| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
4,288.75 |
4,280.75 |
-8.00 |
-0.2% |
4,308.25 |
| High |
4,338.00 |
4,353.75 |
15.75 |
0.4% |
4,353.75 |
| Low |
4,220.25 |
4,272.75 |
52.50 |
1.2% |
4,220.25 |
| Close |
4,275.75 |
4,344.50 |
68.75 |
1.6% |
4,344.50 |
| Range |
117.75 |
81.00 |
-36.75 |
-31.2% |
133.50 |
| ATR |
87.01 |
86.58 |
-0.43 |
-0.5% |
0.00 |
| Volume |
77,010 |
214,178 |
137,168 |
178.1% |
314,784 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,566.75 |
4,536.50 |
4,389.00 |
|
| R3 |
4,485.75 |
4,455.50 |
4,366.75 |
|
| R2 |
4,404.75 |
4,404.75 |
4,359.25 |
|
| R1 |
4,374.50 |
4,374.50 |
4,352.00 |
4,389.50 |
| PP |
4,323.75 |
4,323.75 |
4,323.75 |
4,331.25 |
| S1 |
4,293.50 |
4,293.50 |
4,337.00 |
4,308.50 |
| S2 |
4,242.75 |
4,242.75 |
4,329.75 |
|
| S3 |
4,161.75 |
4,212.50 |
4,322.25 |
|
| S4 |
4,080.75 |
4,131.50 |
4,300.00 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,706.75 |
4,659.00 |
4,418.00 |
|
| R3 |
4,573.25 |
4,525.50 |
4,381.25 |
|
| R2 |
4,439.75 |
4,439.75 |
4,369.00 |
|
| R1 |
4,392.00 |
4,392.00 |
4,356.75 |
4,416.00 |
| PP |
4,306.25 |
4,306.25 |
4,306.25 |
4,318.00 |
| S1 |
4,258.50 |
4,258.50 |
4,332.25 |
4,282.50 |
| S2 |
4,172.75 |
4,172.75 |
4,320.00 |
|
| S3 |
4,039.25 |
4,125.00 |
4,307.75 |
|
| S4 |
3,905.75 |
3,991.50 |
4,271.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,353.75 |
4,220.25 |
133.50 |
3.1% |
71.25 |
1.6% |
93% |
True |
False |
62,956 |
| 10 |
4,353.75 |
4,171.25 |
182.50 |
4.2% |
75.50 |
1.7% |
95% |
True |
False |
31,914 |
| 20 |
4,353.75 |
3,947.25 |
406.50 |
9.4% |
79.25 |
1.8% |
98% |
True |
False |
16,307 |
| 40 |
4,353.75 |
3,856.50 |
497.25 |
11.4% |
102.75 |
2.4% |
98% |
True |
False |
8,271 |
| 60 |
4,691.00 |
3,856.50 |
834.50 |
19.2% |
96.50 |
2.2% |
58% |
False |
False |
5,540 |
| 80 |
4,719.75 |
3,856.50 |
863.25 |
19.9% |
84.75 |
2.0% |
57% |
False |
False |
4,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,698.00 |
|
2.618 |
4,565.75 |
|
1.618 |
4,484.75 |
|
1.000 |
4,434.75 |
|
0.618 |
4,403.75 |
|
HIGH |
4,353.75 |
|
0.618 |
4,322.75 |
|
0.500 |
4,313.25 |
|
0.382 |
4,303.75 |
|
LOW |
4,272.75 |
|
0.618 |
4,222.75 |
|
1.000 |
4,191.75 |
|
1.618 |
4,141.75 |
|
2.618 |
4,060.75 |
|
4.250 |
3,928.50 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,334.00 |
4,325.25 |
| PP |
4,323.75 |
4,306.25 |
| S1 |
4,313.25 |
4,287.00 |
|