| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
5,148.0 |
5,199.0 |
51.0 |
1.0% |
5,203.0 |
| High |
5,184.0 |
5,214.0 |
30.0 |
0.6% |
5,214.0 |
| Low |
5,122.0 |
5,158.0 |
36.0 |
0.7% |
5,073.0 |
| Close |
5,170.0 |
5,164.0 |
-6.0 |
-0.1% |
5,164.0 |
| Range |
62.0 |
56.0 |
-6.0 |
-9.7% |
141.0 |
| ATR |
64.0 |
63.5 |
-0.6 |
-0.9% |
0.0 |
| Volume |
39,055 |
25,630 |
-13,425 |
-34.4% |
343,567 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,346.7 |
5,311.3 |
5,194.8 |
|
| R3 |
5,290.7 |
5,255.3 |
5,179.4 |
|
| R2 |
5,234.7 |
5,234.7 |
5,174.3 |
|
| R1 |
5,199.3 |
5,199.3 |
5,169.1 |
5,189.0 |
| PP |
5,178.7 |
5,178.7 |
5,178.7 |
5,173.5 |
| S1 |
5,143.3 |
5,143.3 |
5,158.9 |
5,133.0 |
| S2 |
5,122.7 |
5,122.7 |
5,153.7 |
|
| S3 |
5,066.7 |
5,087.3 |
5,148.6 |
|
| S4 |
5,010.7 |
5,031.3 |
5,133.2 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,573.3 |
5,509.7 |
5,241.6 |
|
| R3 |
5,432.3 |
5,368.7 |
5,202.8 |
|
| R2 |
5,291.3 |
5,291.3 |
5,189.9 |
|
| R1 |
5,227.7 |
5,227.7 |
5,176.9 |
5,189.0 |
| PP |
5,150.3 |
5,150.3 |
5,150.3 |
5,131.0 |
| S1 |
5,086.7 |
5,086.7 |
5,151.1 |
5,048.0 |
| S2 |
5,009.3 |
5,009.3 |
5,138.2 |
|
| S3 |
4,868.3 |
4,945.7 |
5,125.2 |
|
| S4 |
4,727.3 |
4,804.7 |
5,086.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,214.0 |
5,073.0 |
141.0 |
2.7% |
57.2 |
1.1% |
65% |
True |
False |
68,713 |
| 10 |
5,214.0 |
5,066.0 |
148.0 |
2.9% |
54.3 |
1.1% |
66% |
True |
False |
36,099 |
| 20 |
5,214.0 |
4,790.0 |
424.0 |
8.2% |
51.4 |
1.0% |
88% |
True |
False |
18,295 |
| 40 |
5,214.0 |
4,649.0 |
565.0 |
10.9% |
50.5 |
1.0% |
91% |
True |
False |
9,179 |
| 60 |
5,282.0 |
4,649.0 |
633.0 |
12.3% |
41.6 |
0.8% |
81% |
False |
False |
6,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,452.0 |
|
2.618 |
5,360.6 |
|
1.618 |
5,304.6 |
|
1.000 |
5,270.0 |
|
0.618 |
5,248.6 |
|
HIGH |
5,214.0 |
|
0.618 |
5,192.6 |
|
0.500 |
5,186.0 |
|
0.382 |
5,179.4 |
|
LOW |
5,158.0 |
|
0.618 |
5,123.4 |
|
1.000 |
5,102.0 |
|
1.618 |
5,067.4 |
|
2.618 |
5,011.4 |
|
4.250 |
4,920.0 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,186.0 |
5,157.2 |
| PP |
5,178.7 |
5,150.3 |
| S1 |
5,171.3 |
5,143.5 |
|