| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,970.0 |
2,974.0 |
4.0 |
0.1% |
3,010.0 |
| High |
3,012.0 |
2,980.0 |
-32.0 |
-1.1% |
3,039.0 |
| Low |
2,952.0 |
2,917.0 |
-35.0 |
-1.2% |
2,908.0 |
| Close |
2,969.0 |
2,969.0 |
0.0 |
0.0% |
2,982.0 |
| Range |
60.0 |
63.0 |
3.0 |
5.0% |
131.0 |
| ATR |
71.4 |
70.8 |
-0.6 |
-0.8% |
0.0 |
| Volume |
1,372,739 |
1,099,066 |
-273,673 |
-19.9% |
7,324,892 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,144.3 |
3,119.7 |
3,003.7 |
|
| R3 |
3,081.3 |
3,056.7 |
2,986.3 |
|
| R2 |
3,018.3 |
3,018.3 |
2,980.6 |
|
| R1 |
2,993.7 |
2,993.7 |
2,974.8 |
2,974.5 |
| PP |
2,955.3 |
2,955.3 |
2,955.3 |
2,945.8 |
| S1 |
2,930.7 |
2,930.7 |
2,963.2 |
2,911.5 |
| S2 |
2,892.3 |
2,892.3 |
2,957.5 |
|
| S3 |
2,829.3 |
2,867.7 |
2,951.7 |
|
| S4 |
2,766.3 |
2,804.7 |
2,934.4 |
|
|
| 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% |
64.4 |
2.2% |
57% |
False |
False |
1,259,106 |
| 10 |
3,052.0 |
2,857.0 |
195.0 |
6.6% |
70.3 |
2.4% |
57% |
False |
False |
1,220,177 |
| 20 |
3,052.0 |
2,724.0 |
328.0 |
11.0% |
63.4 |
2.1% |
75% |
False |
False |
649,197 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.4% |
68.6 |
2.3% |
82% |
False |
False |
334,672 |
| 60 |
3,235.0 |
2,594.0 |
641.0 |
21.6% |
70.7 |
2.4% |
59% |
False |
False |
224,099 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.5% |
66.8 |
2.3% |
44% |
False |
False |
168,265 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.5% |
58.3 |
2.0% |
44% |
False |
False |
134,630 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.5% |
53.3 |
1.8% |
44% |
False |
False |
112,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,247.8 |
|
2.618 |
3,144.9 |
|
1.618 |
3,081.9 |
|
1.000 |
3,043.0 |
|
0.618 |
3,018.9 |
|
HIGH |
2,980.0 |
|
0.618 |
2,955.9 |
|
0.500 |
2,948.5 |
|
0.382 |
2,941.1 |
|
LOW |
2,917.0 |
|
0.618 |
2,878.1 |
|
1.000 |
2,854.0 |
|
1.618 |
2,815.1 |
|
2.618 |
2,752.1 |
|
4.250 |
2,649.3 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,962.2 |
2,967.5 |
| PP |
2,955.3 |
2,966.0 |
| S1 |
2,948.5 |
2,964.5 |
|