| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,262.0 |
1,257.7 |
-4.3 |
-0.3% |
1,250.9 |
| High |
1,271.9 |
1,267.7 |
-4.2 |
-0.3% |
1,271.9 |
| Low |
1,255.2 |
1,248.4 |
-6.8 |
-0.5% |
1,226.0 |
| Close |
1,265.0 |
1,254.3 |
-10.7 |
-0.8% |
1,254.3 |
| Range |
16.7 |
19.3 |
2.6 |
15.6% |
45.9 |
| ATR |
27.6 |
27.0 |
-0.6 |
-2.1% |
0.0 |
| Volume |
208,124 |
158,071 |
-50,053 |
-24.0% |
962,889 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,314.7 |
1,303.8 |
1,264.9 |
|
| R3 |
1,295.4 |
1,284.5 |
1,259.6 |
|
| R2 |
1,276.1 |
1,276.1 |
1,257.8 |
|
| R1 |
1,265.2 |
1,265.2 |
1,256.1 |
1,261.0 |
| PP |
1,256.8 |
1,256.8 |
1,256.8 |
1,254.7 |
| S1 |
1,245.9 |
1,245.9 |
1,252.5 |
1,241.7 |
| S2 |
1,237.5 |
1,237.5 |
1,250.8 |
|
| S3 |
1,218.2 |
1,226.6 |
1,249.0 |
|
| S4 |
1,198.9 |
1,207.3 |
1,243.7 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,388.4 |
1,367.3 |
1,279.5 |
|
| R3 |
1,342.5 |
1,321.4 |
1,266.9 |
|
| R2 |
1,296.6 |
1,296.6 |
1,262.7 |
|
| R1 |
1,275.5 |
1,275.5 |
1,258.5 |
1,286.1 |
| PP |
1,250.7 |
1,250.7 |
1,250.7 |
1,256.0 |
| S1 |
1,229.6 |
1,229.6 |
1,250.1 |
1,240.2 |
| S2 |
1,204.8 |
1,204.8 |
1,245.9 |
|
| S3 |
1,158.9 |
1,183.7 |
1,241.7 |
|
| S4 |
1,113.0 |
1,137.8 |
1,229.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,271.9 |
1,226.0 |
45.9 |
3.7% |
23.7 |
1.9% |
62% |
False |
False |
192,577 |
| 10 |
1,287.8 |
1,226.0 |
61.8 |
4.9% |
25.1 |
2.0% |
46% |
False |
False |
214,570 |
| 20 |
1,287.8 |
1,202.5 |
85.3 |
6.8% |
25.5 |
2.0% |
61% |
False |
False |
218,581 |
| 40 |
1,287.8 |
1,094.1 |
193.7 |
15.4% |
23.7 |
1.9% |
83% |
False |
False |
196,108 |
| 60 |
1,287.8 |
1,058.1 |
229.7 |
18.3% |
20.5 |
1.6% |
85% |
False |
False |
136,474 |
| 80 |
1,287.8 |
1,046.6 |
241.2 |
19.2% |
19.5 |
1.6% |
86% |
False |
False |
103,617 |
| 100 |
1,287.8 |
1,046.6 |
241.2 |
19.2% |
18.2 |
1.5% |
86% |
False |
False |
83,468 |
| 120 |
1,287.8 |
1,046.6 |
241.2 |
19.2% |
17.5 |
1.4% |
86% |
False |
False |
69,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,349.7 |
|
2.618 |
1,318.2 |
|
1.618 |
1,298.9 |
|
1.000 |
1,287.0 |
|
0.618 |
1,279.6 |
|
HIGH |
1,267.7 |
|
0.618 |
1,260.3 |
|
0.500 |
1,258.1 |
|
0.382 |
1,255.8 |
|
LOW |
1,248.4 |
|
0.618 |
1,236.5 |
|
1.000 |
1,229.1 |
|
1.618 |
1,217.2 |
|
2.618 |
1,197.9 |
|
4.250 |
1,166.4 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,258.1 |
1,252.7 |
| PP |
1,256.8 |
1,251.1 |
| S1 |
1,255.6 |
1,249.5 |
|