| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,006.75 |
2,017.00 |
10.25 |
0.5% |
1,985.00 |
| High |
2,022.75 |
2,036.75 |
14.00 |
0.7% |
2,012.75 |
| Low |
1,997.00 |
2,005.75 |
8.75 |
0.4% |
1,958.00 |
| Close |
2,017.25 |
2,030.25 |
13.00 |
0.6% |
2,010.50 |
| Range |
25.75 |
31.00 |
5.25 |
20.4% |
54.75 |
| ATR |
29.90 |
29.98 |
0.08 |
0.3% |
0.00 |
| Volume |
2,043,775 |
2,136,877 |
93,102 |
4.6% |
3,410,362 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.25 |
2,104.75 |
2,047.25 |
|
| R3 |
2,086.25 |
2,073.75 |
2,038.75 |
|
| R2 |
2,055.25 |
2,055.25 |
2,036.00 |
|
| R1 |
2,042.75 |
2,042.75 |
2,033.00 |
2,049.00 |
| PP |
2,024.25 |
2,024.25 |
2,024.25 |
2,027.50 |
| S1 |
2,011.75 |
2,011.75 |
2,027.50 |
2,018.00 |
| S2 |
1,993.25 |
1,993.25 |
2,024.50 |
|
| S3 |
1,962.25 |
1,980.75 |
2,021.75 |
|
| S4 |
1,931.25 |
1,949.75 |
2,013.25 |
|
|
| 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 |
2,036.75 |
1,978.00 |
58.75 |
2.9% |
24.00 |
1.2% |
89% |
True |
False |
1,914,373 |
| 10 |
2,036.75 |
1,958.00 |
78.75 |
3.9% |
24.50 |
1.2% |
92% |
True |
False |
1,122,135 |
| 20 |
2,036.75 |
1,877.25 |
159.50 |
7.9% |
27.75 |
1.4% |
96% |
True |
False |
568,882 |
| 40 |
2,036.75 |
1,794.50 |
242.25 |
11.9% |
34.75 |
1.7% |
97% |
True |
False |
288,454 |
| 60 |
2,068.00 |
1,794.50 |
273.50 |
13.5% |
36.75 |
1.8% |
86% |
False |
False |
193,445 |
| 80 |
2,090.50 |
1,794.50 |
296.00 |
14.6% |
35.25 |
1.7% |
80% |
False |
False |
145,205 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
14.8% |
33.00 |
1.6% |
78% |
False |
False |
116,249 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.8% |
32.50 |
1.6% |
78% |
False |
False |
96,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,168.50 |
|
2.618 |
2,118.00 |
|
1.618 |
2,087.00 |
|
1.000 |
2,067.75 |
|
0.618 |
2,056.00 |
|
HIGH |
2,036.75 |
|
0.618 |
2,025.00 |
|
0.500 |
2,021.25 |
|
0.382 |
2,017.50 |
|
LOW |
2,005.75 |
|
0.618 |
1,986.50 |
|
1.000 |
1,974.75 |
|
1.618 |
1,955.50 |
|
2.618 |
1,924.50 |
|
4.250 |
1,874.00 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,027.25 |
2,025.50 |
| PP |
2,024.25 |
2,020.75 |
| S1 |
2,021.25 |
2,016.00 |
|