| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
17,220 |
17,247 |
27 |
0.2% |
16,972 |
| High |
17,255 |
17,382 |
127 |
0.7% |
17,223 |
| Low |
17,119 |
17,189 |
70 |
0.4% |
16,816 |
| Close |
17,242 |
17,332 |
90 |
0.5% |
17,184 |
| Range |
136 |
193 |
57 |
41.9% |
407 |
| ATR |
241 |
237 |
-3 |
-1.4% |
0 |
| Volume |
30,475 |
28,664 |
-1,811 |
-5.9% |
758,761 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,880 |
17,799 |
17,438 |
|
| R3 |
17,687 |
17,606 |
17,385 |
|
| R2 |
17,494 |
17,494 |
17,368 |
|
| R1 |
17,413 |
17,413 |
17,350 |
17,454 |
| PP |
17,301 |
17,301 |
17,301 |
17,321 |
| S1 |
17,220 |
17,220 |
17,314 |
17,261 |
| S2 |
17,108 |
17,108 |
17,297 |
|
| S3 |
16,915 |
17,027 |
17,279 |
|
| S4 |
16,722 |
16,834 |
17,226 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,295 |
18,147 |
17,408 |
|
| R3 |
17,888 |
17,740 |
17,296 |
|
| R2 |
17,481 |
17,481 |
17,259 |
|
| R1 |
17,333 |
17,333 |
17,221 |
17,407 |
| PP |
17,074 |
17,074 |
17,074 |
17,112 |
| S1 |
16,926 |
16,926 |
17,147 |
17,000 |
| S2 |
16,667 |
16,667 |
17,110 |
|
| S3 |
16,260 |
16,519 |
17,072 |
|
| S4 |
15,853 |
16,112 |
16,960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,382 |
16,816 |
566 |
3.3% |
212 |
1.2% |
91% |
True |
False |
87,423 |
| 10 |
17,382 |
16,798 |
584 |
3.4% |
184 |
1.1% |
91% |
True |
False |
114,573 |
| 20 |
17,382 |
16,131 |
1,251 |
7.2% |
209 |
1.2% |
96% |
True |
False |
134,876 |
| 40 |
17,382 |
15,365 |
2,017 |
11.6% |
283 |
1.6% |
98% |
True |
False |
196,045 |
| 60 |
17,660 |
15,365 |
2,295 |
13.2% |
297 |
1.7% |
86% |
False |
False |
197,343 |
| 80 |
17,825 |
15,365 |
2,460 |
14.2% |
284 |
1.6% |
80% |
False |
False |
161,403 |
| 100 |
17,828 |
15,365 |
2,463 |
14.2% |
267 |
1.5% |
80% |
False |
False |
129,160 |
| 120 |
17,828 |
15,365 |
2,463 |
14.2% |
259 |
1.5% |
80% |
False |
False |
107,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,202 |
|
2.618 |
17,887 |
|
1.618 |
17,694 |
|
1.000 |
17,575 |
|
0.618 |
17,501 |
|
HIGH |
17,382 |
|
0.618 |
17,308 |
|
0.500 |
17,286 |
|
0.382 |
17,263 |
|
LOW |
17,189 |
|
0.618 |
17,070 |
|
1.000 |
16,996 |
|
1.618 |
16,877 |
|
2.618 |
16,684 |
|
4.250 |
16,369 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,317 |
17,305 |
| PP |
17,301 |
17,278 |
| S1 |
17,286 |
17,251 |
|