| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,009.25 |
2,006.75 |
-2.50 |
-0.1% |
1,985.00 |
| High |
2,010.00 |
2,022.75 |
12.75 |
0.6% |
2,012.75 |
| Low |
1,995.00 |
1,997.00 |
2.00 |
0.1% |
1,958.00 |
| Close |
2,006.50 |
2,017.25 |
10.75 |
0.5% |
2,010.50 |
| Range |
15.00 |
25.75 |
10.75 |
71.7% |
54.75 |
| ATR |
30.22 |
29.90 |
-0.32 |
-1.1% |
0.00 |
| Volume |
1,910,850 |
2,043,775 |
132,925 |
7.0% |
3,410,362 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,089.50 |
2,079.25 |
2,031.50 |
|
| R3 |
2,063.75 |
2,053.50 |
2,024.25 |
|
| R2 |
2,038.00 |
2,038.00 |
2,022.00 |
|
| R1 |
2,027.75 |
2,027.75 |
2,019.50 |
2,033.00 |
| PP |
2,012.25 |
2,012.25 |
2,012.25 |
2,015.00 |
| S1 |
2,002.00 |
2,002.00 |
2,015.00 |
2,007.00 |
| S2 |
1,986.50 |
1,986.50 |
2,012.50 |
|
| S3 |
1,960.75 |
1,976.25 |
2,010.25 |
|
| S4 |
1,935.00 |
1,950.50 |
2,003.00 |
|
|
| 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 |
2,022.75 |
1,958.00 |
64.75 |
3.2% |
26.25 |
1.3% |
92% |
True |
False |
1,696,625 |
| 10 |
2,022.75 |
1,958.00 |
64.75 |
3.2% |
23.00 |
1.1% |
92% |
True |
False |
912,237 |
| 20 |
2,022.75 |
1,877.25 |
145.50 |
7.2% |
27.25 |
1.4% |
96% |
True |
False |
462,218 |
| 40 |
2,022.75 |
1,794.50 |
228.25 |
11.3% |
35.75 |
1.8% |
98% |
True |
False |
235,209 |
| 60 |
2,068.00 |
1,794.50 |
273.50 |
13.6% |
37.00 |
1.8% |
81% |
False |
False |
157,874 |
| 80 |
2,090.50 |
1,794.50 |
296.00 |
14.7% |
35.00 |
1.7% |
75% |
False |
False |
118,507 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
14.9% |
33.00 |
1.6% |
74% |
False |
False |
94,889 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.9% |
32.50 |
1.6% |
74% |
False |
False |
79,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,132.25 |
|
2.618 |
2,090.25 |
|
1.618 |
2,064.50 |
|
1.000 |
2,048.50 |
|
0.618 |
2,038.75 |
|
HIGH |
2,022.75 |
|
0.618 |
2,013.00 |
|
0.500 |
2,010.00 |
|
0.382 |
2,006.75 |
|
LOW |
1,997.00 |
|
0.618 |
1,981.00 |
|
1.000 |
1,971.25 |
|
1.618 |
1,955.25 |
|
2.618 |
1,929.50 |
|
4.250 |
1,887.50 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,014.75 |
2,014.50 |
| PP |
2,012.25 |
2,011.75 |
| S1 |
2,010.00 |
2,009.00 |
|