| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,713.0 |
9,730.0 |
17.0 |
0.2% |
9,434.5 |
| High |
9,840.0 |
9,996.5 |
156.5 |
1.6% |
9,900.0 |
| Low |
9,678.0 |
9,394.5 |
-283.5 |
-2.9% |
9,326.0 |
| Close |
9,726.5 |
9,513.0 |
-213.5 |
-2.2% |
9,818.5 |
| Range |
162.0 |
602.0 |
440.0 |
271.6% |
574.0 |
| ATR |
225.2 |
252.1 |
26.9 |
12.0% |
0.0 |
| Volume |
102,642 |
212,068 |
109,426 |
106.6% |
494,225 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,440.7 |
11,078.8 |
9,844.1 |
|
| R3 |
10,838.7 |
10,476.8 |
9,678.6 |
|
| R2 |
10,236.7 |
10,236.7 |
9,623.4 |
|
| R1 |
9,874.8 |
9,874.8 |
9,568.2 |
9,754.8 |
| PP |
9,634.7 |
9,634.7 |
9,634.7 |
9,574.6 |
| S1 |
9,272.8 |
9,272.8 |
9,457.8 |
9,152.8 |
| S2 |
9,032.7 |
9,032.7 |
9,402.6 |
|
| S3 |
8,430.7 |
8,670.8 |
9,347.5 |
|
| S4 |
7,828.7 |
8,068.8 |
9,181.9 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,403.5 |
11,185.0 |
10,134.2 |
|
| R3 |
10,829.5 |
10,611.0 |
9,976.4 |
|
| R2 |
10,255.5 |
10,255.5 |
9,923.7 |
|
| R1 |
10,037.0 |
10,037.0 |
9,871.1 |
10,146.3 |
| PP |
9,681.5 |
9,681.5 |
9,681.5 |
9,736.1 |
| S1 |
9,463.0 |
9,463.0 |
9,765.9 |
9,572.3 |
| S2 |
9,107.5 |
9,107.5 |
9,713.3 |
|
| S3 |
8,533.5 |
8,889.0 |
9,660.7 |
|
| S4 |
7,959.5 |
8,315.0 |
9,502.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,996.5 |
9,394.5 |
602.0 |
6.3% |
244.9 |
2.6% |
20% |
True |
True |
122,240 |
| 10 |
9,996.5 |
9,326.0 |
670.5 |
7.0% |
218.0 |
2.3% |
28% |
True |
False |
112,949 |
| 20 |
9,996.5 |
8,690.5 |
1,306.0 |
13.7% |
211.7 |
2.2% |
63% |
True |
False |
107,386 |
| 40 |
10,165.5 |
8,690.5 |
1,475.0 |
15.5% |
246.3 |
2.6% |
56% |
False |
False |
120,048 |
| 60 |
10,886.0 |
8,690.5 |
2,195.5 |
23.1% |
248.7 |
2.6% |
37% |
False |
False |
109,270 |
| 80 |
11,439.0 |
8,690.5 |
2,748.5 |
28.9% |
241.2 |
2.5% |
30% |
False |
False |
82,587 |
| 100 |
11,439.0 |
8,690.5 |
2,748.5 |
28.9% |
227.4 |
2.4% |
30% |
False |
False |
66,360 |
| 120 |
11,439.0 |
8,690.5 |
2,748.5 |
28.9% |
226.0 |
2.4% |
30% |
False |
False |
55,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,555.0 |
|
2.618 |
11,572.5 |
|
1.618 |
10,970.5 |
|
1.000 |
10,598.5 |
|
0.618 |
10,368.5 |
|
HIGH |
9,996.5 |
|
0.618 |
9,766.5 |
|
0.500 |
9,695.5 |
|
0.382 |
9,624.5 |
|
LOW |
9,394.5 |
|
0.618 |
9,022.5 |
|
1.000 |
8,792.5 |
|
1.618 |
8,420.5 |
|
2.618 |
7,818.5 |
|
4.250 |
6,836.0 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,695.5 |
9,695.5 |
| PP |
9,634.7 |
9,634.7 |
| S1 |
9,573.8 |
9,573.8 |
|