| 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 |
1,979.75 |
2,009.50 |
29.75 |
1.5% |
1,985.00 |
| High |
2,012.75 |
2,015.00 |
2.25 |
0.1% |
2,012.75 |
| Low |
1,978.00 |
2,002.00 |
24.00 |
1.2% |
1,958.00 |
| Close |
2,010.50 |
2,009.25 |
-1.25 |
-0.1% |
2,010.50 |
| Range |
34.75 |
13.00 |
-21.75 |
-62.6% |
54.75 |
| ATR |
32.81 |
31.40 |
-1.42 |
-4.3% |
0.00 |
| Volume |
1,828,591 |
1,651,775 |
-176,816 |
-9.7% |
3,410,362 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,047.75 |
2,041.50 |
2,016.50 |
|
| R3 |
2,034.75 |
2,028.50 |
2,012.75 |
|
| R2 |
2,021.75 |
2,021.75 |
2,011.75 |
|
| R1 |
2,015.50 |
2,015.50 |
2,010.50 |
2,012.00 |
| PP |
2,008.75 |
2,008.75 |
2,008.75 |
2,007.00 |
| S1 |
2,002.50 |
2,002.50 |
2,008.00 |
1,999.00 |
| S2 |
1,995.75 |
1,995.75 |
2,006.75 |
|
| S3 |
1,982.75 |
1,989.50 |
2,005.75 |
|
| S4 |
1,969.75 |
1,976.50 |
2,002.00 |
|
|
| 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 |
2,015.00 |
1,958.00 |
57.00 |
2.8% |
26.25 |
1.3% |
90% |
True |
False |
996,227 |
| 10 |
2,015.00 |
1,911.75 |
103.25 |
5.1% |
26.75 |
1.3% |
94% |
True |
False |
521,646 |
| 20 |
2,015.00 |
1,855.00 |
160.00 |
8.0% |
29.00 |
1.4% |
96% |
True |
False |
265,283 |
| 40 |
2,015.00 |
1,794.50 |
220.50 |
11.0% |
37.75 |
1.9% |
97% |
True |
False |
136,600 |
| 60 |
2,068.00 |
1,794.50 |
273.50 |
13.6% |
37.75 |
1.9% |
79% |
False |
False |
91,994 |
| 80 |
2,090.50 |
1,794.50 |
296.00 |
14.7% |
35.25 |
1.8% |
73% |
False |
False |
69,078 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
15.0% |
33.00 |
1.6% |
71% |
False |
False |
55,344 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
15.0% |
32.75 |
1.6% |
71% |
False |
False |
46,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,070.25 |
|
2.618 |
2,049.00 |
|
1.618 |
2,036.00 |
|
1.000 |
2,028.00 |
|
0.618 |
2,023.00 |
|
HIGH |
2,015.00 |
|
0.618 |
2,010.00 |
|
0.500 |
2,008.50 |
|
0.382 |
2,007.00 |
|
LOW |
2,002.00 |
|
0.618 |
1,994.00 |
|
1.000 |
1,989.00 |
|
1.618 |
1,981.00 |
|
2.618 |
1,968.00 |
|
4.250 |
1,946.75 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,009.00 |
2,001.75 |
| PP |
2,008.75 |
1,994.00 |
| S1 |
2,008.50 |
1,986.50 |
|