| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,234.6 |
1,263.3 |
28.7 |
2.3% |
1,260.4 |
| High |
1,265.9 |
1,273.0 |
7.1 |
0.6% |
1,287.8 |
| Low |
1,228.5 |
1,256.6 |
28.1 |
2.3% |
1,238.5 |
| Close |
1,231.0 |
1,266.3 |
35.3 |
2.9% |
1,260.7 |
| Range |
37.4 |
16.4 |
-21.0 |
-56.1% |
49.3 |
| ATR |
25.9 |
27.1 |
1.1 |
4.4% |
0.0 |
| Volume |
22,335 |
20,626 |
-1,709 |
-7.7% |
151,776 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,314.5 |
1,306.8 |
1,275.3 |
|
| R3 |
1,298.1 |
1,290.4 |
1,270.8 |
|
| R2 |
1,281.7 |
1,281.7 |
1,269.3 |
|
| R1 |
1,274.0 |
1,274.0 |
1,267.8 |
1,277.9 |
| PP |
1,265.3 |
1,265.3 |
1,265.3 |
1,267.2 |
| S1 |
1,257.6 |
1,257.6 |
1,264.8 |
1,261.5 |
| S2 |
1,248.9 |
1,248.9 |
1,263.3 |
|
| S3 |
1,232.5 |
1,241.2 |
1,261.8 |
|
| S4 |
1,216.1 |
1,224.8 |
1,257.3 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,410.2 |
1,384.8 |
1,287.8 |
|
| R3 |
1,360.9 |
1,335.5 |
1,274.3 |
|
| R2 |
1,311.6 |
1,311.6 |
1,269.7 |
|
| R1 |
1,286.2 |
1,286.2 |
1,265.2 |
1,298.9 |
| PP |
1,262.3 |
1,262.3 |
1,262.3 |
1,268.7 |
| S1 |
1,236.9 |
1,236.9 |
1,256.2 |
1,249.6 |
| S2 |
1,213.0 |
1,213.0 |
1,251.7 |
|
| S3 |
1,163.7 |
1,187.6 |
1,247.1 |
|
| S4 |
1,114.4 |
1,138.3 |
1,233.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,287.8 |
1,227.3 |
60.5 |
4.8% |
27.1 |
2.1% |
64% |
False |
False |
25,455 |
| 10 |
1,287.8 |
1,227.3 |
60.5 |
4.8% |
25.7 |
2.0% |
64% |
False |
False |
27,018 |
| 20 |
1,287.8 |
1,203.0 |
84.8 |
6.7% |
24.7 |
1.9% |
75% |
False |
False |
18,426 |
| 40 |
1,287.8 |
1,093.1 |
194.7 |
15.4% |
22.9 |
1.8% |
89% |
False |
False |
12,727 |
| 60 |
1,287.8 |
1,059.0 |
228.8 |
18.1% |
19.8 |
1.6% |
91% |
False |
False |
9,376 |
| 80 |
1,287.8 |
1,047.2 |
240.6 |
19.0% |
18.7 |
1.5% |
91% |
False |
False |
7,597 |
| 100 |
1,287.8 |
1,047.2 |
240.6 |
19.0% |
17.6 |
1.4% |
91% |
False |
False |
6,552 |
| 120 |
1,287.8 |
1,047.2 |
240.6 |
19.0% |
16.9 |
1.3% |
91% |
False |
False |
5,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,342.7 |
|
2.618 |
1,315.9 |
|
1.618 |
1,299.5 |
|
1.000 |
1,289.4 |
|
0.618 |
1,283.1 |
|
HIGH |
1,273.0 |
|
0.618 |
1,266.7 |
|
0.500 |
1,264.8 |
|
0.382 |
1,262.9 |
|
LOW |
1,256.6 |
|
0.618 |
1,246.5 |
|
1.000 |
1,240.2 |
|
1.618 |
1,230.1 |
|
2.618 |
1,213.7 |
|
4.250 |
1,186.9 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,265.8 |
1,260.9 |
| PP |
1,265.3 |
1,255.5 |
| S1 |
1,264.8 |
1,250.2 |
|