| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,043.00 |
2,028.00 |
-15.00 |
-0.7% |
2,009.50 |
| High |
2,045.25 |
2,030.25 |
-15.00 |
-0.7% |
2,042.75 |
| Low |
2,025.25 |
2,012.25 |
-13.00 |
-0.6% |
1,995.00 |
| Close |
2,028.75 |
2,028.50 |
-0.25 |
0.0% |
2,037.50 |
| Range |
20.00 |
18.00 |
-2.00 |
-10.0% |
47.75 |
| ATR |
26.70 |
26.07 |
-0.62 |
-2.3% |
0.00 |
| Volume |
1,557,185 |
1,524,072 |
-33,113 |
-2.1% |
9,518,941 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,077.75 |
2,071.00 |
2,038.50 |
|
| R3 |
2,059.75 |
2,053.00 |
2,033.50 |
|
| R2 |
2,041.75 |
2,041.75 |
2,031.75 |
|
| R1 |
2,035.00 |
2,035.00 |
2,030.25 |
2,038.50 |
| PP |
2,023.75 |
2,023.75 |
2,023.75 |
2,025.25 |
| S1 |
2,017.00 |
2,017.00 |
2,026.75 |
2,020.50 |
| S2 |
2,005.75 |
2,005.75 |
2,025.25 |
|
| S3 |
1,987.75 |
1,999.00 |
2,023.50 |
|
| S4 |
1,969.75 |
1,981.00 |
2,018.50 |
|
|
| 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 |
2,012.25 |
35.25 |
1.7% |
17.25 |
0.8% |
46% |
False |
True |
1,526,275 |
| 10 |
2,047.50 |
1,978.00 |
69.50 |
3.4% |
20.50 |
1.0% |
73% |
False |
False |
1,720,324 |
| 20 |
2,047.50 |
1,911.75 |
135.75 |
6.7% |
24.00 |
1.2% |
86% |
False |
False |
948,289 |
| 40 |
2,047.50 |
1,794.50 |
253.00 |
12.5% |
31.00 |
1.5% |
92% |
False |
False |
478,759 |
| 60 |
2,068.00 |
1,794.50 |
273.50 |
13.5% |
36.50 |
1.8% |
86% |
False |
False |
320,547 |
| 80 |
2,090.50 |
1,794.50 |
296.00 |
14.6% |
35.25 |
1.7% |
79% |
False |
False |
240,589 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
14.9% |
33.00 |
1.6% |
78% |
False |
False |
192,535 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.9% |
31.50 |
1.6% |
78% |
False |
False |
160,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,106.75 |
|
2.618 |
2,077.25 |
|
1.618 |
2,059.25 |
|
1.000 |
2,048.25 |
|
0.618 |
2,041.25 |
|
HIGH |
2,030.25 |
|
0.618 |
2,023.25 |
|
0.500 |
2,021.25 |
|
0.382 |
2,019.25 |
|
LOW |
2,012.25 |
|
0.618 |
2,001.25 |
|
1.000 |
1,994.25 |
|
1.618 |
1,983.25 |
|
2.618 |
1,965.25 |
|
4.250 |
1,935.75 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,026.00 |
2,030.00 |
| PP |
2,023.75 |
2,029.50 |
| S1 |
2,021.25 |
2,029.00 |
|