| 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 |
1,263.3 |
1,259.2 |
-4.1 |
-0.3% |
1,252.2 |
| High |
1,273.0 |
1,268.9 |
-4.1 |
-0.3% |
1,273.0 |
| Low |
1,256.6 |
1,249.7 |
-6.9 |
-0.5% |
1,227.3 |
| Close |
1,266.3 |
1,255.5 |
-10.8 |
-0.9% |
1,255.5 |
| Range |
16.4 |
19.2 |
2.8 |
17.1% |
45.7 |
| ATR |
27.1 |
26.5 |
-0.6 |
-2.1% |
0.0 |
| Volume |
20,626 |
23,803 |
3,177 |
15.4% |
120,521 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,315.6 |
1,304.8 |
1,266.1 |
|
| R3 |
1,296.4 |
1,285.6 |
1,260.8 |
|
| R2 |
1,277.2 |
1,277.2 |
1,259.0 |
|
| R1 |
1,266.4 |
1,266.4 |
1,257.3 |
1,262.2 |
| PP |
1,258.0 |
1,258.0 |
1,258.0 |
1,256.0 |
| S1 |
1,247.2 |
1,247.2 |
1,253.7 |
1,243.0 |
| S2 |
1,238.8 |
1,238.8 |
1,252.0 |
|
| S3 |
1,219.6 |
1,228.0 |
1,250.2 |
|
| S4 |
1,200.4 |
1,208.8 |
1,244.9 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,389.0 |
1,368.0 |
1,280.6 |
|
| R3 |
1,343.3 |
1,322.3 |
1,268.1 |
|
| R2 |
1,297.6 |
1,297.6 |
1,263.9 |
|
| R1 |
1,276.6 |
1,276.6 |
1,259.7 |
1,287.1 |
| PP |
1,251.9 |
1,251.9 |
1,251.9 |
1,257.2 |
| S1 |
1,230.9 |
1,230.9 |
1,251.3 |
1,241.4 |
| S2 |
1,206.2 |
1,206.2 |
1,247.1 |
|
| S3 |
1,160.5 |
1,185.2 |
1,242.9 |
|
| S4 |
1,114.8 |
1,139.5 |
1,230.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,273.0 |
1,227.3 |
45.7 |
3.6% |
23.4 |
1.9% |
62% |
False |
False |
24,104 |
| 10 |
1,287.8 |
1,227.3 |
60.5 |
4.8% |
24.6 |
2.0% |
47% |
False |
False |
27,229 |
| 20 |
1,287.8 |
1,203.0 |
84.8 |
6.8% |
24.9 |
2.0% |
62% |
False |
False |
19,455 |
| 40 |
1,287.8 |
1,094.5 |
193.3 |
15.4% |
23.1 |
1.8% |
83% |
False |
False |
13,177 |
| 60 |
1,287.8 |
1,059.0 |
228.8 |
18.2% |
19.9 |
1.6% |
86% |
False |
False |
9,758 |
| 80 |
1,287.8 |
1,047.2 |
240.6 |
19.2% |
18.8 |
1.5% |
87% |
False |
False |
7,859 |
| 100 |
1,287.8 |
1,047.2 |
240.6 |
19.2% |
17.6 |
1.4% |
87% |
False |
False |
6,782 |
| 120 |
1,287.8 |
1,047.2 |
240.6 |
19.2% |
17.0 |
1.4% |
87% |
False |
False |
5,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,350.5 |
|
2.618 |
1,319.2 |
|
1.618 |
1,300.0 |
|
1.000 |
1,288.1 |
|
0.618 |
1,280.8 |
|
HIGH |
1,268.9 |
|
0.618 |
1,261.6 |
|
0.500 |
1,259.3 |
|
0.382 |
1,257.0 |
|
LOW |
1,249.7 |
|
0.618 |
1,237.8 |
|
1.000 |
1,230.5 |
|
1.618 |
1,218.6 |
|
2.618 |
1,199.4 |
|
4.250 |
1,168.1 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,259.3 |
1,253.9 |
| PP |
1,258.0 |
1,252.3 |
| S1 |
1,256.8 |
1,250.8 |
|