| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,255.2 |
1,244.3 |
-10.9 |
-0.9% |
1,250.9 |
| High |
1,256.7 |
1,260.9 |
4.2 |
0.3% |
1,271.9 |
| Low |
1,241.2 |
1,242.8 |
1.6 |
0.1% |
1,226.0 |
| Close |
1,244.2 |
1,248.6 |
4.4 |
0.4% |
1,254.3 |
| Range |
15.5 |
18.1 |
2.6 |
16.8% |
45.9 |
| ATR |
26.2 |
25.6 |
-0.6 |
-2.2% |
0.0 |
| Volume |
176,624 |
195,733 |
19,109 |
10.8% |
962,889 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,305.1 |
1,294.9 |
1,258.6 |
|
| R3 |
1,287.0 |
1,276.8 |
1,253.6 |
|
| R2 |
1,268.9 |
1,268.9 |
1,251.9 |
|
| R1 |
1,258.7 |
1,258.7 |
1,250.3 |
1,263.8 |
| PP |
1,250.8 |
1,250.8 |
1,250.8 |
1,253.3 |
| S1 |
1,240.6 |
1,240.6 |
1,246.9 |
1,245.7 |
| S2 |
1,232.7 |
1,232.7 |
1,245.3 |
|
| S3 |
1,214.6 |
1,222.5 |
1,243.6 |
|
| S4 |
1,196.5 |
1,204.4 |
1,238.6 |
|
|
| 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 |
1,227.0 |
44.9 |
3.6% |
21.5 |
1.7% |
48% |
False |
False |
188,472 |
| 10 |
1,287.8 |
1,226.0 |
61.8 |
4.9% |
25.0 |
2.0% |
37% |
False |
False |
209,915 |
| 20 |
1,287.8 |
1,212.0 |
75.8 |
6.1% |
24.9 |
2.0% |
48% |
False |
False |
219,926 |
| 40 |
1,287.8 |
1,107.7 |
180.1 |
14.4% |
24.0 |
1.9% |
78% |
False |
False |
202,533 |
| 60 |
1,287.8 |
1,058.1 |
229.7 |
18.4% |
20.8 |
1.7% |
83% |
False |
False |
142,593 |
| 80 |
1,287.8 |
1,046.6 |
241.2 |
19.3% |
19.6 |
1.6% |
84% |
False |
False |
107,938 |
| 100 |
1,287.8 |
1,046.6 |
241.2 |
19.3% |
18.4 |
1.5% |
84% |
False |
False |
87,175 |
| 120 |
1,287.8 |
1,046.6 |
241.2 |
19.3% |
17.6 |
1.4% |
84% |
False |
False |
72,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,337.8 |
|
2.618 |
1,308.3 |
|
1.618 |
1,290.2 |
|
1.000 |
1,279.0 |
|
0.618 |
1,272.1 |
|
HIGH |
1,260.9 |
|
0.618 |
1,254.0 |
|
0.500 |
1,251.9 |
|
0.382 |
1,249.7 |
|
LOW |
1,242.8 |
|
0.618 |
1,231.6 |
|
1.000 |
1,224.7 |
|
1.618 |
1,213.5 |
|
2.618 |
1,195.4 |
|
4.250 |
1,165.9 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,251.9 |
1,254.5 |
| PP |
1,250.8 |
1,252.5 |
| S1 |
1,249.7 |
1,250.6 |
|