| 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 |
1,274.2 |
1,254.2 |
-20.0 |
-1.6% |
1,262.0 |
| High |
1,286.0 |
1,261.6 |
-24.4 |
-1.9% |
1,286.0 |
| Low |
1,252.2 |
1,232.3 |
-19.9 |
-1.6% |
1,240.0 |
| Close |
1,261.7 |
1,247.5 |
-14.2 |
-1.1% |
1,261.7 |
| Range |
33.8 |
29.3 |
-4.5 |
-13.3% |
46.0 |
| ATR |
23.0 |
23.5 |
0.5 |
2.0% |
0.0 |
| Volume |
3,229 |
6,940 |
3,711 |
114.9% |
19,400 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,335.0 |
1,320.6 |
1,263.6 |
|
| R3 |
1,305.7 |
1,291.3 |
1,255.6 |
|
| R2 |
1,276.4 |
1,276.4 |
1,252.9 |
|
| R1 |
1,262.0 |
1,262.0 |
1,250.2 |
1,254.6 |
| PP |
1,247.1 |
1,247.1 |
1,247.1 |
1,243.4 |
| S1 |
1,232.7 |
1,232.7 |
1,244.8 |
1,225.3 |
| S2 |
1,217.8 |
1,217.8 |
1,242.1 |
|
| S3 |
1,188.5 |
1,203.4 |
1,239.4 |
|
| S4 |
1,159.2 |
1,174.1 |
1,231.4 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,400.6 |
1,377.1 |
1,287.0 |
|
| R3 |
1,354.6 |
1,331.1 |
1,274.4 |
|
| R2 |
1,308.6 |
1,308.6 |
1,270.1 |
|
| R1 |
1,285.1 |
1,285.1 |
1,265.9 |
1,273.9 |
| PP |
1,262.6 |
1,262.6 |
1,262.6 |
1,256.9 |
| S1 |
1,239.1 |
1,239.1 |
1,257.5 |
1,227.9 |
| S2 |
1,216.6 |
1,216.6 |
1,253.3 |
|
| S3 |
1,170.6 |
1,193.1 |
1,249.1 |
|
| S4 |
1,124.6 |
1,147.1 |
1,236.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,286.0 |
1,232.3 |
53.7 |
4.3% |
26.9 |
2.2% |
28% |
False |
True |
4,293 |
| 10 |
1,286.0 |
1,227.6 |
58.4 |
4.7% |
23.7 |
1.9% |
34% |
False |
False |
3,907 |
| 20 |
1,286.0 |
1,193.2 |
92.8 |
7.4% |
24.1 |
1.9% |
59% |
False |
False |
3,119 |
| 40 |
1,286.0 |
1,079.4 |
206.6 |
16.6% |
20.2 |
1.6% |
81% |
False |
False |
2,436 |
| 60 |
1,286.0 |
1,049.4 |
236.6 |
19.0% |
17.3 |
1.4% |
84% |
False |
False |
1,857 |
| 80 |
1,286.0 |
1,049.4 |
236.6 |
19.0% |
15.3 |
1.2% |
84% |
False |
False |
1,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,386.1 |
|
2.618 |
1,338.3 |
|
1.618 |
1,309.0 |
|
1.000 |
1,290.9 |
|
0.618 |
1,279.7 |
|
HIGH |
1,261.6 |
|
0.618 |
1,250.4 |
|
0.500 |
1,247.0 |
|
0.382 |
1,243.5 |
|
LOW |
1,232.3 |
|
0.618 |
1,214.2 |
|
1.000 |
1,203.0 |
|
1.618 |
1,184.9 |
|
2.618 |
1,155.6 |
|
4.250 |
1,107.8 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,247.3 |
1,259.2 |
| PP |
1,247.1 |
1,255.3 |
| S1 |
1,247.0 |
1,251.4 |
|