| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
3,016.0 |
3,085.0 |
69.0 |
2.3% |
3,028.0 |
| High |
3,088.0 |
3,117.0 |
29.0 |
0.9% |
3,130.0 |
| Low |
3,016.0 |
3,078.0 |
62.0 |
2.1% |
2,935.0 |
| Close |
3,072.0 |
3,090.0 |
18.0 |
0.6% |
3,072.0 |
| Range |
72.0 |
39.0 |
-33.0 |
-45.8% |
195.0 |
| ATR |
82.6 |
79.9 |
-2.7 |
-3.3% |
0.0 |
| Volume |
2,471,108 |
2,299,655 |
-171,453 |
-6.9% |
11,657,848 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,212.0 |
3,190.0 |
3,111.5 |
|
| R3 |
3,173.0 |
3,151.0 |
3,100.7 |
|
| R2 |
3,134.0 |
3,134.0 |
3,097.2 |
|
| R1 |
3,112.0 |
3,112.0 |
3,093.6 |
3,123.0 |
| PP |
3,095.0 |
3,095.0 |
3,095.0 |
3,100.5 |
| S1 |
3,073.0 |
3,073.0 |
3,086.4 |
3,084.0 |
| S2 |
3,056.0 |
3,056.0 |
3,082.9 |
|
| S3 |
3,017.0 |
3,034.0 |
3,079.3 |
|
| S4 |
2,978.0 |
2,995.0 |
3,068.6 |
|
|
| 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% |
79% |
False |
False |
2,440,893 |
| 10 |
3,130.0 |
2,919.0 |
211.0 |
6.8% |
67.2 |
2.2% |
81% |
False |
False |
1,959,088 |
| 20 |
3,130.0 |
2,799.0 |
331.0 |
10.7% |
66.4 |
2.1% |
88% |
False |
False |
1,680,786 |
| 40 |
3,130.0 |
2,670.0 |
460.0 |
14.9% |
77.5 |
2.5% |
91% |
False |
False |
1,703,753 |
| 60 |
3,338.0 |
2,670.0 |
668.0 |
21.6% |
77.8 |
2.5% |
63% |
False |
False |
1,560,435 |
| 80 |
3,525.0 |
2,670.0 |
855.0 |
27.7% |
75.8 |
2.5% |
49% |
False |
False |
1,220,178 |
| 100 |
3,525.0 |
2,670.0 |
855.0 |
27.7% |
71.0 |
2.3% |
49% |
False |
False |
977,907 |
| 120 |
3,525.0 |
2,670.0 |
855.0 |
27.7% |
69.8 |
2.3% |
49% |
False |
False |
815,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,282.8 |
|
2.618 |
3,219.1 |
|
1.618 |
3,180.1 |
|
1.000 |
3,156.0 |
|
0.618 |
3,141.1 |
|
HIGH |
3,117.0 |
|
0.618 |
3,102.1 |
|
0.500 |
3,097.5 |
|
0.382 |
3,092.9 |
|
LOW |
3,078.0 |
|
0.618 |
3,053.9 |
|
1.000 |
3,039.0 |
|
1.618 |
3,014.9 |
|
2.618 |
2,975.9 |
|
4.250 |
2,912.3 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,097.5 |
3,070.8 |
| PP |
3,095.0 |
3,051.7 |
| S1 |
3,092.5 |
3,032.5 |
|