| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,970.0 |
2,949.0 |
-21.0 |
-0.7% |
3,010.0 |
| High |
3,000.0 |
2,953.0 |
-47.0 |
-1.6% |
3,039.0 |
| Low |
2,947.0 |
2,906.0 |
-41.0 |
-1.4% |
2,908.0 |
| Close |
2,967.0 |
2,916.0 |
-51.0 |
-1.7% |
2,982.0 |
| Range |
53.0 |
47.0 |
-6.0 |
-11.3% |
131.0 |
| ATR |
69.5 |
68.9 |
-0.6 |
-0.9% |
0.0 |
| Volume |
1,109,534 |
917,566 |
-191,968 |
-17.3% |
7,324,892 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.0 |
3,038.0 |
2,941.9 |
|
| R3 |
3,019.0 |
2,991.0 |
2,928.9 |
|
| R2 |
2,972.0 |
2,972.0 |
2,924.6 |
|
| R1 |
2,944.0 |
2,944.0 |
2,920.3 |
2,934.5 |
| PP |
2,925.0 |
2,925.0 |
2,925.0 |
2,920.3 |
| S1 |
2,897.0 |
2,897.0 |
2,911.7 |
2,887.5 |
| S2 |
2,878.0 |
2,878.0 |
2,907.4 |
|
| S3 |
2,831.0 |
2,850.0 |
2,903.1 |
|
| S4 |
2,784.0 |
2,803.0 |
2,890.2 |
|
|
| 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 |
3,012.0 |
2,906.0 |
106.0 |
3.6% |
54.2 |
1.9% |
9% |
False |
True |
1,103,308 |
| 10 |
3,039.0 |
2,906.0 |
133.0 |
4.6% |
56.2 |
1.9% |
8% |
False |
True |
1,304,464 |
| 20 |
3,052.0 |
2,801.0 |
251.0 |
8.6% |
61.4 |
2.1% |
46% |
False |
False |
749,292 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.7% |
67.0 |
2.3% |
70% |
False |
False |
383,031 |
| 60 |
3,230.0 |
2,594.0 |
636.0 |
21.8% |
71.2 |
2.4% |
51% |
False |
False |
257,874 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
29.0% |
67.5 |
2.3% |
38% |
False |
False |
193,604 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
29.0% |
59.1 |
2.0% |
38% |
False |
False |
154,900 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
29.0% |
53.0 |
1.8% |
38% |
False |
False |
129,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,152.8 |
|
2.618 |
3,076.0 |
|
1.618 |
3,029.0 |
|
1.000 |
3,000.0 |
|
0.618 |
2,982.0 |
|
HIGH |
2,953.0 |
|
0.618 |
2,935.0 |
|
0.500 |
2,929.5 |
|
0.382 |
2,924.0 |
|
LOW |
2,906.0 |
|
0.618 |
2,877.0 |
|
1.000 |
2,859.0 |
|
1.618 |
2,830.0 |
|
2.618 |
2,783.0 |
|
4.250 |
2,706.3 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,929.5 |
2,953.0 |
| PP |
2,925.0 |
2,940.7 |
| S1 |
2,920.5 |
2,928.3 |
|