| 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 |
1,261.8 |
1,267.4 |
5.6 |
0.4% |
1,254.2 |
| High |
1,274.0 |
1,268.7 |
-5.3 |
-0.4% |
1,274.0 |
| Low |
1,258.3 |
1,251.3 |
-7.0 |
-0.6% |
1,229.6 |
| Close |
1,267.4 |
1,256.6 |
-10.8 |
-0.9% |
1,256.6 |
| Range |
15.7 |
17.4 |
1.7 |
10.8% |
44.4 |
| ATR |
25.3 |
24.7 |
-0.6 |
-2.2% |
0.0 |
| Volume |
3,060 |
3,656 |
596 |
19.5% |
18,088 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,311.1 |
1,301.2 |
1,266.2 |
|
| R3 |
1,293.7 |
1,283.8 |
1,261.4 |
|
| R2 |
1,276.3 |
1,276.3 |
1,259.8 |
|
| R1 |
1,266.4 |
1,266.4 |
1,258.2 |
1,262.7 |
| PP |
1,258.9 |
1,258.9 |
1,258.9 |
1,257.0 |
| S1 |
1,249.0 |
1,249.0 |
1,255.0 |
1,245.3 |
| S2 |
1,241.5 |
1,241.5 |
1,253.4 |
|
| S3 |
1,224.1 |
1,231.6 |
1,251.8 |
|
| S4 |
1,206.7 |
1,214.2 |
1,247.0 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,386.6 |
1,366.0 |
1,281.0 |
|
| R3 |
1,342.2 |
1,321.6 |
1,268.8 |
|
| R2 |
1,297.8 |
1,297.8 |
1,264.7 |
|
| R1 |
1,277.2 |
1,277.2 |
1,260.7 |
1,287.5 |
| PP |
1,253.4 |
1,253.4 |
1,253.4 |
1,258.6 |
| S1 |
1,232.8 |
1,232.8 |
1,252.5 |
1,243.1 |
| S2 |
1,209.0 |
1,209.0 |
1,248.5 |
|
| S3 |
1,164.6 |
1,188.4 |
1,244.4 |
|
| S4 |
1,120.2 |
1,144.0 |
1,232.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,274.0 |
1,229.6 |
44.4 |
3.5% |
21.8 |
1.7% |
61% |
False |
False |
3,617 |
| 10 |
1,286.0 |
1,229.6 |
56.4 |
4.5% |
22.8 |
1.8% |
48% |
False |
False |
3,748 |
| 20 |
1,286.0 |
1,204.5 |
81.5 |
6.5% |
22.9 |
1.8% |
64% |
False |
False |
3,070 |
| 40 |
1,286.0 |
1,095.9 |
190.1 |
15.1% |
20.9 |
1.7% |
85% |
False |
False |
2,623 |
| 60 |
1,286.0 |
1,059.5 |
226.5 |
18.0% |
17.5 |
1.4% |
87% |
False |
False |
1,988 |
| 80 |
1,286.0 |
1,049.4 |
236.6 |
18.8% |
16.1 |
1.3% |
88% |
False |
False |
1,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,342.7 |
|
2.618 |
1,314.3 |
|
1.618 |
1,296.9 |
|
1.000 |
1,286.1 |
|
0.618 |
1,279.5 |
|
HIGH |
1,268.7 |
|
0.618 |
1,262.1 |
|
0.500 |
1,260.0 |
|
0.382 |
1,257.9 |
|
LOW |
1,251.3 |
|
0.618 |
1,240.5 |
|
1.000 |
1,233.9 |
|
1.618 |
1,223.1 |
|
2.618 |
1,205.7 |
|
4.250 |
1,177.4 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,260.0 |
1,255.0 |
| PP |
1,258.9 |
1,253.4 |
| S1 |
1,257.7 |
1,251.8 |
|