| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,958.0 |
2,970.0 |
12.0 |
0.4% |
3,010.0 |
| High |
2,989.0 |
3,012.0 |
23.0 |
0.8% |
3,039.0 |
| Low |
2,941.0 |
2,952.0 |
11.0 |
0.4% |
2,908.0 |
| Close |
2,982.0 |
2,969.0 |
-13.0 |
-0.4% |
2,982.0 |
| Range |
48.0 |
60.0 |
12.0 |
25.0% |
131.0 |
| ATR |
72.2 |
71.4 |
-0.9 |
-1.2% |
0.0 |
| Volume |
1,017,637 |
1,372,739 |
355,102 |
34.9% |
7,324,892 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,157.7 |
3,123.3 |
3,002.0 |
|
| R3 |
3,097.7 |
3,063.3 |
2,985.5 |
|
| R2 |
3,037.7 |
3,037.7 |
2,980.0 |
|
| R1 |
3,003.3 |
3,003.3 |
2,974.5 |
2,990.5 |
| PP |
2,977.7 |
2,977.7 |
2,977.7 |
2,971.3 |
| S1 |
2,943.3 |
2,943.3 |
2,963.5 |
2,930.5 |
| S2 |
2,917.7 |
2,917.7 |
2,958.0 |
|
| S3 |
2,857.7 |
2,883.3 |
2,952.5 |
|
| S4 |
2,797.7 |
2,823.3 |
2,936.0 |
|
|
| 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 |
3,015.0 |
2,908.0 |
107.0 |
3.6% |
57.8 |
1.9% |
57% |
False |
False |
1,368,090 |
| 10 |
3,052.0 |
2,857.0 |
195.0 |
6.6% |
69.8 |
2.4% |
57% |
False |
False |
1,130,031 |
| 20 |
3,052.0 |
2,724.0 |
328.0 |
11.0% |
63.0 |
2.1% |
75% |
False |
False |
595,598 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.4% |
69.5 |
2.3% |
82% |
False |
False |
307,271 |
| 60 |
3,235.0 |
2,594.0 |
641.0 |
21.6% |
70.5 |
2.4% |
59% |
False |
False |
205,782 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.5% |
66.1 |
2.2% |
44% |
False |
False |
154,527 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.5% |
57.9 |
2.0% |
44% |
False |
False |
123,639 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.5% |
53.0 |
1.8% |
44% |
False |
False |
103,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,267.0 |
|
2.618 |
3,169.1 |
|
1.618 |
3,109.1 |
|
1.000 |
3,072.0 |
|
0.618 |
3,049.1 |
|
HIGH |
3,012.0 |
|
0.618 |
2,989.1 |
|
0.500 |
2,982.0 |
|
0.382 |
2,974.9 |
|
LOW |
2,952.0 |
|
0.618 |
2,914.9 |
|
1.000 |
2,892.0 |
|
1.618 |
2,854.9 |
|
2.618 |
2,794.9 |
|
4.250 |
2,697.0 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,982.0 |
2,966.5 |
| PP |
2,977.7 |
2,964.0 |
| S1 |
2,973.3 |
2,961.5 |
|