |
2,024.00 |
|
1.618 |
2,015.75 |
|
2.618 |
2,002.75 |
|
4.250 |
1,981.50 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,048.00 |
2,042.75 |
| PP |
2,045.75 |
2,035.50 |
| S1 |
2,043.50 |
2,028.25 |
|