| 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 |
1,067.2 |
1,074.5 |
7.3 |
0.7% |
1,080.4 |
| High |
1,077.8 |
1,095.8 |
18.0 |
1.7% |
1,095.3 |
| Low |
1,060.0 |
1,066.0 |
6.0 |
0.6% |
1,052.1 |
| Close |
1,073.1 |
1,090.9 |
17.8 |
1.7% |
1,086.8 |
| Range |
17.8 |
29.8 |
12.0 |
67.4% |
43.2 |
| ATR |
20.7 |
21.3 |
0.7 |
3.2% |
0.0 |
| Volume |
75,532 |
51,382 |
-24,150 |
-32.0% |
614,996 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,173.8 |
1,162.0 |
1,107.3 |
|
| R3 |
1,143.8 |
1,132.3 |
1,099.0 |
|
| R2 |
1,114.0 |
1,114.0 |
1,096.3 |
|
| R1 |
1,102.5 |
1,102.5 |
1,093.8 |
1,108.3 |
| PP |
1,084.3 |
1,084.3 |
1,084.3 |
1,087.0 |
| S1 |
1,072.8 |
1,072.8 |
1,088.3 |
1,078.5 |
| S2 |
1,054.5 |
1,054.5 |
1,085.5 |
|
| S3 |
1,024.8 |
1,042.8 |
1,082.8 |
|
| S4 |
994.8 |
1,013.0 |
1,074.5 |
|
|
| 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 |
1,095.8 |
1,060.0 |
35.8 |
3.3% |
20.0 |
1.8% |
86% |
True |
False |
92,625 |
| 10 |
1,095.8 |
1,052.1 |
43.7 |
4.0% |
21.0 |
1.9% |
89% |
True |
False |
105,561 |
| 20 |
1,095.8 |
993.2 |
102.6 |
9.4% |
18.5 |
1.7% |
95% |
True |
False |
97,511 |
| 40 |
1,095.8 |
936.2 |
159.6 |
14.6% |
22.5 |
2.1% |
97% |
True |
False |
117,348 |
| 60 |
1,160.0 |
936.2 |
223.8 |
20.5% |
24.3 |
2.2% |
69% |
False |
False |
120,148 |
| 80 |
1,202.4 |
936.2 |
266.2 |
24.4% |
22.8 |
2.1% |
58% |
False |
False |
104,333 |
| 100 |
1,202.4 |
936.2 |
266.2 |
24.4% |
20.3 |
1.9% |
58% |
False |
False |
83,595 |
| 120 |
1,202.4 |
936.2 |
266.2 |
24.4% |
19.3 |
1.8% |
58% |
False |
False |
69,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,222.5 |
|
2.618 |
1,173.8 |
|
1.618 |
1,144.0 |
|
1.000 |
1,125.5 |
|
0.618 |
1,114.3 |
|
HIGH |
1,095.8 |
|
0.618 |
1,084.5 |
|
0.500 |
1,081.0 |
|
0.382 |
1,077.5 |
|
LOW |
1,066.0 |
|
0.618 |
1,047.5 |
|
1.000 |
1,036.3 |
|
1.618 |
1,017.8 |
|
2.618 |
988.0 |
|
4.250 |
939.3 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,087.5 |
1,086.5 |
| PP |
1,084.3 |
1,082.3 |
| S1 |
1,081.0 |
1,078.0 |
|