| 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 |
1,082.9 |
1,067.2 |
-15.7 |
-1.4% |
1,080.4 |
| High |
1,082.9 |
1,077.8 |
-5.1 |
-0.5% |
1,095.3 |
| Low |
1,064.5 |
1,060.0 |
-4.5 |
-0.4% |
1,052.1 |
| Close |
1,065.9 |
1,073.1 |
7.2 |
0.7% |
1,086.8 |
| Range |
18.4 |
17.8 |
-0.6 |
-3.3% |
43.2 |
| ATR |
20.9 |
20.7 |
-0.2 |
-1.1% |
0.0 |
| Volume |
92,539 |
75,532 |
-17,007 |
-18.4% |
614,996 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,123.8 |
1,116.3 |
1,083.0 |
|
| R3 |
1,106.0 |
1,098.5 |
1,078.0 |
|
| R2 |
1,088.0 |
1,088.0 |
1,076.3 |
|
| R1 |
1,080.5 |
1,080.5 |
1,074.8 |
1,084.3 |
| PP |
1,070.3 |
1,070.3 |
1,070.3 |
1,072.3 |
| S1 |
1,062.8 |
1,062.8 |
1,071.5 |
1,066.5 |
| S2 |
1,052.5 |
1,052.5 |
1,069.8 |
|
| S3 |
1,034.8 |
1,045.0 |
1,068.3 |
|
| S4 |
1,017.0 |
1,027.3 |
1,063.3 |
|
|
| 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 |
1,087.8 |
1,052.1 |
35.7 |
3.3% |
20.5 |
1.9% |
59% |
False |
False |
119,415 |
| 10 |
1,095.3 |
1,052.1 |
43.2 |
4.0% |
19.3 |
1.8% |
49% |
False |
False |
108,958 |
| 20 |
1,095.3 |
993.2 |
102.1 |
9.5% |
18.0 |
1.7% |
78% |
False |
False |
99,985 |
| 40 |
1,095.3 |
936.2 |
159.1 |
14.8% |
23.0 |
2.2% |
86% |
False |
False |
121,701 |
| 60 |
1,160.0 |
936.2 |
223.8 |
20.9% |
24.0 |
2.2% |
61% |
False |
False |
121,420 |
| 80 |
1,202.4 |
936.2 |
266.2 |
24.8% |
22.3 |
2.1% |
51% |
False |
False |
103,722 |
| 100 |
1,202.4 |
936.2 |
266.2 |
24.8% |
20.0 |
1.9% |
51% |
False |
False |
83,081 |
| 120 |
1,202.4 |
936.2 |
266.2 |
24.8% |
19.0 |
1.8% |
51% |
False |
False |
69,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,153.5 |
|
2.618 |
1,124.5 |
|
1.618 |
1,106.5 |
|
1.000 |
1,095.5 |
|
0.618 |
1,088.8 |
|
HIGH |
1,077.8 |
|
0.618 |
1,071.0 |
|
0.500 |
1,069.0 |
|
0.382 |
1,066.8 |
|
LOW |
1,060.0 |
|
0.618 |
1,049.0 |
|
1.000 |
1,042.3 |
|
1.618 |
1,031.3 |
|
2.618 |
1,013.5 |
|
4.250 |
984.3 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,071.8 |
1,073.8 |
| PP |
1,070.3 |
1,073.5 |
| S1 |
1,069.0 |
1,073.3 |
|