| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,238.0 |
1,234.7 |
-3.3 |
-0.3% |
1,262.0 |
| High |
1,239.4 |
1,266.4 |
27.0 |
2.2% |
1,286.0 |
| Low |
1,229.8 |
1,229.6 |
-0.2 |
0.0% |
1,240.0 |
| Close |
1,233.3 |
1,232.1 |
-1.2 |
-0.1% |
1,261.7 |
| Range |
9.6 |
36.8 |
27.2 |
283.3% |
46.0 |
| ATR |
23.1 |
24.0 |
1.0 |
4.3% |
0.0 |
| Volume |
2,423 |
2,009 |
-414 |
-17.1% |
19,400 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,353.1 |
1,329.4 |
1,252.3 |
|
| R3 |
1,316.3 |
1,292.6 |
1,242.2 |
|
| R2 |
1,279.5 |
1,279.5 |
1,238.8 |
|
| R1 |
1,255.8 |
1,255.8 |
1,235.5 |
1,249.3 |
| PP |
1,242.7 |
1,242.7 |
1,242.7 |
1,239.4 |
| S1 |
1,219.0 |
1,219.0 |
1,228.7 |
1,212.5 |
| S2 |
1,205.9 |
1,205.9 |
1,225.4 |
|
| S3 |
1,169.1 |
1,182.2 |
1,222.0 |
|
| S4 |
1,132.3 |
1,145.4 |
1,211.9 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,400.6 |
1,377.1 |
1,287.0 |
|
| R3 |
1,354.6 |
1,331.1 |
1,274.4 |
|
| R2 |
1,308.6 |
1,308.6 |
1,270.1 |
|
| R1 |
1,285.1 |
1,285.1 |
1,265.9 |
1,273.9 |
| PP |
1,262.6 |
1,262.6 |
1,262.6 |
1,256.9 |
| S1 |
1,239.1 |
1,239.1 |
1,257.5 |
1,227.9 |
| S2 |
1,216.6 |
1,216.6 |
1,253.3 |
|
| S3 |
1,170.6 |
1,193.1 |
1,249.1 |
|
| S4 |
1,124.6 |
1,147.1 |
1,236.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,286.0 |
1,229.6 |
56.4 |
4.6% |
29.1 |
2.4% |
4% |
False |
True |
3,685 |
| 10 |
1,286.0 |
1,229.6 |
56.4 |
4.6% |
24.8 |
2.0% |
4% |
False |
True |
3,843 |
| 20 |
1,286.0 |
1,204.5 |
81.5 |
6.6% |
23.6 |
1.9% |
34% |
False |
False |
2,993 |
| 40 |
1,286.0 |
1,092.3 |
193.7 |
15.7% |
20.7 |
1.7% |
72% |
False |
False |
2,519 |
| 60 |
1,286.0 |
1,056.2 |
229.8 |
18.7% |
17.5 |
1.4% |
77% |
False |
False |
1,900 |
| 80 |
1,286.0 |
1,049.4 |
236.6 |
19.2% |
15.7 |
1.3% |
77% |
False |
False |
1,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,422.8 |
|
2.618 |
1,362.7 |
|
1.618 |
1,325.9 |
|
1.000 |
1,303.2 |
|
0.618 |
1,289.1 |
|
HIGH |
1,266.4 |
|
0.618 |
1,252.3 |
|
0.500 |
1,248.0 |
|
0.382 |
1,243.7 |
|
LOW |
1,229.6 |
|
0.618 |
1,206.9 |
|
1.000 |
1,192.8 |
|
1.618 |
1,170.1 |
|
2.618 |
1,133.3 |
|
4.250 |
1,073.2 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,248.0 |
1,248.0 |
| PP |
1,242.7 |
1,242.7 |
| S1 |
1,237.4 |
1,237.4 |
|