| 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 |
3,019.0 |
3,016.0 |
-3.0 |
-0.1% |
3,028.0 |
| High |
3,130.0 |
3,088.0 |
-42.0 |
-1.3% |
3,130.0 |
| Low |
2,935.0 |
3,016.0 |
81.0 |
2.8% |
2,935.0 |
| Close |
2,979.0 |
3,072.0 |
93.0 |
3.1% |
3,072.0 |
| Range |
195.0 |
72.0 |
-123.0 |
-63.1% |
195.0 |
| ATR |
80.5 |
82.6 |
2.0 |
2.5% |
0.0 |
| Volume |
2,471,108 |
2,471,108 |
0 |
0.0% |
11,657,848 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,274.7 |
3,245.3 |
3,111.6 |
|
| R3 |
3,202.7 |
3,173.3 |
3,091.8 |
|
| R2 |
3,130.7 |
3,130.7 |
3,085.2 |
|
| R1 |
3,101.3 |
3,101.3 |
3,078.6 |
3,116.0 |
| PP |
3,058.7 |
3,058.7 |
3,058.7 |
3,066.0 |
| S1 |
3,029.3 |
3,029.3 |
3,065.4 |
3,044.0 |
| S2 |
2,986.7 |
2,986.7 |
3,058.8 |
|
| S3 |
2,914.7 |
2,957.3 |
3,052.2 |
|
| S4 |
2,842.7 |
2,885.3 |
3,032.4 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,630.7 |
3,546.3 |
3,179.3 |
|
| R3 |
3,435.7 |
3,351.3 |
3,125.6 |
|
| R2 |
3,240.7 |
3,240.7 |
3,107.8 |
|
| R1 |
3,156.3 |
3,156.3 |
3,089.9 |
3,198.5 |
| PP |
3,045.7 |
3,045.7 |
3,045.7 |
3,066.8 |
| S1 |
2,961.3 |
2,961.3 |
3,054.1 |
3,003.5 |
| S2 |
2,850.7 |
2,850.7 |
3,036.3 |
|
| S3 |
2,655.7 |
2,766.3 |
3,018.4 |
|
| S4 |
2,460.7 |
2,571.3 |
2,964.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,130.0 |
2,935.0 |
195.0 |
6.3% |
82.8 |
2.7% |
70% |
False |
False |
2,331,569 |
| 10 |
3,130.0 |
2,877.0 |
253.0 |
8.2% |
70.4 |
2.3% |
77% |
False |
False |
1,877,382 |
| 20 |
3,130.0 |
2,697.0 |
433.0 |
14.1% |
67.7 |
2.2% |
87% |
False |
False |
1,624,623 |
| 40 |
3,130.0 |
2,670.0 |
460.0 |
15.0% |
79.1 |
2.6% |
87% |
False |
False |
1,703,541 |
| 60 |
3,338.0 |
2,670.0 |
668.0 |
21.7% |
78.6 |
2.6% |
60% |
False |
False |
1,548,464 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
27.8% |
76.1 |
2.5% |
47% |
False |
False |
1,191,433 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
27.8% |
70.9 |
2.3% |
47% |
False |
False |
954,911 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
27.8% |
70.4 |
2.3% |
47% |
False |
False |
796,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,394.0 |
|
2.618 |
3,276.5 |
|
1.618 |
3,204.5 |
|
1.000 |
3,160.0 |
|
0.618 |
3,132.5 |
|
HIGH |
3,088.0 |
|
0.618 |
3,060.5 |
|
0.500 |
3,052.0 |
|
0.382 |
3,043.5 |
|
LOW |
3,016.0 |
|
0.618 |
2,971.5 |
|
1.000 |
2,944.0 |
|
1.618 |
2,899.5 |
|
2.618 |
2,827.5 |
|
4.250 |
2,710.0 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,065.3 |
3,058.8 |
| PP |
3,058.7 |
3,045.7 |
| S1 |
3,052.0 |
3,032.5 |
|