| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,993.0 |
3,005.0 |
12.0 |
0.4% |
2,953.0 |
| High |
3,009.0 |
3,015.0 |
6.0 |
0.2% |
3,052.0 |
| Low |
2,965.0 |
2,908.0 |
-57.0 |
-1.9% |
2,857.0 |
| Close |
2,983.0 |
2,956.0 |
-27.0 |
-0.9% |
2,994.0 |
| Range |
44.0 |
107.0 |
63.0 |
143.2% |
195.0 |
| ATR |
71.6 |
74.1 |
2.5 |
3.5% |
0.0 |
| Volume |
1,510,467 |
1,295,623 |
-214,844 |
-14.2% |
2,832,229 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,280.7 |
3,225.3 |
3,014.9 |
|
| R3 |
3,173.7 |
3,118.3 |
2,985.4 |
|
| R2 |
3,066.7 |
3,066.7 |
2,975.6 |
|
| R1 |
3,011.3 |
3,011.3 |
2,965.8 |
2,985.5 |
| PP |
2,959.7 |
2,959.7 |
2,959.7 |
2,946.8 |
| S1 |
2,904.3 |
2,904.3 |
2,946.2 |
2,878.5 |
| S2 |
2,852.7 |
2,852.7 |
2,936.4 |
|
| S3 |
2,745.7 |
2,797.3 |
2,926.6 |
|
| S4 |
2,638.7 |
2,690.3 |
2,897.2 |
|
|
| 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 |
3,039.0 |
2,908.0 |
131.0 |
4.4% |
58.2 |
2.0% |
37% |
False |
True |
1,505,620 |
| 10 |
3,052.0 |
2,857.0 |
195.0 |
6.6% |
67.4 |
2.3% |
51% |
False |
False |
924,666 |
| 20 |
3,052.0 |
2,724.0 |
328.0 |
11.1% |
62.8 |
2.1% |
71% |
False |
False |
476,379 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.5% |
70.5 |
2.4% |
79% |
False |
False |
247,570 |
| 60 |
3,235.0 |
2,594.0 |
641.0 |
21.7% |
71.1 |
2.4% |
56% |
False |
False |
165,953 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.6% |
65.3 |
2.2% |
43% |
False |
False |
124,649 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.6% |
57.0 |
1.9% |
43% |
False |
False |
99,738 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.6% |
52.7 |
1.8% |
43% |
False |
False |
83,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,469.8 |
|
2.618 |
3,295.1 |
|
1.618 |
3,188.1 |
|
1.000 |
3,122.0 |
|
0.618 |
3,081.1 |
|
HIGH |
3,015.0 |
|
0.618 |
2,974.1 |
|
0.500 |
2,961.5 |
|
0.382 |
2,948.9 |
|
LOW |
2,908.0 |
|
0.618 |
2,841.9 |
|
1.000 |
2,801.0 |
|
1.618 |
2,734.9 |
|
2.618 |
2,627.9 |
|
4.250 |
2,453.3 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,961.5 |
2,961.5 |
| PP |
2,959.7 |
2,959.7 |
| S1 |
2,957.8 |
2,957.8 |
|