| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,256.9 |
1,246.7 |
-10.2 |
-0.8% |
1,254.2 |
| High |
1,258.9 |
1,262.8 |
3.9 |
0.3% |
1,274.0 |
| Low |
1,243.6 |
1,246.0 |
2.4 |
0.2% |
1,229.6 |
| Close |
1,246.9 |
1,251.7 |
4.8 |
0.4% |
1,256.6 |
| Range |
15.3 |
16.8 |
1.5 |
9.8% |
44.4 |
| ATR |
24.1 |
23.6 |
-0.5 |
-2.2% |
0.0 |
| Volume |
4,604 |
7,559 |
2,955 |
64.2% |
18,088 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,303.9 |
1,294.6 |
1,260.9 |
|
| R3 |
1,287.1 |
1,277.8 |
1,256.3 |
|
| R2 |
1,270.3 |
1,270.3 |
1,254.8 |
|
| R1 |
1,261.0 |
1,261.0 |
1,253.2 |
1,265.7 |
| PP |
1,253.5 |
1,253.5 |
1,253.5 |
1,255.8 |
| S1 |
1,244.2 |
1,244.2 |
1,250.2 |
1,248.9 |
| S2 |
1,236.7 |
1,236.7 |
1,248.6 |
|
| S3 |
1,219.9 |
1,227.4 |
1,247.1 |
|
| S4 |
1,203.1 |
1,210.6 |
1,242.5 |
|
|
| 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 |
3.5% |
20.4 |
1.6% |
50% |
False |
False |
4,177 |
| 10 |
1,286.0 |
1,229.6 |
56.4 |
4.5% |
23.0 |
1.8% |
39% |
False |
False |
4,190 |
| 20 |
1,286.0 |
1,213.4 |
72.6 |
5.8% |
22.4 |
1.8% |
53% |
False |
False |
3,538 |
| 40 |
1,286.0 |
1,109.2 |
176.8 |
14.1% |
21.3 |
1.7% |
81% |
False |
False |
2,837 |
| 60 |
1,286.0 |
1,059.5 |
226.5 |
18.1% |
17.9 |
1.4% |
85% |
False |
False |
2,184 |
| 80 |
1,286.0 |
1,049.4 |
236.6 |
18.9% |
16.3 |
1.3% |
86% |
False |
False |
1,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,334.2 |
|
2.618 |
1,306.8 |
|
1.618 |
1,290.0 |
|
1.000 |
1,279.6 |
|
0.618 |
1,273.2 |
|
HIGH |
1,262.8 |
|
0.618 |
1,256.4 |
|
0.500 |
1,254.4 |
|
0.382 |
1,252.4 |
|
LOW |
1,246.0 |
|
0.618 |
1,235.6 |
|
1.000 |
1,229.2 |
|
1.618 |
1,218.8 |
|
2.618 |
1,202.0 |
|
4.250 |
1,174.6 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,254.4 |
1,256.2 |
| PP |
1,253.5 |
1,254.7 |
| S1 |
1,252.6 |
1,253.2 |
|