| 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 |
1,234.7 |
1,261.8 |
27.1 |
2.2% |
1,262.0 |
| High |
1,266.4 |
1,274.0 |
7.6 |
0.6% |
1,286.0 |
| Low |
1,229.6 |
1,258.3 |
28.7 |
2.3% |
1,240.0 |
| Close |
1,232.1 |
1,267.4 |
35.3 |
2.9% |
1,261.7 |
| Range |
36.8 |
15.7 |
-21.1 |
-57.3% |
46.0 |
| ATR |
24.0 |
25.3 |
1.3 |
5.3% |
0.0 |
| Volume |
2,009 |
3,060 |
1,051 |
52.3% |
19,400 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.7 |
1,306.2 |
1,276.0 |
|
| R3 |
1,298.0 |
1,290.5 |
1,271.7 |
|
| R2 |
1,282.3 |
1,282.3 |
1,270.3 |
|
| R1 |
1,274.8 |
1,274.8 |
1,268.8 |
1,278.6 |
| PP |
1,266.6 |
1,266.6 |
1,266.6 |
1,268.4 |
| S1 |
1,259.1 |
1,259.1 |
1,266.0 |
1,262.9 |
| S2 |
1,250.9 |
1,250.9 |
1,264.5 |
|
| S3 |
1,235.2 |
1,243.4 |
1,263.1 |
|
| S4 |
1,219.5 |
1,227.7 |
1,258.8 |
|
|
| 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 |
4.5% |
25.0 |
2.0% |
67% |
False |
False |
3,532 |
| 10 |
1,286.0 |
1,229.6 |
56.4 |
4.5% |
23.6 |
1.9% |
67% |
False |
False |
3,622 |
| 20 |
1,286.0 |
1,204.5 |
81.5 |
6.4% |
22.6 |
1.8% |
77% |
False |
False |
2,963 |
| 40 |
1,286.0 |
1,094.0 |
192.0 |
15.1% |
20.7 |
1.6% |
90% |
False |
False |
2,556 |
| 60 |
1,286.0 |
1,059.5 |
226.5 |
17.9% |
17.5 |
1.4% |
92% |
False |
False |
1,943 |
| 80 |
1,286.0 |
1,049.4 |
236.6 |
18.7% |
15.9 |
1.3% |
92% |
False |
False |
1,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,340.7 |
|
2.618 |
1,315.1 |
|
1.618 |
1,299.4 |
|
1.000 |
1,289.7 |
|
0.618 |
1,283.7 |
|
HIGH |
1,274.0 |
|
0.618 |
1,268.0 |
|
0.500 |
1,266.2 |
|
0.382 |
1,264.3 |
|
LOW |
1,258.3 |
|
0.618 |
1,248.6 |
|
1.000 |
1,242.6 |
|
1.618 |
1,232.9 |
|
2.618 |
1,217.2 |
|
4.250 |
1,191.6 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,267.0 |
1,262.2 |
| PP |
1,266.6 |
1,257.0 |
| S1 |
1,266.2 |
1,251.8 |
|