| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
3,010.0 |
3,001.0 |
-9.0 |
-0.3% |
2,953.0 |
| High |
3,039.0 |
3,004.0 |
-35.0 |
-1.2% |
3,052.0 |
| Low |
3,000.0 |
2,974.0 |
-26.0 |
-0.9% |
2,857.0 |
| Close |
3,011.0 |
2,989.0 |
-22.0 |
-0.7% |
2,994.0 |
| Range |
39.0 |
30.0 |
-9.0 |
-23.1% |
195.0 |
| ATR |
76.5 |
73.7 |
-2.8 |
-3.7% |
0.0 |
| Volume |
1,857,181 |
1,643,984 |
-213,197 |
-11.5% |
2,832,229 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,079.0 |
3,064.0 |
3,005.5 |
|
| R3 |
3,049.0 |
3,034.0 |
2,997.3 |
|
| R2 |
3,019.0 |
3,019.0 |
2,994.5 |
|
| R1 |
3,004.0 |
3,004.0 |
2,991.8 |
2,996.5 |
| PP |
2,989.0 |
2,989.0 |
2,989.0 |
2,985.3 |
| S1 |
2,974.0 |
2,974.0 |
2,986.3 |
2,966.5 |
| S2 |
2,959.0 |
2,959.0 |
2,983.5 |
|
| S3 |
2,929.0 |
2,944.0 |
2,980.8 |
|
| S4 |
2,899.0 |
2,914.0 |
2,972.5 |
|
|
| 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% |
76.2 |
2.5% |
68% |
False |
False |
1,181,248 |
| 10 |
3,052.0 |
2,857.0 |
195.0 |
6.5% |
59.6 |
2.0% |
68% |
False |
False |
660,069 |
| 20 |
3,052.0 |
2,724.0 |
328.0 |
11.0% |
61.9 |
2.1% |
81% |
False |
False |
337,344 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.3% |
70.9 |
2.4% |
86% |
False |
False |
177,497 |
| 60 |
3,260.0 |
2,594.0 |
666.0 |
22.3% |
70.3 |
2.4% |
59% |
False |
False |
119,228 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.3% |
64.0 |
2.1% |
47% |
False |
False |
89,574 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.3% |
56.2 |
1.9% |
47% |
False |
False |
71,688 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.3% |
52.1 |
1.7% |
47% |
False |
False |
59,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,131.5 |
|
2.618 |
3,082.5 |
|
1.618 |
3,052.5 |
|
1.000 |
3,034.0 |
|
0.618 |
3,022.5 |
|
HIGH |
3,004.0 |
|
0.618 |
2,992.5 |
|
0.500 |
2,989.0 |
|
0.382 |
2,985.5 |
|
LOW |
2,974.0 |
|
0.618 |
2,955.5 |
|
1.000 |
2,944.0 |
|
1.618 |
2,925.5 |
|
2.618 |
2,895.5 |
|
4.250 |
2,846.5 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,989.0 |
2,988.8 |
| PP |
2,989.0 |
2,988.7 |
| S1 |
2,989.0 |
2,988.5 |
|