| 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 |
1,233.1 |
1,262.0 |
28.9 |
2.3% |
1,260.5 |
| High |
1,264.8 |
1,271.9 |
7.1 |
0.6% |
1,287.8 |
| Low |
1,227.0 |
1,255.2 |
28.2 |
2.3% |
1,237.5 |
| Close |
1,229.8 |
1,265.0 |
35.2 |
2.9% |
1,259.4 |
| Range |
37.8 |
16.7 |
-21.1 |
-55.8% |
50.3 |
| ATR |
26.5 |
27.6 |
1.1 |
4.2% |
0.0 |
| Volume |
203,811 |
208,124 |
4,313 |
2.1% |
1,182,817 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,314.1 |
1,306.3 |
1,274.2 |
|
| R3 |
1,297.4 |
1,289.6 |
1,269.6 |
|
| R2 |
1,280.7 |
1,280.7 |
1,268.1 |
|
| R1 |
1,272.9 |
1,272.9 |
1,266.5 |
1,276.8 |
| PP |
1,264.0 |
1,264.0 |
1,264.0 |
1,266.0 |
| S1 |
1,256.2 |
1,256.2 |
1,263.5 |
1,260.1 |
| S2 |
1,247.3 |
1,247.3 |
1,261.9 |
|
| S3 |
1,230.6 |
1,239.5 |
1,260.4 |
|
| S4 |
1,213.9 |
1,222.8 |
1,255.8 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,412.5 |
1,386.2 |
1,287.1 |
|
| R3 |
1,362.2 |
1,335.9 |
1,273.2 |
|
| R2 |
1,311.9 |
1,311.9 |
1,268.6 |
|
| R1 |
1,285.6 |
1,285.6 |
1,264.0 |
1,273.6 |
| PP |
1,261.6 |
1,261.6 |
1,261.6 |
1,255.6 |
| S1 |
1,235.3 |
1,235.3 |
1,254.8 |
1,223.3 |
| S2 |
1,211.3 |
1,211.3 |
1,250.2 |
|
| S3 |
1,161.0 |
1,185.0 |
1,245.6 |
|
| S4 |
1,110.7 |
1,134.7 |
1,231.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,287.8 |
1,226.0 |
61.8 |
4.9% |
27.6 |
2.2% |
63% |
False |
False |
208,119 |
| 10 |
1,287.8 |
1,226.0 |
61.8 |
4.9% |
26.2 |
2.1% |
63% |
False |
False |
234,881 |
| 20 |
1,287.8 |
1,202.5 |
85.3 |
6.7% |
25.2 |
2.0% |
73% |
False |
False |
219,890 |
| 40 |
1,287.8 |
1,092.4 |
195.4 |
15.4% |
23.5 |
1.9% |
88% |
False |
False |
193,292 |
| 60 |
1,287.8 |
1,058.1 |
229.7 |
18.2% |
20.5 |
1.6% |
90% |
False |
False |
133,875 |
| 80 |
1,287.8 |
1,046.6 |
241.2 |
19.1% |
19.4 |
1.5% |
91% |
False |
False |
101,712 |
| 100 |
1,287.8 |
1,046.6 |
241.2 |
19.1% |
18.2 |
1.4% |
91% |
False |
False |
81,892 |
| 120 |
1,287.8 |
1,046.6 |
241.2 |
19.1% |
17.4 |
1.4% |
91% |
False |
False |
68,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,342.9 |
|
2.618 |
1,315.6 |
|
1.618 |
1,298.9 |
|
1.000 |
1,288.6 |
|
0.618 |
1,282.2 |
|
HIGH |
1,271.9 |
|
0.618 |
1,265.5 |
|
0.500 |
1,263.6 |
|
0.382 |
1,261.6 |
|
LOW |
1,255.2 |
|
0.618 |
1,244.9 |
|
1.000 |
1,238.5 |
|
1.618 |
1,228.2 |
|
2.618 |
1,211.5 |
|
4.250 |
1,184.2 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,264.5 |
1,259.7 |
| PP |
1,264.0 |
1,254.3 |
| S1 |
1,263.6 |
1,249.0 |
|