| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,057.5 |
1,079.9 |
22.4 |
2.1% |
1,075.0 |
| High |
1,082.5 |
1,081.9 |
-0.6 |
-0.1% |
1,089.4 |
| Low |
1,056.9 |
1,072.7 |
15.8 |
1.5% |
1,046.6 |
| Close |
1,081.4 |
1,077.1 |
-4.3 |
-0.4% |
1,081.4 |
| Range |
25.6 |
9.2 |
-16.4 |
-64.1% |
42.8 |
| ATR |
18.1 |
17.5 |
-0.6 |
-3.5% |
0.0 |
| Volume |
165,527 |
157,163 |
-8,364 |
-5.1% |
287,133 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,104.8 |
1,100.3 |
1,082.3 |
|
| R3 |
1,095.8 |
1,091.0 |
1,079.8 |
|
| R2 |
1,086.5 |
1,086.5 |
1,078.8 |
|
| R1 |
1,081.8 |
1,081.8 |
1,078.0 |
1,079.5 |
| PP |
1,077.3 |
1,077.3 |
1,077.3 |
1,076.0 |
| S1 |
1,072.5 |
1,072.5 |
1,076.3 |
1,070.3 |
| S2 |
1,068.0 |
1,068.0 |
1,075.5 |
|
| S3 |
1,058.8 |
1,063.3 |
1,074.5 |
|
| S4 |
1,049.8 |
1,054.3 |
1,072.0 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,200.8 |
1,184.0 |
1,105.0 |
|
| R3 |
1,158.0 |
1,141.3 |
1,093.3 |
|
| R2 |
1,115.3 |
1,115.3 |
1,089.3 |
|
| R1 |
1,098.3 |
1,098.3 |
1,085.3 |
1,106.8 |
| PP |
1,072.5 |
1,072.5 |
1,072.5 |
1,076.8 |
| S1 |
1,055.5 |
1,055.5 |
1,077.5 |
1,064.0 |
| S2 |
1,029.8 |
1,029.8 |
1,073.5 |
|
| S3 |
986.8 |
1,012.8 |
1,069.8 |
|
| S4 |
944.0 |
970.0 |
1,057.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,085.8 |
1,046.6 |
39.2 |
3.6% |
21.0 |
2.0% |
78% |
False |
False |
88,524 |
| 10 |
1,089.4 |
1,022.7 |
66.7 |
6.2% |
19.3 |
1.8% |
82% |
False |
False |
44,777 |
| 20 |
1,089.4 |
973.0 |
116.4 |
10.8% |
15.5 |
1.4% |
89% |
False |
False |
22,414 |
| 40 |
1,089.4 |
945.2 |
144.2 |
13.4% |
13.5 |
1.2% |
91% |
False |
False |
11,212 |
| 60 |
1,158.6 |
945.2 |
213.4 |
19.8% |
10.8 |
1.0% |
62% |
False |
False |
7,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,121.0 |
|
2.618 |
1,106.0 |
|
1.618 |
1,096.8 |
|
1.000 |
1,091.0 |
|
0.618 |
1,087.5 |
|
HIGH |
1,082.0 |
|
0.618 |
1,078.5 |
|
0.500 |
1,077.3 |
|
0.382 |
1,076.3 |
|
LOW |
1,072.8 |
|
0.618 |
1,067.0 |
|
1.000 |
1,063.5 |
|
1.618 |
1,057.8 |
|
2.618 |
1,048.5 |
|
4.250 |
1,033.5 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,077.3 |
1,073.0 |
| PP |
1,077.3 |
1,068.8 |
| S1 |
1,077.3 |
1,064.5 |
|