| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,266.3 |
1,254.6 |
-11.7 |
-0.9% |
1,219.8 |
| High |
1,267.2 |
1,276.0 |
8.8 |
0.7% |
1,282.0 |
| Low |
1,248.1 |
1,240.0 |
-8.1 |
-0.6% |
1,219.8 |
| Close |
1,259.5 |
1,275.0 |
15.5 |
1.2% |
1,272.6 |
| Range |
19.1 |
36.0 |
16.9 |
88.5% |
62.2 |
| ATR |
21.1 |
22.2 |
1.1 |
5.0% |
0.0 |
| Volume |
4,602 |
3,825 |
-777 |
-16.9% |
15,614 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,371.7 |
1,359.3 |
1,294.8 |
|
| R3 |
1,335.7 |
1,323.3 |
1,284.9 |
|
| R2 |
1,299.7 |
1,299.7 |
1,281.6 |
|
| R1 |
1,287.3 |
1,287.3 |
1,278.3 |
1,293.5 |
| PP |
1,263.7 |
1,263.7 |
1,263.7 |
1,266.8 |
| S1 |
1,251.3 |
1,251.3 |
1,271.7 |
1,257.5 |
| S2 |
1,227.7 |
1,227.7 |
1,268.4 |
|
| S3 |
1,191.7 |
1,215.3 |
1,265.1 |
|
| S4 |
1,155.7 |
1,179.3 |
1,255.2 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.7 |
1,420.9 |
1,306.8 |
|
| R3 |
1,382.5 |
1,358.7 |
1,289.7 |
|
| R2 |
1,320.3 |
1,320.3 |
1,284.0 |
|
| R1 |
1,296.5 |
1,296.5 |
1,278.3 |
1,308.4 |
| PP |
1,258.1 |
1,258.1 |
1,258.1 |
1,264.1 |
| S1 |
1,234.3 |
1,234.3 |
1,266.9 |
1,246.2 |
| S2 |
1,195.9 |
1,195.9 |
1,261.2 |
|
| S3 |
1,133.7 |
1,172.1 |
1,255.5 |
|
| S4 |
1,071.5 |
1,109.9 |
1,238.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,282.0 |
1,240.0 |
42.0 |
3.3% |
22.2 |
1.7% |
83% |
False |
True |
3,713 |
| 10 |
1,282.0 |
1,213.4 |
68.6 |
5.4% |
22.5 |
1.8% |
90% |
False |
False |
3,291 |
| 20 |
1,282.0 |
1,193.2 |
88.8 |
7.0% |
24.8 |
1.9% |
92% |
False |
False |
2,909 |
| 40 |
1,282.0 |
1,074.0 |
208.0 |
16.3% |
19.5 |
1.5% |
97% |
False |
False |
2,259 |
| 60 |
1,282.0 |
1,049.4 |
232.6 |
18.2% |
16.6 |
1.3% |
97% |
False |
False |
1,696 |
| 80 |
1,282.0 |
1,049.4 |
232.6 |
18.2% |
14.6 |
1.1% |
97% |
False |
False |
1,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,429.0 |
|
2.618 |
1,370.2 |
|
1.618 |
1,334.2 |
|
1.000 |
1,312.0 |
|
0.618 |
1,298.2 |
|
HIGH |
1,276.0 |
|
0.618 |
1,262.2 |
|
0.500 |
1,258.0 |
|
0.382 |
1,253.8 |
|
LOW |
1,240.0 |
|
0.618 |
1,217.8 |
|
1.000 |
1,204.0 |
|
1.618 |
1,181.8 |
|
2.618 |
1,145.8 |
|
4.250 |
1,087.0 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,269.3 |
1,270.0 |
| PP |
1,263.7 |
1,265.0 |
| S1 |
1,258.0 |
1,260.1 |
|