| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,036.50 |
2,043.25 |
6.75 |
0.3% |
2,009.50 |
| High |
2,044.50 |
2,047.50 |
3.00 |
0.1% |
2,042.75 |
| Low |
2,031.00 |
2,028.75 |
-2.25 |
-0.1% |
1,995.00 |
| Close |
2,042.75 |
2,042.50 |
-0.25 |
0.0% |
2,037.50 |
| Range |
13.50 |
18.75 |
5.25 |
38.9% |
47.75 |
| ATR |
27.86 |
27.21 |
-0.65 |
-2.3% |
0.00 |
| Volume |
1,278,261 |
1,496,196 |
217,935 |
17.0% |
9,518,941 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.75 |
2,088.00 |
2,052.75 |
|
| R3 |
2,077.00 |
2,069.25 |
2,047.75 |
|
| R2 |
2,058.25 |
2,058.25 |
2,046.00 |
|
| R1 |
2,050.50 |
2,050.50 |
2,044.25 |
2,045.00 |
| PP |
2,039.50 |
2,039.50 |
2,039.50 |
2,037.00 |
| S1 |
2,031.75 |
2,031.75 |
2,040.75 |
2,026.25 |
| S2 |
2,020.75 |
2,020.75 |
2,039.00 |
|
| S3 |
2,002.00 |
2,013.00 |
2,037.25 |
|
| S4 |
1,983.25 |
1,994.25 |
2,032.25 |
|
|
| 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 |
2,047.50 |
1,997.00 |
50.50 |
2.5% |
21.00 |
1.0% |
90% |
True |
False |
1,746,154 |
| 10 |
2,047.50 |
1,958.00 |
89.50 |
4.4% |
22.50 |
1.1% |
94% |
True |
False |
1,546,972 |
| 20 |
2,047.50 |
1,877.25 |
170.25 |
8.3% |
26.00 |
1.3% |
97% |
True |
False |
795,511 |
| 40 |
2,047.50 |
1,794.50 |
253.00 |
12.4% |
32.50 |
1.6% |
98% |
True |
False |
401,940 |
| 60 |
2,068.00 |
1,794.50 |
273.50 |
13.4% |
36.25 |
1.8% |
91% |
False |
False |
269,222 |
| 80 |
2,090.50 |
1,794.50 |
296.00 |
14.5% |
35.25 |
1.7% |
84% |
False |
False |
202,074 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
14.7% |
33.00 |
1.6% |
82% |
False |
False |
161,744 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.7% |
31.75 |
1.6% |
82% |
False |
False |
134,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,127.25 |
|
2.618 |
2,096.50 |
|
1.618 |
2,077.75 |
|
1.000 |
2,066.25 |
|
0.618 |
2,059.00 |
|
HIGH |
2,047.50 |
|
0.618 |
2,040.25 |
|
0.500 |
2,038.00 |
|
0.382 |
2,036.00 |
|
LOW |
2,028.75 |
|
0.618 |
2,017.25 |
|
1.000 |
2,010.00 |
|
1.618 |
1,998.50 |
|
2.618 |
1,979.75 |
|
4.250 |
1,949.00 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,041.00 |
2,040.75 |
| PP |
2,039.50 |
2,039.00 |
| S1 |
2,038.00 |
2,037.25 |
|