| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
5,064.0 |
5,022.0 |
-42.0 |
-0.8% |
5,179.0 |
| High |
5,100.0 |
5,044.0 |
-56.0 |
-1.1% |
5,189.0 |
| Low |
4,979.0 |
4,973.0 |
-6.0 |
-0.1% |
5,053.0 |
| Close |
4,993.0 |
4,993.0 |
0.0 |
0.0% |
5,081.0 |
| Range |
121.0 |
71.0 |
-50.0 |
-41.3% |
136.0 |
| ATR |
66.7 |
67.0 |
0.3 |
0.5% |
0.0 |
| Volume |
32,777 |
23,883 |
-8,894 |
-27.1% |
79,094 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,216.3 |
5,175.7 |
5,032.1 |
|
| R3 |
5,145.3 |
5,104.7 |
5,012.5 |
|
| R2 |
5,074.3 |
5,074.3 |
5,006.0 |
|
| R1 |
5,033.7 |
5,033.7 |
4,999.5 |
5,018.5 |
| PP |
5,003.3 |
5,003.3 |
5,003.3 |
4,995.8 |
| S1 |
4,962.7 |
4,962.7 |
4,986.5 |
4,947.5 |
| S2 |
4,932.3 |
4,932.3 |
4,980.0 |
|
| S3 |
4,861.3 |
4,891.7 |
4,973.5 |
|
| S4 |
4,790.3 |
4,820.7 |
4,954.0 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,515.7 |
5,434.3 |
5,155.8 |
|
| R3 |
5,379.7 |
5,298.3 |
5,118.4 |
|
| R2 |
5,243.7 |
5,243.7 |
5,105.9 |
|
| R1 |
5,162.3 |
5,162.3 |
5,093.5 |
5,135.0 |
| PP |
5,107.7 |
5,107.7 |
5,107.7 |
5,094.0 |
| S1 |
5,026.3 |
5,026.3 |
5,068.5 |
4,999.0 |
| S2 |
4,971.7 |
4,971.7 |
5,056.1 |
|
| S3 |
4,835.7 |
4,890.3 |
5,043.6 |
|
| S4 |
4,699.7 |
4,754.3 |
5,006.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,180.0 |
4,973.0 |
207.0 |
4.1% |
66.0 |
1.3% |
10% |
False |
True |
23,922 |
| 10 |
5,214.0 |
4,973.0 |
241.0 |
4.8% |
62.8 |
1.3% |
8% |
False |
True |
41,273 |
| 20 |
5,214.0 |
4,858.0 |
356.0 |
7.1% |
58.3 |
1.2% |
38% |
False |
False |
24,999 |
| 40 |
5,214.0 |
4,649.0 |
565.0 |
11.3% |
55.7 |
1.1% |
61% |
False |
False |
12,570 |
| 60 |
5,276.0 |
4,649.0 |
627.0 |
12.6% |
47.0 |
0.9% |
55% |
False |
False |
8,391 |
| 80 |
5,282.0 |
4,649.0 |
633.0 |
12.7% |
37.1 |
0.7% |
54% |
False |
False |
6,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,345.8 |
|
2.618 |
5,229.9 |
|
1.618 |
5,158.9 |
|
1.000 |
5,115.0 |
|
0.618 |
5,087.9 |
|
HIGH |
5,044.0 |
|
0.618 |
5,016.9 |
|
0.500 |
5,008.5 |
|
0.382 |
5,000.1 |
|
LOW |
4,973.0 |
|
0.618 |
4,929.1 |
|
1.000 |
4,902.0 |
|
1.618 |
4,858.1 |
|
2.618 |
4,787.1 |
|
4.250 |
4,671.3 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,008.5 |
5,036.5 |
| PP |
5,003.3 |
5,022.0 |
| S1 |
4,998.2 |
5,007.5 |
|