| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
3,001.0 |
2,993.0 |
-8.0 |
-0.3% |
2,953.0 |
| High |
3,004.0 |
3,009.0 |
5.0 |
0.2% |
3,052.0 |
| Low |
2,974.0 |
2,965.0 |
-9.0 |
-0.3% |
2,857.0 |
| Close |
2,989.0 |
2,983.0 |
-6.0 |
-0.2% |
2,994.0 |
| Range |
30.0 |
44.0 |
14.0 |
46.7% |
195.0 |
| ATR |
73.7 |
71.6 |
-2.1 |
-2.9% |
0.0 |
| Volume |
1,643,984 |
1,510,467 |
-133,517 |
-8.1% |
2,832,229 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,117.7 |
3,094.3 |
3,007.2 |
|
| R3 |
3,073.7 |
3,050.3 |
2,995.1 |
|
| R2 |
3,029.7 |
3,029.7 |
2,991.1 |
|
| R1 |
3,006.3 |
3,006.3 |
2,987.0 |
2,996.0 |
| PP |
2,985.7 |
2,985.7 |
2,985.7 |
2,980.5 |
| S1 |
2,962.3 |
2,962.3 |
2,979.0 |
2,952.0 |
| S2 |
2,941.7 |
2,941.7 |
2,974.9 |
|
| S3 |
2,897.7 |
2,918.3 |
2,970.9 |
|
| S4 |
2,853.7 |
2,874.3 |
2,958.8 |
|
|
| 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% |
75.8 |
2.5% |
65% |
False |
False |
1,389,672 |
| 10 |
3,052.0 |
2,857.0 |
195.0 |
6.5% |
60.3 |
2.0% |
65% |
False |
False |
808,221 |
| 20 |
3,052.0 |
2,724.0 |
328.0 |
11.0% |
60.0 |
2.0% |
79% |
False |
False |
412,124 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.4% |
70.0 |
2.3% |
85% |
False |
False |
215,198 |
| 60 |
3,235.0 |
2,594.0 |
641.0 |
21.5% |
70.3 |
2.4% |
61% |
False |
False |
144,362 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.3% |
64.3 |
2.2% |
46% |
False |
False |
108,455 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.3% |
56.4 |
1.9% |
46% |
False |
False |
86,782 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.3% |
51.8 |
1.7% |
46% |
False |
False |
72,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,196.0 |
|
2.618 |
3,124.2 |
|
1.618 |
3,080.2 |
|
1.000 |
3,053.0 |
|
0.618 |
3,036.2 |
|
HIGH |
3,009.0 |
|
0.618 |
2,992.2 |
|
0.500 |
2,987.0 |
|
0.382 |
2,981.8 |
|
LOW |
2,965.0 |
|
0.618 |
2,937.8 |
|
1.000 |
2,921.0 |
|
1.618 |
2,893.8 |
|
2.618 |
2,849.8 |
|
4.250 |
2,778.0 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,987.0 |
3,002.0 |
| PP |
2,985.7 |
2,995.7 |
| S1 |
2,984.3 |
2,989.3 |
|