| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,941.0 |
3,010.0 |
69.0 |
2.3% |
2,953.0 |
| High |
3,009.0 |
3,039.0 |
30.0 |
1.0% |
3,052.0 |
| Low |
2,938.0 |
3,000.0 |
62.0 |
2.1% |
2,857.0 |
| Close |
2,994.0 |
3,011.0 |
17.0 |
0.6% |
2,994.0 |
| Range |
71.0 |
39.0 |
-32.0 |
-45.1% |
195.0 |
| ATR |
78.9 |
76.5 |
-2.4 |
-3.1% |
0.0 |
| Volume |
1,220,846 |
1,857,181 |
636,335 |
52.1% |
2,832,229 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,133.7 |
3,111.3 |
3,032.5 |
|
| R3 |
3,094.7 |
3,072.3 |
3,021.7 |
|
| R2 |
3,055.7 |
3,055.7 |
3,018.2 |
|
| R1 |
3,033.3 |
3,033.3 |
3,014.6 |
3,044.5 |
| PP |
3,016.7 |
3,016.7 |
3,016.7 |
3,022.3 |
| S1 |
2,994.3 |
2,994.3 |
3,007.4 |
3,005.5 |
| S2 |
2,977.7 |
2,977.7 |
3,003.9 |
|
| S3 |
2,938.7 |
2,955.3 |
3,000.3 |
|
| S4 |
2,899.7 |
2,916.3 |
2,989.6 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,552.7 |
3,468.3 |
3,101.3 |
|
| R3 |
3,357.7 |
3,273.3 |
3,047.6 |
|
| R2 |
3,162.7 |
3,162.7 |
3,029.8 |
|
| R1 |
3,078.3 |
3,078.3 |
3,011.9 |
3,120.5 |
| PP |
2,967.7 |
2,967.7 |
2,967.7 |
2,988.8 |
| S1 |
2,883.3 |
2,883.3 |
2,976.1 |
2,925.5 |
| S2 |
2,772.7 |
2,772.7 |
2,958.3 |
|
| S3 |
2,577.7 |
2,688.3 |
2,940.4 |
|
| S4 |
2,382.7 |
2,493.3 |
2,886.8 |
|
|
| 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 |
6.5% |
81.8 |
2.7% |
79% |
False |
False |
891,972 |
| 10 |
3,052.0 |
2,844.0 |
208.0 |
6.9% |
65.9 |
2.2% |
80% |
False |
False |
498,856 |
| 20 |
3,052.0 |
2,724.0 |
328.0 |
10.9% |
62.8 |
2.1% |
88% |
False |
False |
256,373 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.2% |
71.9 |
2.4% |
91% |
False |
False |
136,527 |
| 60 |
3,260.0 |
2,594.0 |
666.0 |
22.1% |
70.9 |
2.4% |
63% |
False |
False |
91,876 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.1% |
63.7 |
2.1% |
49% |
False |
False |
69,031 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.1% |
56.2 |
1.9% |
49% |
False |
False |
55,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,204.8 |
|
2.618 |
3,141.1 |
|
1.618 |
3,102.1 |
|
1.000 |
3,078.0 |
|
0.618 |
3,063.1 |
|
HIGH |
3,039.0 |
|
0.618 |
3,024.1 |
|
0.500 |
3,019.5 |
|
0.382 |
3,014.9 |
|
LOW |
3,000.0 |
|
0.618 |
2,975.9 |
|
1.000 |
2,961.0 |
|
1.618 |
2,936.9 |
|
2.618 |
2,897.9 |
|
4.250 |
2,834.3 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,019.5 |
2,992.2 |
| PP |
3,016.7 |
2,973.3 |
| S1 |
3,013.8 |
2,954.5 |
|