| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
5,139.0 |
5,203.0 |
64.0 |
1.2% |
5,110.0 |
| High |
5,170.0 |
5,203.0 |
33.0 |
0.6% |
5,170.0 |
| Low |
5,105.0 |
5,158.0 |
53.0 |
1.0% |
5,066.0 |
| Close |
5,167.0 |
5,159.0 |
-8.0 |
-0.2% |
5,167.0 |
| Range |
65.0 |
45.0 |
-20.0 |
-30.8% |
104.0 |
| ATR |
65.2 |
63.8 |
-1.4 |
-2.2% |
0.0 |
| Volume |
8,766 |
66,583 |
57,817 |
659.6% |
17,426 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,308.3 |
5,278.7 |
5,183.8 |
|
| R3 |
5,263.3 |
5,233.7 |
5,171.4 |
|
| R2 |
5,218.3 |
5,218.3 |
5,167.3 |
|
| R1 |
5,188.7 |
5,188.7 |
5,163.1 |
5,181.0 |
| PP |
5,173.3 |
5,173.3 |
5,173.3 |
5,169.5 |
| S1 |
5,143.7 |
5,143.7 |
5,154.9 |
5,136.0 |
| S2 |
5,128.3 |
5,128.3 |
5,150.8 |
|
| S3 |
5,083.3 |
5,098.7 |
5,146.6 |
|
| S4 |
5,038.3 |
5,053.7 |
5,134.3 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,446.3 |
5,410.7 |
5,224.2 |
|
| R3 |
5,342.3 |
5,306.7 |
5,195.6 |
|
| R2 |
5,238.3 |
5,238.3 |
5,186.1 |
|
| R1 |
5,202.7 |
5,202.7 |
5,176.5 |
5,220.5 |
| PP |
5,134.3 |
5,134.3 |
5,134.3 |
5,143.3 |
| S1 |
5,098.7 |
5,098.7 |
5,157.5 |
5,116.5 |
| S2 |
5,030.3 |
5,030.3 |
5,147.9 |
|
| S3 |
4,926.3 |
4,994.7 |
5,138.4 |
|
| S4 |
4,822.3 |
4,890.7 |
5,109.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,203.0 |
5,066.0 |
137.0 |
2.7% |
58.2 |
1.1% |
68% |
True |
False |
16,737 |
| 10 |
5,203.0 |
4,858.0 |
345.0 |
6.7% |
53.8 |
1.0% |
87% |
True |
False |
8,725 |
| 20 |
5,203.0 |
4,763.0 |
440.0 |
8.5% |
55.7 |
1.1% |
90% |
True |
False |
4,470 |
| 40 |
5,203.0 |
4,649.0 |
554.0 |
10.7% |
48.4 |
0.9% |
92% |
True |
False |
2,267 |
| 60 |
5,282.0 |
4,649.0 |
633.0 |
12.3% |
39.0 |
0.8% |
81% |
False |
False |
1,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,394.3 |
|
2.618 |
5,320.8 |
|
1.618 |
5,275.8 |
|
1.000 |
5,248.0 |
|
0.618 |
5,230.8 |
|
HIGH |
5,203.0 |
|
0.618 |
5,185.8 |
|
0.500 |
5,180.5 |
|
0.382 |
5,175.2 |
|
LOW |
5,158.0 |
|
0.618 |
5,130.2 |
|
1.000 |
5,113.0 |
|
1.618 |
5,085.2 |
|
2.618 |
5,040.2 |
|
4.250 |
4,966.8 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,180.5 |
5,157.3 |
| PP |
5,173.3 |
5,155.7 |
| S1 |
5,166.2 |
5,154.0 |
|