| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,246.2 |
1,250.0 |
3.8 |
0.3% |
1,252.2 |
| High |
1,262.2 |
1,251.4 |
-10.8 |
-0.9% |
1,273.0 |
| Low |
1,244.3 |
1,217.0 |
-27.3 |
-2.2% |
1,227.3 |
| Close |
1,250.3 |
1,225.6 |
-24.7 |
-2.0% |
1,255.5 |
| Range |
17.9 |
34.4 |
16.5 |
92.2% |
45.7 |
| ATR |
25.2 |
25.8 |
0.7 |
2.6% |
0.0 |
| Volume |
57,369 |
77,711 |
20,342 |
35.5% |
120,521 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.5 |
1,314.5 |
1,244.5 |
|
| R3 |
1,300.1 |
1,280.1 |
1,235.1 |
|
| R2 |
1,265.7 |
1,265.7 |
1,231.9 |
|
| R1 |
1,245.7 |
1,245.7 |
1,228.8 |
1,238.5 |
| PP |
1,231.3 |
1,231.3 |
1,231.3 |
1,227.8 |
| S1 |
1,211.3 |
1,211.3 |
1,222.4 |
1,204.1 |
| S2 |
1,196.9 |
1,196.9 |
1,219.3 |
|
| S3 |
1,162.5 |
1,176.9 |
1,216.1 |
|
| S4 |
1,128.1 |
1,142.5 |
1,206.7 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,389.0 |
1,368.0 |
1,280.6 |
|
| R3 |
1,343.3 |
1,322.3 |
1,268.1 |
|
| R2 |
1,297.6 |
1,297.6 |
1,263.9 |
|
| R1 |
1,276.6 |
1,276.6 |
1,259.7 |
1,287.1 |
| PP |
1,251.9 |
1,251.9 |
1,251.9 |
1,257.2 |
| S1 |
1,230.9 |
1,230.9 |
1,251.3 |
1,241.4 |
| S2 |
1,206.2 |
1,206.2 |
1,247.1 |
|
| S3 |
1,160.5 |
1,185.2 |
1,242.9 |
|
| S4 |
1,114.8 |
1,139.5 |
1,230.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,273.0 |
1,217.0 |
56.0 |
4.6% |
20.7 |
1.7% |
15% |
False |
True |
47,269 |
| 10 |
1,287.8 |
1,217.0 |
70.8 |
5.8% |
25.9 |
2.1% |
12% |
False |
True |
37,061 |
| 20 |
1,287.8 |
1,212.8 |
75.0 |
6.1% |
24.5 |
2.0% |
17% |
False |
False |
27,989 |
| 40 |
1,287.8 |
1,110.0 |
177.8 |
14.5% |
23.9 |
1.9% |
65% |
False |
False |
17,062 |
| 60 |
1,287.8 |
1,059.0 |
228.8 |
18.7% |
20.7 |
1.7% |
73% |
False |
False |
12,907 |
| 80 |
1,287.8 |
1,047.2 |
240.6 |
19.6% |
19.2 |
1.6% |
74% |
False |
False |
10,094 |
| 100 |
1,287.8 |
1,047.2 |
240.6 |
19.6% |
17.9 |
1.5% |
74% |
False |
False |
8,662 |
| 120 |
1,287.8 |
1,047.2 |
240.6 |
19.6% |
17.2 |
1.4% |
74% |
False |
False |
7,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,397.6 |
|
2.618 |
1,341.5 |
|
1.618 |
1,307.1 |
|
1.000 |
1,285.8 |
|
0.618 |
1,272.7 |
|
HIGH |
1,251.4 |
|
0.618 |
1,238.3 |
|
0.500 |
1,234.2 |
|
0.382 |
1,230.1 |
|
LOW |
1,217.0 |
|
0.618 |
1,195.7 |
|
1.000 |
1,182.6 |
|
1.618 |
1,161.3 |
|
2.618 |
1,126.9 |
|
4.250 |
1,070.8 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,234.2 |
1,239.6 |
| PP |
1,231.3 |
1,234.9 |
| S1 |
1,228.5 |
1,230.3 |
|