| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,267.4 |
1,256.9 |
-10.5 |
-0.8% |
1,254.2 |
| High |
1,268.7 |
1,258.9 |
-9.8 |
-0.8% |
1,274.0 |
| Low |
1,251.3 |
1,243.6 |
-7.7 |
-0.6% |
1,229.6 |
| Close |
1,256.6 |
1,246.9 |
-9.7 |
-0.8% |
1,256.6 |
| Range |
17.4 |
15.3 |
-2.1 |
-12.1% |
44.4 |
| ATR |
24.7 |
24.1 |
-0.7 |
-2.7% |
0.0 |
| Volume |
3,656 |
4,604 |
948 |
25.9% |
18,088 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,295.7 |
1,286.6 |
1,255.3 |
|
| R3 |
1,280.4 |
1,271.3 |
1,251.1 |
|
| R2 |
1,265.1 |
1,265.1 |
1,249.7 |
|
| R1 |
1,256.0 |
1,256.0 |
1,248.3 |
1,252.9 |
| PP |
1,249.8 |
1,249.8 |
1,249.8 |
1,248.3 |
| S1 |
1,240.7 |
1,240.7 |
1,245.5 |
1,237.6 |
| S2 |
1,234.5 |
1,234.5 |
1,244.1 |
|
| S3 |
1,219.2 |
1,225.4 |
1,242.7 |
|
| S4 |
1,203.9 |
1,210.1 |
1,238.5 |
|
|
| 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 |
3.6% |
19.0 |
1.5% |
39% |
False |
False |
3,150 |
| 10 |
1,286.0 |
1,229.6 |
56.4 |
4.5% |
23.0 |
1.8% |
31% |
False |
False |
3,721 |
| 20 |
1,286.0 |
1,209.5 |
76.5 |
6.1% |
22.5 |
1.8% |
49% |
False |
False |
3,261 |
| 40 |
1,286.0 |
1,101.0 |
185.0 |
14.8% |
21.1 |
1.7% |
79% |
False |
False |
2,678 |
| 60 |
1,286.0 |
1,059.5 |
226.5 |
18.2% |
17.7 |
1.4% |
83% |
False |
False |
2,062 |
| 80 |
1,286.0 |
1,049.4 |
236.6 |
19.0% |
16.2 |
1.3% |
83% |
False |
False |
1,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,323.9 |
|
2.618 |
1,299.0 |
|
1.618 |
1,283.7 |
|
1.000 |
1,274.2 |
|
0.618 |
1,268.4 |
|
HIGH |
1,258.9 |
|
0.618 |
1,253.1 |
|
0.500 |
1,251.3 |
|
0.382 |
1,249.4 |
|
LOW |
1,243.6 |
|
0.618 |
1,234.1 |
|
1.000 |
1,228.3 |
|
1.618 |
1,218.8 |
|
2.618 |
1,203.5 |
|
4.250 |
1,178.6 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,251.3 |
1,258.8 |
| PP |
1,249.8 |
1,254.8 |
| S1 |
1,248.4 |
1,250.9 |
|