| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
5,203.0 |
5,168.0 |
-35.0 |
-0.7% |
5,110.0 |
| High |
5,203.0 |
5,170.0 |
-33.0 |
-0.6% |
5,170.0 |
| Low |
5,158.0 |
5,086.0 |
-72.0 |
-1.4% |
5,066.0 |
| Close |
5,159.0 |
5,091.0 |
-68.0 |
-1.3% |
5,167.0 |
| Range |
45.0 |
84.0 |
39.0 |
86.7% |
104.0 |
| ATR |
63.8 |
65.2 |
1.4 |
2.3% |
0.0 |
| Volume |
66,583 |
144,087 |
77,504 |
116.4% |
17,426 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,367.7 |
5,313.3 |
5,137.2 |
|
| R3 |
5,283.7 |
5,229.3 |
5,114.1 |
|
| R2 |
5,199.7 |
5,199.7 |
5,106.4 |
|
| R1 |
5,145.3 |
5,145.3 |
5,098.7 |
5,130.5 |
| PP |
5,115.7 |
5,115.7 |
5,115.7 |
5,108.3 |
| S1 |
5,061.3 |
5,061.3 |
5,083.3 |
5,046.5 |
| S2 |
5,031.7 |
5,031.7 |
5,075.6 |
|
| S3 |
4,947.7 |
4,977.3 |
5,067.9 |
|
| S4 |
4,863.7 |
4,893.3 |
5,044.8 |
|
|
| 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% |
60.0 |
1.2% |
18% |
False |
False |
45,302 |
| 10 |
5,203.0 |
4,896.0 |
307.0 |
6.0% |
59.2 |
1.2% |
64% |
False |
False |
22,947 |
| 20 |
5,203.0 |
4,790.0 |
413.0 |
8.1% |
54.9 |
1.1% |
73% |
False |
False |
11,671 |
| 40 |
5,203.0 |
4,649.0 |
554.0 |
10.9% |
50.2 |
1.0% |
80% |
False |
False |
5,869 |
| 60 |
5,282.0 |
4,649.0 |
633.0 |
12.4% |
40.4 |
0.8% |
70% |
False |
False |
3,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,527.0 |
|
2.618 |
5,389.9 |
|
1.618 |
5,305.9 |
|
1.000 |
5,254.0 |
|
0.618 |
5,221.9 |
|
HIGH |
5,170.0 |
|
0.618 |
5,137.9 |
|
0.500 |
5,128.0 |
|
0.382 |
5,118.1 |
|
LOW |
5,086.0 |
|
0.618 |
5,034.1 |
|
1.000 |
5,002.0 |
|
1.618 |
4,950.1 |
|
2.618 |
4,866.1 |
|
4.250 |
4,729.0 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,128.0 |
5,144.5 |
| PP |
5,115.7 |
5,126.7 |
| S1 |
5,103.3 |
5,108.8 |
|