| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,981.00 |
1,979.75 |
-1.25 |
-0.1% |
1,985.00 |
| High |
2,001.00 |
2,012.75 |
11.75 |
0.6% |
2,012.75 |
| Low |
1,958.00 |
1,978.00 |
20.00 |
1.0% |
1,958.00 |
| Close |
1,979.50 |
2,010.50 |
31.00 |
1.6% |
2,010.50 |
| Range |
43.00 |
34.75 |
-8.25 |
-19.2% |
54.75 |
| ATR |
32.66 |
32.81 |
0.15 |
0.5% |
0.00 |
| Volume |
1,048,138 |
1,828,591 |
780,453 |
74.5% |
3,410,362 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,104.75 |
2,092.25 |
2,029.50 |
|
| R3 |
2,070.00 |
2,057.50 |
2,020.00 |
|
| R2 |
2,035.25 |
2,035.25 |
2,016.75 |
|
| R1 |
2,022.75 |
2,022.75 |
2,013.75 |
2,029.00 |
| PP |
2,000.50 |
2,000.50 |
2,000.50 |
2,003.50 |
| S1 |
1,988.00 |
1,988.00 |
2,007.25 |
1,994.25 |
| S2 |
1,965.75 |
1,965.75 |
2,004.25 |
|
| S3 |
1,931.00 |
1,953.25 |
2,001.00 |
|
| S4 |
1,896.25 |
1,918.50 |
1,991.50 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,158.00 |
2,139.00 |
2,040.50 |
|
| R3 |
2,103.25 |
2,084.25 |
2,025.50 |
|
| R2 |
2,048.50 |
2,048.50 |
2,020.50 |
|
| R1 |
2,029.50 |
2,029.50 |
2,015.50 |
2,039.00 |
| PP |
1,993.75 |
1,993.75 |
1,993.75 |
1,998.50 |
| S1 |
1,974.75 |
1,974.75 |
2,005.50 |
1,984.25 |
| S2 |
1,939.00 |
1,939.00 |
2,000.50 |
|
| S3 |
1,884.25 |
1,920.00 |
1,995.50 |
|
| S4 |
1,829.50 |
1,865.25 |
1,980.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,012.75 |
1,958.00 |
54.75 |
2.7% |
27.50 |
1.4% |
96% |
True |
False |
682,072 |
| 10 |
2,012.75 |
1,911.75 |
101.00 |
5.0% |
28.25 |
1.4% |
98% |
True |
False |
357,979 |
| 20 |
2,012.75 |
1,814.25 |
198.50 |
9.9% |
30.25 |
1.5% |
99% |
True |
False |
183,442 |
| 40 |
2,012.75 |
1,794.50 |
218.25 |
10.9% |
38.75 |
1.9% |
99% |
True |
False |
95,488 |
| 60 |
2,068.00 |
1,794.50 |
273.50 |
13.6% |
38.00 |
1.9% |
79% |
False |
False |
64,473 |
| 80 |
2,090.50 |
1,794.50 |
296.00 |
14.7% |
35.75 |
1.8% |
73% |
False |
False |
48,437 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
15.0% |
33.00 |
1.6% |
72% |
False |
False |
38,826 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
15.0% |
32.75 |
1.6% |
72% |
False |
False |
32,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.50 |
|
2.618 |
2,103.75 |
|
1.618 |
2,069.00 |
|
1.000 |
2,047.50 |
|
0.618 |
2,034.25 |
|
HIGH |
2,012.75 |
|
0.618 |
1,999.50 |
|
0.500 |
1,995.50 |
|
0.382 |
1,991.25 |
|
LOW |
1,978.00 |
|
0.618 |
1,956.50 |
|
1.000 |
1,943.25 |
|
1.618 |
1,921.75 |
|
2.618 |
1,887.00 |
|
4.250 |
1,830.25 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.50 |
2,002.00 |
| PP |
2,000.50 |
1,993.75 |
| S1 |
1,995.50 |
1,985.50 |
|