| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,244.3 |
1,248.5 |
4.2 |
0.3% |
1,250.9 |
| High |
1,260.9 |
1,249.8 |
-11.1 |
-0.9% |
1,271.9 |
| Low |
1,242.8 |
1,215.4 |
-27.4 |
-2.2% |
1,226.0 |
| Close |
1,248.6 |
1,224.0 |
-24.6 |
-2.0% |
1,254.3 |
| Range |
18.1 |
34.4 |
16.3 |
90.1% |
45.9 |
| ATR |
25.6 |
26.2 |
0.6 |
2.5% |
0.0 |
| Volume |
195,733 |
266,165 |
70,432 |
36.0% |
962,889 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,332.9 |
1,312.9 |
1,242.9 |
|
| R3 |
1,298.5 |
1,278.5 |
1,233.5 |
|
| R2 |
1,264.1 |
1,264.1 |
1,230.3 |
|
| R1 |
1,244.1 |
1,244.1 |
1,227.2 |
1,236.9 |
| PP |
1,229.7 |
1,229.7 |
1,229.7 |
1,226.2 |
| S1 |
1,209.7 |
1,209.7 |
1,220.8 |
1,202.5 |
| S2 |
1,195.3 |
1,195.3 |
1,217.7 |
|
| S3 |
1,160.9 |
1,175.3 |
1,214.5 |
|
| S4 |
1,126.5 |
1,140.9 |
1,205.1 |
|
|
| 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 |
1,215.4 |
56.5 |
4.6% |
20.8 |
1.7% |
15% |
False |
True |
200,943 |
| 10 |
1,287.8 |
1,215.4 |
72.4 |
5.9% |
26.2 |
2.1% |
12% |
False |
True |
214,217 |
| 20 |
1,287.8 |
1,212.0 |
75.8 |
6.2% |
25.0 |
2.0% |
16% |
False |
False |
219,522 |
| 40 |
1,287.8 |
1,108.5 |
179.3 |
14.6% |
24.4 |
2.0% |
64% |
False |
False |
206,912 |
| 60 |
1,287.8 |
1,058.1 |
229.7 |
18.8% |
21.3 |
1.7% |
72% |
False |
False |
146,901 |
| 80 |
1,287.8 |
1,046.6 |
241.2 |
19.7% |
19.9 |
1.6% |
74% |
False |
False |
111,111 |
| 100 |
1,287.8 |
1,046.6 |
241.2 |
19.7% |
18.5 |
1.5% |
74% |
False |
False |
89,811 |
| 120 |
1,287.8 |
1,046.6 |
241.2 |
19.7% |
17.7 |
1.4% |
74% |
False |
False |
75,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,396.0 |
|
2.618 |
1,339.9 |
|
1.618 |
1,305.5 |
|
1.000 |
1,284.2 |
|
0.618 |
1,271.1 |
|
HIGH |
1,249.8 |
|
0.618 |
1,236.7 |
|
0.500 |
1,232.6 |
|
0.382 |
1,228.5 |
|
LOW |
1,215.4 |
|
0.618 |
1,194.1 |
|
1.000 |
1,181.0 |
|
1.618 |
1,159.7 |
|
2.618 |
1,125.3 |
|
4.250 |
1,069.2 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,232.6 |
1,238.2 |
| PP |
1,229.7 |
1,233.4 |
| S1 |
1,226.9 |
1,228.7 |
|