| 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 |
5,158.0 |
5,085.0 |
-73.0 |
-1.4% |
5,203.0 |
| High |
5,159.0 |
5,095.0 |
-64.0 |
-1.2% |
5,214.0 |
| Low |
5,105.0 |
5,053.0 |
-52.0 |
-1.0% |
5,073.0 |
| Close |
5,132.0 |
5,081.0 |
-51.0 |
-1.0% |
5,164.0 |
| Range |
54.0 |
42.0 |
-12.0 |
-22.2% |
141.0 |
| ATR |
61.3 |
62.5 |
1.3 |
2.1% |
0.0 |
| Volume |
19,367 |
23,872 |
4,505 |
23.3% |
343,567 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,202.3 |
5,183.7 |
5,104.1 |
|
| R3 |
5,160.3 |
5,141.7 |
5,092.6 |
|
| R2 |
5,118.3 |
5,118.3 |
5,088.7 |
|
| R1 |
5,099.7 |
5,099.7 |
5,084.9 |
5,088.0 |
| PP |
5,076.3 |
5,076.3 |
5,076.3 |
5,070.5 |
| S1 |
5,057.7 |
5,057.7 |
5,077.2 |
5,046.0 |
| S2 |
5,034.3 |
5,034.3 |
5,073.3 |
|
| S3 |
4,992.3 |
5,015.7 |
5,069.5 |
|
| S4 |
4,950.3 |
4,973.7 |
5,057.9 |
|
|
| 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 |
5,053.0 |
161.0 |
3.2% |
50.2 |
1.0% |
17% |
False |
True |
20,944 |
| 10 |
5,214.0 |
5,053.0 |
161.0 |
3.2% |
54.6 |
1.1% |
17% |
False |
True |
43,142 |
| 20 |
5,214.0 |
4,800.0 |
414.0 |
8.1% |
54.4 |
1.1% |
68% |
False |
False |
22,209 |
| 40 |
5,214.0 |
4,649.0 |
565.0 |
11.1% |
53.6 |
1.1% |
76% |
False |
False |
11,155 |
| 60 |
5,282.0 |
4,649.0 |
633.0 |
12.5% |
44.4 |
0.9% |
68% |
False |
False |
7,447 |
| 80 |
5,282.0 |
4,649.0 |
633.0 |
12.5% |
34.7 |
0.7% |
68% |
False |
False |
5,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,273.5 |
|
2.618 |
5,205.0 |
|
1.618 |
5,163.0 |
|
1.000 |
5,137.0 |
|
0.618 |
5,121.0 |
|
HIGH |
5,095.0 |
|
0.618 |
5,079.0 |
|
0.500 |
5,074.0 |
|
0.382 |
5,069.0 |
|
LOW |
5,053.0 |
|
0.618 |
5,027.0 |
|
1.000 |
5,011.0 |
|
1.618 |
4,985.0 |
|
2.618 |
4,943.0 |
|
4.250 |
4,874.5 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,078.7 |
5,116.5 |
| PP |
5,076.3 |
5,104.7 |
| S1 |
5,074.0 |
5,092.8 |
|