| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
3,005.0 |
2,958.0 |
-47.0 |
-1.6% |
3,010.0 |
| High |
3,015.0 |
2,989.0 |
-26.0 |
-0.9% |
3,039.0 |
| Low |
2,908.0 |
2,941.0 |
33.0 |
1.1% |
2,908.0 |
| Close |
2,956.0 |
2,982.0 |
26.0 |
0.9% |
2,982.0 |
| Range |
107.0 |
48.0 |
-59.0 |
-55.1% |
131.0 |
| ATR |
74.1 |
72.2 |
-1.9 |
-2.5% |
0.0 |
| Volume |
1,295,623 |
1,017,637 |
-277,986 |
-21.5% |
7,324,892 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,114.7 |
3,096.3 |
3,008.4 |
|
| R3 |
3,066.7 |
3,048.3 |
2,995.2 |
|
| R2 |
3,018.7 |
3,018.7 |
2,990.8 |
|
| R1 |
3,000.3 |
3,000.3 |
2,986.4 |
3,009.5 |
| PP |
2,970.7 |
2,970.7 |
2,970.7 |
2,975.3 |
| S1 |
2,952.3 |
2,952.3 |
2,977.6 |
2,961.5 |
| S2 |
2,922.7 |
2,922.7 |
2,973.2 |
|
| S3 |
2,874.7 |
2,904.3 |
2,968.8 |
|
| S4 |
2,826.7 |
2,856.3 |
2,955.6 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,369.3 |
3,306.7 |
3,054.1 |
|
| R3 |
3,238.3 |
3,175.7 |
3,018.0 |
|
| R2 |
3,107.3 |
3,107.3 |
3,006.0 |
|
| R1 |
3,044.7 |
3,044.7 |
2,994.0 |
3,010.5 |
| PP |
2,976.3 |
2,976.3 |
2,976.3 |
2,959.3 |
| S1 |
2,913.7 |
2,913.7 |
2,970.0 |
2,879.5 |
| S2 |
2,845.3 |
2,845.3 |
2,958.0 |
|
| S3 |
2,714.3 |
2,782.7 |
2,946.0 |
|
| S4 |
2,583.3 |
2,651.7 |
2,910.0 |
|
|
| 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% |
53.6 |
1.8% |
56% |
False |
False |
1,464,978 |
| 10 |
3,052.0 |
2,857.0 |
195.0 |
6.5% |
67.7 |
2.3% |
64% |
False |
False |
1,015,712 |
| 20 |
3,052.0 |
2,724.0 |
328.0 |
11.0% |
62.5 |
2.1% |
79% |
False |
False |
526,989 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.4% |
69.5 |
2.3% |
85% |
False |
False |
273,005 |
| 60 |
3,235.0 |
2,594.0 |
641.0 |
21.5% |
70.5 |
2.4% |
61% |
False |
False |
182,909 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.3% |
65.6 |
2.2% |
46% |
False |
False |
137,368 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.3% |
57.5 |
1.9% |
46% |
False |
False |
109,912 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.3% |
52.6 |
1.8% |
46% |
False |
False |
91,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,193.0 |
|
2.618 |
3,114.7 |
|
1.618 |
3,066.7 |
|
1.000 |
3,037.0 |
|
0.618 |
3,018.7 |
|
HIGH |
2,989.0 |
|
0.618 |
2,970.7 |
|
0.500 |
2,965.0 |
|
0.382 |
2,959.3 |
|
LOW |
2,941.0 |
|
0.618 |
2,911.3 |
|
1.000 |
2,893.0 |
|
1.618 |
2,863.3 |
|
2.618 |
2,815.3 |
|
4.250 |
2,737.0 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,976.3 |
2,975.2 |
| PP |
2,970.7 |
2,968.3 |
| S1 |
2,965.0 |
2,961.5 |
|