| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,259.2 |
1,256.1 |
-3.1 |
-0.2% |
1,252.2 |
| High |
1,268.9 |
1,258.0 |
-10.9 |
-0.9% |
1,273.0 |
| Low |
1,249.7 |
1,242.4 |
-7.3 |
-0.6% |
1,227.3 |
| Close |
1,255.5 |
1,245.7 |
-9.8 |
-0.8% |
1,255.5 |
| Range |
19.2 |
15.6 |
-3.6 |
-18.8% |
45.7 |
| ATR |
26.5 |
25.7 |
-0.8 |
-2.9% |
0.0 |
| Volume |
23,803 |
56,837 |
33,034 |
138.8% |
120,521 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,295.5 |
1,286.2 |
1,254.3 |
|
| R3 |
1,279.9 |
1,270.6 |
1,250.0 |
|
| R2 |
1,264.3 |
1,264.3 |
1,248.6 |
|
| R1 |
1,255.0 |
1,255.0 |
1,247.1 |
1,251.9 |
| PP |
1,248.7 |
1,248.7 |
1,248.7 |
1,247.1 |
| S1 |
1,239.4 |
1,239.4 |
1,244.3 |
1,236.3 |
| S2 |
1,233.1 |
1,233.1 |
1,242.8 |
|
| S3 |
1,217.5 |
1,223.8 |
1,241.4 |
|
| S4 |
1,201.9 |
1,208.2 |
1,237.1 |
|
|
| 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 |
3.7% |
20.2 |
1.6% |
40% |
False |
False |
29,054 |
| 10 |
1,287.8 |
1,227.3 |
60.5 |
4.9% |
24.6 |
2.0% |
30% |
False |
False |
29,060 |
| 20 |
1,287.8 |
1,208.6 |
79.2 |
6.4% |
24.5 |
2.0% |
47% |
False |
False |
22,192 |
| 40 |
1,287.8 |
1,098.1 |
189.7 |
15.2% |
23.3 |
1.9% |
78% |
False |
False |
14,468 |
| 60 |
1,287.8 |
1,059.0 |
228.8 |
18.4% |
20.0 |
1.6% |
82% |
False |
False |
10,689 |
| 80 |
1,287.8 |
1,047.2 |
240.6 |
19.3% |
18.9 |
1.5% |
83% |
False |
False |
8,532 |
| 100 |
1,287.8 |
1,047.2 |
240.6 |
19.3% |
17.7 |
1.4% |
83% |
False |
False |
7,340 |
| 120 |
1,287.8 |
1,047.2 |
240.6 |
19.3% |
17.0 |
1.4% |
83% |
False |
False |
6,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,324.3 |
|
2.618 |
1,298.8 |
|
1.618 |
1,283.2 |
|
1.000 |
1,273.6 |
|
0.618 |
1,267.6 |
|
HIGH |
1,258.0 |
|
0.618 |
1,252.0 |
|
0.500 |
1,250.2 |
|
0.382 |
1,248.4 |
|
LOW |
1,242.4 |
|
0.618 |
1,232.8 |
|
1.000 |
1,226.8 |
|
1.618 |
1,217.2 |
|
2.618 |
1,201.6 |
|
4.250 |
1,176.1 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,250.2 |
1,257.7 |
| PP |
1,248.7 |
1,253.7 |
| S1 |
1,247.2 |
1,249.7 |
|