| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,251.5 |
1,223.8 |
-27.7 |
-2.2% |
1,254.2 |
| High |
1,252.2 |
1,227.0 |
-25.2 |
-2.0% |
1,274.0 |
| Low |
1,218.9 |
1,215.1 |
-3.8 |
-0.3% |
1,229.6 |
| Close |
1,226.9 |
1,224.9 |
-2.0 |
-0.2% |
1,256.6 |
| Range |
33.3 |
11.9 |
-21.4 |
-64.3% |
44.4 |
| ATR |
24.2 |
23.4 |
-0.9 |
-3.6% |
0.0 |
| Volume |
6,672 |
3,543 |
-3,129 |
-46.9% |
18,088 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.0 |
1,253.4 |
1,231.4 |
|
| R3 |
1,246.1 |
1,241.5 |
1,228.2 |
|
| R2 |
1,234.2 |
1,234.2 |
1,227.1 |
|
| R1 |
1,229.6 |
1,229.6 |
1,226.0 |
1,231.9 |
| PP |
1,222.3 |
1,222.3 |
1,222.3 |
1,223.5 |
| S1 |
1,217.7 |
1,217.7 |
1,223.8 |
1,220.0 |
| S2 |
1,210.4 |
1,210.4 |
1,222.7 |
|
| S3 |
1,198.5 |
1,205.8 |
1,221.6 |
|
| S4 |
1,186.6 |
1,193.9 |
1,218.4 |
|
|
| 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 |
1,268.7 |
1,215.1 |
53.6 |
4.4% |
18.9 |
1.5% |
18% |
False |
True |
5,206 |
| 10 |
1,286.0 |
1,215.1 |
70.9 |
5.8% |
22.0 |
1.8% |
14% |
False |
True |
4,369 |
| 20 |
1,286.0 |
1,213.4 |
72.6 |
5.9% |
22.2 |
1.8% |
16% |
False |
False |
3,830 |
| 40 |
1,286.0 |
1,111.3 |
174.7 |
14.3% |
21.8 |
1.8% |
65% |
False |
False |
3,010 |
| 60 |
1,286.0 |
1,059.5 |
226.5 |
18.5% |
18.5 |
1.5% |
73% |
False |
False |
2,350 |
| 80 |
1,286.0 |
1,049.4 |
236.6 |
19.3% |
16.6 |
1.4% |
74% |
False |
False |
1,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,277.6 |
|
2.618 |
1,258.2 |
|
1.618 |
1,246.3 |
|
1.000 |
1,238.9 |
|
0.618 |
1,234.4 |
|
HIGH |
1,227.0 |
|
0.618 |
1,222.5 |
|
0.500 |
1,221.1 |
|
0.382 |
1,219.6 |
|
LOW |
1,215.1 |
|
0.618 |
1,207.7 |
|
1.000 |
1,203.2 |
|
1.618 |
1,195.8 |
|
2.618 |
1,183.9 |
|
4.250 |
1,164.5 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,223.6 |
1,239.0 |
| PP |
1,222.3 |
1,234.3 |
| S1 |
1,221.1 |
1,229.6 |
|