| 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 |
2,009.50 |
2,009.25 |
-0.25 |
0.0% |
1,985.00 |
| High |
2,015.00 |
2,010.00 |
-5.00 |
-0.2% |
2,012.75 |
| Low |
2,002.00 |
1,995.00 |
-7.00 |
-0.3% |
1,958.00 |
| Close |
2,009.25 |
2,006.50 |
-2.75 |
-0.1% |
2,010.50 |
| Range |
13.00 |
15.00 |
2.00 |
15.4% |
54.75 |
| ATR |
31.40 |
30.22 |
-1.17 |
-3.7% |
0.00 |
| Volume |
1,651,775 |
1,910,850 |
259,075 |
15.7% |
3,410,362 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,048.75 |
2,042.75 |
2,014.75 |
|
| R3 |
2,033.75 |
2,027.75 |
2,010.50 |
|
| R2 |
2,018.75 |
2,018.75 |
2,009.25 |
|
| R1 |
2,012.75 |
2,012.75 |
2,008.00 |
2,008.25 |
| PP |
2,003.75 |
2,003.75 |
2,003.75 |
2,001.50 |
| S1 |
1,997.75 |
1,997.75 |
2,005.00 |
1,993.25 |
| S2 |
1,988.75 |
1,988.75 |
2,003.75 |
|
| S3 |
1,973.75 |
1,982.75 |
2,002.50 |
|
| S4 |
1,958.75 |
1,967.75 |
1,998.25 |
|
|
| 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% |
24.25 |
1.2% |
85% |
False |
False |
1,347,789 |
| 10 |
2,015.00 |
1,957.25 |
57.75 |
2.9% |
22.50 |
1.1% |
85% |
False |
False |
710,773 |
| 20 |
2,015.00 |
1,873.00 |
142.00 |
7.1% |
28.25 |
1.4% |
94% |
False |
False |
360,402 |
| 40 |
2,015.00 |
1,794.50 |
220.50 |
11.0% |
36.50 |
1.8% |
96% |
False |
False |
184,230 |
| 60 |
2,068.00 |
1,794.50 |
273.50 |
13.6% |
37.50 |
1.9% |
78% |
False |
False |
123,832 |
| 80 |
2,090.50 |
1,794.50 |
296.00 |
14.8% |
35.25 |
1.8% |
72% |
False |
False |
92,962 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
15.0% |
33.00 |
1.7% |
70% |
False |
False |
74,452 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
15.0% |
32.50 |
1.6% |
70% |
False |
False |
62,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,073.75 |
|
2.618 |
2,049.25 |
|
1.618 |
2,034.25 |
|
1.000 |
2,025.00 |
|
0.618 |
2,019.25 |
|
HIGH |
2,010.00 |
|
0.618 |
2,004.25 |
|
0.500 |
2,002.50 |
|
0.382 |
2,000.75 |
|
LOW |
1,995.00 |
|
0.618 |
1,985.75 |
|
1.000 |
1,980.00 |
|
1.618 |
1,970.75 |
|
2.618 |
1,955.75 |
|
4.250 |
1,931.25 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.25 |
2,003.25 |
| PP |
2,003.75 |
1,999.75 |
| S1 |
2,002.50 |
1,996.50 |
|