| 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 |
4,434.75 |
4,395.00 |
-39.75 |
-0.9% |
4,342.75 |
| High |
4,441.25 |
4,401.00 |
-40.25 |
-0.9% |
4,412.75 |
| Low |
4,383.25 |
4,365.00 |
-18.25 |
-0.4% |
4,329.50 |
| Close |
4,395.50 |
4,397.25 |
1.75 |
0.0% |
4,394.75 |
| Range |
58.00 |
36.00 |
-22.00 |
-37.9% |
83.25 |
| ATR |
69.90 |
67.48 |
-2.42 |
-3.5% |
0.00 |
| Volume |
212,040 |
196,013 |
-16,027 |
-7.6% |
1,223,372 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,495.75 |
4,482.50 |
4,417.00 |
|
| R3 |
4,459.75 |
4,446.50 |
4,407.25 |
|
| R2 |
4,423.75 |
4,423.75 |
4,403.75 |
|
| R1 |
4,410.50 |
4,410.50 |
4,400.50 |
4,417.00 |
| PP |
4,387.75 |
4,387.75 |
4,387.75 |
4,391.00 |
| S1 |
4,374.50 |
4,374.50 |
4,394.00 |
4,381.00 |
| S2 |
4,351.75 |
4,351.75 |
4,390.75 |
|
| S3 |
4,315.75 |
4,338.50 |
4,387.25 |
|
| S4 |
4,279.75 |
4,302.50 |
4,377.50 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,628.75 |
4,595.00 |
4,440.50 |
|
| R3 |
4,545.50 |
4,511.75 |
4,417.75 |
|
| R2 |
4,462.25 |
4,462.25 |
4,410.00 |
|
| R1 |
4,428.50 |
4,428.50 |
4,402.50 |
4,445.50 |
| PP |
4,379.00 |
4,379.00 |
4,379.00 |
4,387.50 |
| S1 |
4,345.25 |
4,345.25 |
4,387.00 |
4,362.00 |
| S2 |
4,295.75 |
4,295.75 |
4,379.50 |
|
| S3 |
4,212.50 |
4,262.00 |
4,371.75 |
|
| S4 |
4,129.25 |
4,178.75 |
4,349.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,441.25 |
4,365.00 |
76.25 |
1.7% |
46.00 |
1.0% |
42% |
False |
True |
201,690 |
| 10 |
4,441.25 |
4,272.75 |
168.50 |
3.8% |
50.50 |
1.1% |
74% |
False |
False |
220,554 |
| 20 |
4,441.25 |
4,171.25 |
270.00 |
6.1% |
62.25 |
1.4% |
84% |
False |
False |
115,551 |
| 40 |
4,441.25 |
3,856.50 |
584.75 |
13.3% |
82.00 |
1.9% |
92% |
False |
False |
57,995 |
| 60 |
4,691.00 |
3,856.50 |
834.50 |
19.0% |
95.25 |
2.2% |
65% |
False |
False |
38,724 |
| 80 |
4,719.75 |
3,856.50 |
863.25 |
19.6% |
86.00 |
2.0% |
63% |
False |
False |
29,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,554.00 |
|
2.618 |
4,495.25 |
|
1.618 |
4,459.25 |
|
1.000 |
4,437.00 |
|
0.618 |
4,423.25 |
|
HIGH |
4,401.00 |
|
0.618 |
4,387.25 |
|
0.500 |
4,383.00 |
|
0.382 |
4,378.75 |
|
LOW |
4,365.00 |
|
0.618 |
4,342.75 |
|
1.000 |
4,329.00 |
|
1.618 |
4,306.75 |
|
2.618 |
4,270.75 |
|
4.250 |
4,212.00 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,392.50 |
4,403.00 |
| PP |
4,387.75 |
4,401.25 |
| S1 |
4,383.00 |
4,399.25 |
|