| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
17,234 |
17,390 |
156 |
0.9% |
17,092 |
| High |
17,428 |
17,522 |
94 |
0.5% |
17,522 |
| Low |
17,147 |
17,361 |
214 |
1.2% |
17,023 |
| Close |
17,385 |
17,492 |
107 |
0.6% |
17,492 |
| Range |
281 |
161 |
-120 |
-42.7% |
499 |
| ATR |
233 |
228 |
-5 |
-2.2% |
0 |
| Volume |
163,702 |
128,256 |
-35,446 |
-21.7% |
633,772 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,941 |
17,878 |
17,581 |
|
| R3 |
17,780 |
17,717 |
17,536 |
|
| R2 |
17,619 |
17,619 |
17,522 |
|
| R1 |
17,556 |
17,556 |
17,507 |
17,588 |
| PP |
17,458 |
17,458 |
17,458 |
17,474 |
| S1 |
17,395 |
17,395 |
17,477 |
17,427 |
| S2 |
17,297 |
17,297 |
17,463 |
|
| S3 |
17,136 |
17,234 |
17,448 |
|
| S4 |
16,975 |
17,073 |
17,404 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,843 |
18,666 |
17,767 |
|
| R3 |
18,344 |
18,167 |
17,629 |
|
| R2 |
17,845 |
17,845 |
17,584 |
|
| R1 |
17,668 |
17,668 |
17,538 |
17,757 |
| PP |
17,346 |
17,346 |
17,346 |
17,390 |
| S1 |
17,169 |
17,169 |
17,446 |
17,258 |
| S2 |
16,847 |
16,847 |
17,401 |
|
| S3 |
16,348 |
16,670 |
17,355 |
|
| S4 |
15,849 |
16,171 |
17,218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,522 |
17,023 |
499 |
2.9% |
180 |
1.0% |
94% |
True |
False |
126,754 |
| 10 |
17,522 |
16,722 |
800 |
4.6% |
197 |
1.1% |
96% |
True |
False |
80,800 |
| 20 |
17,522 |
16,050 |
1,472 |
8.4% |
216 |
1.2% |
98% |
True |
False |
40,716 |
| 40 |
17,522 |
15,370 |
2,152 |
12.3% |
252 |
1.4% |
99% |
True |
False |
20,422 |
| 60 |
17,572 |
15,299 |
2,273 |
13.0% |
265 |
1.5% |
96% |
False |
False |
13,651 |
| 80 |
17,704 |
15,299 |
2,405 |
13.7% |
220 |
1.3% |
91% |
False |
False |
10,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,206 |
|
2.618 |
17,944 |
|
1.618 |
17,783 |
|
1.000 |
17,683 |
|
0.618 |
17,622 |
|
HIGH |
17,522 |
|
0.618 |
17,461 |
|
0.500 |
17,442 |
|
0.382 |
17,423 |
|
LOW |
17,361 |
|
0.618 |
17,262 |
|
1.000 |
17,200 |
|
1.618 |
17,101 |
|
2.618 |
16,940 |
|
4.250 |
16,677 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,475 |
17,431 |
| PP |
17,458 |
17,369 |
| S1 |
17,442 |
17,308 |
|