| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,031.25 |
2,036.50 |
5.25 |
0.3% |
2,009.50 |
| High |
2,042.75 |
2,044.50 |
1.75 |
0.1% |
2,042.75 |
| Low |
2,027.00 |
2,031.00 |
4.00 |
0.2% |
1,995.00 |
| Close |
2,037.50 |
2,042.75 |
5.25 |
0.3% |
2,037.50 |
| Range |
15.75 |
13.50 |
-2.25 |
-14.3% |
47.75 |
| ATR |
28.97 |
27.86 |
-1.10 |
-3.8% |
0.00 |
| Volume |
1,775,664 |
1,278,261 |
-497,403 |
-28.0% |
9,518,941 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,080.00 |
2,074.75 |
2,050.25 |
|
| R3 |
2,066.50 |
2,061.25 |
2,046.50 |
|
| R2 |
2,053.00 |
2,053.00 |
2,045.25 |
|
| R1 |
2,047.75 |
2,047.75 |
2,044.00 |
2,050.50 |
| PP |
2,039.50 |
2,039.50 |
2,039.50 |
2,040.75 |
| S1 |
2,034.25 |
2,034.25 |
2,041.50 |
2,037.00 |
| S2 |
2,026.00 |
2,026.00 |
2,040.25 |
|
| S3 |
2,012.50 |
2,020.75 |
2,039.00 |
|
| S4 |
1,999.00 |
2,007.25 |
2,035.25 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.25 |
2,150.75 |
2,063.75 |
|
| R3 |
2,120.50 |
2,103.00 |
2,050.75 |
|
| R2 |
2,072.75 |
2,072.75 |
2,046.25 |
|
| R1 |
2,055.25 |
2,055.25 |
2,042.00 |
2,064.00 |
| PP |
2,025.00 |
2,025.00 |
2,025.00 |
2,029.50 |
| S1 |
2,007.50 |
2,007.50 |
2,033.00 |
2,016.25 |
| S2 |
1,977.25 |
1,977.25 |
2,028.75 |
|
| S3 |
1,929.50 |
1,959.75 |
2,024.25 |
|
| S4 |
1,881.75 |
1,912.00 |
2,011.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,044.50 |
1,995.00 |
49.50 |
2.4% |
20.25 |
1.0% |
96% |
True |
False |
1,829,085 |
| 10 |
2,044.50 |
1,958.00 |
86.50 |
4.2% |
23.25 |
1.1% |
98% |
True |
False |
1,412,656 |
| 20 |
2,044.50 |
1,877.25 |
167.25 |
8.2% |
26.25 |
1.3% |
99% |
True |
False |
720,997 |
| 40 |
2,044.50 |
1,794.50 |
250.00 |
12.2% |
33.00 |
1.6% |
99% |
True |
False |
364,615 |
| 60 |
2,068.00 |
1,794.50 |
273.50 |
13.4% |
36.50 |
1.8% |
91% |
False |
False |
244,312 |
| 80 |
2,090.50 |
1,794.50 |
296.00 |
14.5% |
35.25 |
1.7% |
84% |
False |
False |
183,373 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
14.7% |
33.00 |
1.6% |
82% |
False |
False |
146,784 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.7% |
31.75 |
1.6% |
82% |
False |
False |
122,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,102.00 |
|
2.618 |
2,079.75 |
|
1.618 |
2,066.25 |
|
1.000 |
2,058.00 |
|
0.618 |
2,052.75 |
|
HIGH |
2,044.50 |
|
0.618 |
2,039.25 |
|
0.500 |
2,037.75 |
|
0.382 |
2,036.25 |
|
LOW |
2,031.00 |
|
0.618 |
2,022.75 |
|
1.000 |
2,017.50 |
|
1.618 |
2,009.25 |
|
2.618 |
1,995.75 |
|
4.250 |
1,973.50 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,041.00 |
2,037.00 |
| PP |
2,039.50 |
2,031.00 |
| S1 |
2,037.75 |
2,025.00 |
|