| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,974.0 |
2,970.0 |
-4.0 |
-0.1% |
3,010.0 |
| High |
2,980.0 |
3,000.0 |
20.0 |
0.7% |
3,039.0 |
| Low |
2,917.0 |
2,947.0 |
30.0 |
1.0% |
2,908.0 |
| Close |
2,969.0 |
2,967.0 |
-2.0 |
-0.1% |
2,982.0 |
| Range |
63.0 |
53.0 |
-10.0 |
-15.9% |
131.0 |
| ATR |
70.8 |
69.5 |
-1.3 |
-1.8% |
0.0 |
| Volume |
1,099,066 |
1,109,534 |
10,468 |
1.0% |
7,324,892 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,130.3 |
3,101.7 |
2,996.2 |
|
| R3 |
3,077.3 |
3,048.7 |
2,981.6 |
|
| R2 |
3,024.3 |
3,024.3 |
2,976.7 |
|
| R1 |
2,995.7 |
2,995.7 |
2,971.9 |
2,983.5 |
| PP |
2,971.3 |
2,971.3 |
2,971.3 |
2,965.3 |
| S1 |
2,942.7 |
2,942.7 |
2,962.1 |
2,930.5 |
| S2 |
2,918.3 |
2,918.3 |
2,957.3 |
|
| S3 |
2,865.3 |
2,889.7 |
2,952.4 |
|
| S4 |
2,812.3 |
2,836.7 |
2,937.9 |
|
|
| 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% |
66.2 |
2.2% |
55% |
False |
False |
1,178,919 |
| 10 |
3,052.0 |
2,857.0 |
195.0 |
6.6% |
71.0 |
2.4% |
56% |
False |
False |
1,284,296 |
| 20 |
3,052.0 |
2,760.0 |
292.0 |
9.8% |
61.8 |
2.1% |
71% |
False |
False |
704,193 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.4% |
68.2 |
2.3% |
81% |
False |
False |
362,154 |
| 60 |
3,235.0 |
2,594.0 |
641.0 |
21.6% |
70.9 |
2.4% |
58% |
False |
False |
242,582 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.5% |
67.2 |
2.3% |
44% |
False |
False |
182,134 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.5% |
58.8 |
2.0% |
44% |
False |
False |
145,725 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.5% |
53.2 |
1.8% |
44% |
False |
False |
121,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,225.3 |
|
2.618 |
3,138.8 |
|
1.618 |
3,085.8 |
|
1.000 |
3,053.0 |
|
0.618 |
3,032.8 |
|
HIGH |
3,000.0 |
|
0.618 |
2,979.8 |
|
0.500 |
2,973.5 |
|
0.382 |
2,967.2 |
|
LOW |
2,947.0 |
|
0.618 |
2,914.2 |
|
1.000 |
2,894.0 |
|
1.618 |
2,861.2 |
|
2.618 |
2,808.2 |
|
4.250 |
2,721.8 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,973.5 |
2,966.2 |
| PP |
2,971.3 |
2,965.3 |
| S1 |
2,969.2 |
2,964.5 |
|