| 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 |
2,933.0 |
2,942.0 |
9.0 |
0.3% |
2,826.0 |
| High |
2,969.0 |
3,052.0 |
83.0 |
2.8% |
2,977.0 |
| Low |
2,923.0 |
2,857.0 |
-66.0 |
-2.3% |
2,801.0 |
| Close |
2,940.0 |
2,901.0 |
-39.0 |
-1.3% |
2,957.0 |
| Range |
46.0 |
195.0 |
149.0 |
323.9% |
176.0 |
| ATR |
67.6 |
76.7 |
9.1 |
13.5% |
0.0 |
| Volume |
468,348 |
715,883 |
247,535 |
52.9% |
322,735 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,521.7 |
3,406.3 |
3,008.3 |
|
| R3 |
3,326.7 |
3,211.3 |
2,954.6 |
|
| R2 |
3,131.7 |
3,131.7 |
2,936.8 |
|
| R1 |
3,016.3 |
3,016.3 |
2,918.9 |
2,976.5 |
| PP |
2,936.7 |
2,936.7 |
2,936.7 |
2,916.8 |
| S1 |
2,821.3 |
2,821.3 |
2,883.1 |
2,781.5 |
| S2 |
2,741.7 |
2,741.7 |
2,865.3 |
|
| S3 |
2,546.7 |
2,626.3 |
2,847.4 |
|
| S4 |
2,351.7 |
2,431.3 |
2,793.8 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,439.7 |
3,374.3 |
3,053.8 |
|
| R3 |
3,263.7 |
3,198.3 |
3,005.4 |
|
| R2 |
3,087.7 |
3,087.7 |
2,989.3 |
|
| R1 |
3,022.3 |
3,022.3 |
2,973.1 |
3,055.0 |
| PP |
2,911.7 |
2,911.7 |
2,911.7 |
2,928.0 |
| S1 |
2,846.3 |
2,846.3 |
2,940.9 |
2,879.0 |
| S2 |
2,735.7 |
2,735.7 |
2,924.7 |
|
| S3 |
2,559.7 |
2,670.3 |
2,908.6 |
|
| S4 |
2,383.7 |
2,494.3 |
2,860.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,052.0 |
2,857.0 |
195.0 |
6.7% |
76.6 |
2.6% |
23% |
True |
True |
343,713 |
| 10 |
3,052.0 |
2,801.0 |
251.0 |
8.7% |
66.6 |
2.3% |
40% |
True |
False |
194,121 |
| 20 |
3,052.0 |
2,621.0 |
431.0 |
14.9% |
63.3 |
2.2% |
65% |
True |
False |
110,186 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.8% |
73.7 |
2.5% |
67% |
True |
False |
59,662 |
| 60 |
3,260.0 |
2,594.0 |
666.0 |
23.0% |
71.4 |
2.5% |
46% |
False |
False |
40,580 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
29.1% |
62.9 |
2.2% |
36% |
False |
False |
30,556 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
29.1% |
55.3 |
1.9% |
36% |
False |
False |
24,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,880.8 |
|
2.618 |
3,562.5 |
|
1.618 |
3,367.5 |
|
1.000 |
3,247.0 |
|
0.618 |
3,172.5 |
|
HIGH |
3,052.0 |
|
0.618 |
2,977.5 |
|
0.500 |
2,954.5 |
|
0.382 |
2,931.5 |
|
LOW |
2,857.0 |
|
0.618 |
2,736.5 |
|
1.000 |
2,662.0 |
|
1.618 |
2,541.5 |
|
2.618 |
2,346.5 |
|
4.250 |
2,028.3 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,954.5 |
2,954.5 |
| PP |
2,936.7 |
2,936.7 |
| S1 |
2,918.8 |
2,918.8 |
|