| 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 |
2,942.0 |
2,941.0 |
-1.0 |
0.0% |
2,953.0 |
| High |
3,052.0 |
3,009.0 |
-43.0 |
-1.4% |
3,052.0 |
| Low |
2,857.0 |
2,938.0 |
81.0 |
2.8% |
2,857.0 |
| Close |
2,901.0 |
2,994.0 |
93.0 |
3.2% |
2,994.0 |
| Range |
195.0 |
71.0 |
-124.0 |
-63.6% |
195.0 |
| ATR |
76.7 |
78.9 |
2.2 |
2.9% |
0.0 |
| Volume |
715,883 |
1,220,846 |
504,963 |
70.5% |
2,832,229 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,193.3 |
3,164.7 |
3,033.1 |
|
| R3 |
3,122.3 |
3,093.7 |
3,013.5 |
|
| R2 |
3,051.3 |
3,051.3 |
3,007.0 |
|
| R1 |
3,022.7 |
3,022.7 |
3,000.5 |
3,037.0 |
| PP |
2,980.3 |
2,980.3 |
2,980.3 |
2,987.5 |
| S1 |
2,951.7 |
2,951.7 |
2,987.5 |
2,966.0 |
| S2 |
2,909.3 |
2,909.3 |
2,981.0 |
|
| S3 |
2,838.3 |
2,880.7 |
2,974.5 |
|
| S4 |
2,767.3 |
2,809.7 |
2,955.0 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,552.7 |
3,468.3 |
3,101.3 |
|
| R3 |
3,357.7 |
3,273.3 |
3,047.6 |
|
| R2 |
3,162.7 |
3,162.7 |
3,029.8 |
|
| R1 |
3,078.3 |
3,078.3 |
3,011.9 |
3,120.5 |
| PP |
2,967.7 |
2,967.7 |
2,967.7 |
2,988.8 |
| S1 |
2,883.3 |
2,883.3 |
2,976.1 |
2,925.5 |
| S2 |
2,772.7 |
2,772.7 |
2,958.3 |
|
| S3 |
2,577.7 |
2,688.3 |
2,940.4 |
|
| S4 |
2,382.7 |
2,493.3 |
2,886.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,052.0 |
2,857.0 |
195.0 |
6.5% |
81.8 |
2.7% |
70% |
False |
False |
566,445 |
| 10 |
3,052.0 |
2,801.0 |
251.0 |
8.4% |
68.8 |
2.3% |
77% |
False |
False |
315,496 |
| 20 |
3,052.0 |
2,717.0 |
335.0 |
11.2% |
63.7 |
2.1% |
83% |
False |
False |
170,767 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.3% |
72.6 |
2.4% |
87% |
False |
False |
90,128 |
| 60 |
3,260.0 |
2,594.0 |
666.0 |
22.2% |
71.1 |
2.4% |
60% |
False |
False |
60,924 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.2% |
63.5 |
2.1% |
47% |
False |
False |
45,816 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.2% |
55.9 |
1.9% |
47% |
False |
False |
36,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,310.8 |
|
2.618 |
3,194.9 |
|
1.618 |
3,123.9 |
|
1.000 |
3,080.0 |
|
0.618 |
3,052.9 |
|
HIGH |
3,009.0 |
|
0.618 |
2,981.9 |
|
0.500 |
2,973.5 |
|
0.382 |
2,965.1 |
|
LOW |
2,938.0 |
|
0.618 |
2,894.1 |
|
1.000 |
2,867.0 |
|
1.618 |
2,823.1 |
|
2.618 |
2,752.1 |
|
4.250 |
2,636.3 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,987.2 |
2,980.8 |
| PP |
2,980.3 |
2,967.7 |
| S1 |
2,973.5 |
2,954.5 |
|