| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,073.2 |
1,063.4 |
-9.8 |
-0.9% |
1,080.4 |
| High |
1,084.6 |
1,087.8 |
3.2 |
0.3% |
1,095.3 |
| Low |
1,052.1 |
1,062.6 |
10.5 |
1.0% |
1,052.1 |
| Close |
1,063.1 |
1,086.8 |
23.7 |
2.2% |
1,086.8 |
| Range |
32.5 |
25.2 |
-7.3 |
-22.5% |
43.2 |
| ATR |
21.7 |
22.0 |
0.2 |
1.1% |
0.0 |
| Volume |
185,332 |
128,082 |
-57,250 |
-30.9% |
614,996 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,154.8 |
1,146.0 |
1,100.8 |
|
| R3 |
1,129.5 |
1,120.8 |
1,093.8 |
|
| R2 |
1,104.3 |
1,104.3 |
1,091.5 |
|
| R1 |
1,095.5 |
1,095.5 |
1,089.0 |
1,100.0 |
| PP |
1,079.0 |
1,079.0 |
1,079.0 |
1,081.3 |
| S1 |
1,070.3 |
1,070.3 |
1,084.5 |
1,074.8 |
| S2 |
1,053.8 |
1,053.8 |
1,082.3 |
|
| S3 |
1,028.8 |
1,045.3 |
1,079.8 |
|
| S4 |
1,003.5 |
1,020.0 |
1,073.0 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,207.8 |
1,190.5 |
1,110.5 |
|
| R3 |
1,164.5 |
1,147.3 |
1,098.8 |
|
| R2 |
1,121.3 |
1,121.3 |
1,094.8 |
|
| R1 |
1,104.0 |
1,104.0 |
1,090.8 |
1,112.8 |
| PP |
1,078.0 |
1,078.0 |
1,078.0 |
1,082.5 |
| S1 |
1,060.8 |
1,060.8 |
1,082.8 |
1,069.5 |
| S2 |
1,034.8 |
1,034.8 |
1,079.0 |
|
| S3 |
991.8 |
1,017.8 |
1,075.0 |
|
| S4 |
948.5 |
974.5 |
1,063.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,095.3 |
1,052.1 |
43.2 |
4.0% |
23.5 |
2.2% |
80% |
False |
False |
122,999 |
| 10 |
1,095.3 |
1,026.1 |
69.2 |
6.4% |
20.8 |
1.9% |
88% |
False |
False |
108,140 |
| 20 |
1,095.3 |
949.6 |
145.7 |
13.4% |
19.0 |
1.8% |
94% |
False |
False |
103,137 |
| 40 |
1,095.3 |
936.2 |
159.1 |
14.6% |
25.0 |
2.3% |
95% |
False |
False |
127,771 |
| 60 |
1,160.0 |
936.2 |
223.8 |
20.6% |
24.3 |
2.2% |
67% |
False |
False |
124,346 |
| 80 |
1,202.4 |
936.2 |
266.2 |
24.5% |
22.3 |
2.0% |
57% |
False |
False |
100,191 |
| 100 |
1,202.4 |
936.2 |
266.2 |
24.5% |
20.0 |
1.8% |
57% |
False |
False |
80,250 |
| 120 |
1,202.4 |
936.2 |
266.2 |
24.5% |
18.5 |
1.7% |
57% |
False |
False |
66,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,195.0 |
|
2.618 |
1,153.8 |
|
1.618 |
1,128.5 |
|
1.000 |
1,113.0 |
|
0.618 |
1,103.3 |
|
HIGH |
1,087.8 |
|
0.618 |
1,078.3 |
|
0.500 |
1,075.3 |
|
0.382 |
1,072.3 |
|
LOW |
1,062.5 |
|
0.618 |
1,047.0 |
|
1.000 |
1,037.5 |
|
1.618 |
1,021.8 |
|
2.618 |
996.8 |
|
4.250 |
955.5 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,083.0 |
1,081.3 |
| PP |
1,079.0 |
1,075.5 |
| S1 |
1,075.3 |
1,070.0 |
|