| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,999.0 |
9,945.0 |
-54.0 |
-0.5% |
9,952.0 |
| High |
10,023.5 |
9,994.0 |
-29.5 |
-0.3% |
10,153.0 |
| Low |
9,876.5 |
9,845.5 |
-31.0 |
-0.3% |
9,791.0 |
| Close |
9,905.5 |
9,925.5 |
20.0 |
0.2% |
9,905.5 |
| Range |
147.0 |
148.5 |
1.5 |
1.0% |
362.0 |
| ATR |
220.8 |
215.6 |
-5.2 |
-2.3% |
0.0 |
| Volume |
89,612 |
87,224 |
-2,388 |
-2.7% |
306,783 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,367.2 |
10,294.8 |
10,007.2 |
|
| R3 |
10,218.7 |
10,146.3 |
9,966.3 |
|
| R2 |
10,070.2 |
10,070.2 |
9,952.7 |
|
| R1 |
9,997.8 |
9,997.8 |
9,939.1 |
9,959.8 |
| PP |
9,921.7 |
9,921.7 |
9,921.7 |
9,902.6 |
| S1 |
9,849.3 |
9,849.3 |
9,911.9 |
9,811.3 |
| S2 |
9,773.2 |
9,773.2 |
9,898.3 |
|
| S3 |
9,624.7 |
9,700.8 |
9,884.7 |
|
| S4 |
9,476.2 |
9,552.3 |
9,843.8 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,035.8 |
10,832.7 |
10,104.6 |
|
| R3 |
10,673.8 |
10,470.7 |
10,005.1 |
|
| R2 |
10,311.8 |
10,311.8 |
9,971.9 |
|
| R1 |
10,108.7 |
10,108.7 |
9,938.7 |
10,029.3 |
| PP |
9,949.8 |
9,949.8 |
9,949.8 |
9,910.1 |
| S1 |
9,746.7 |
9,746.7 |
9,872.3 |
9,667.3 |
| S2 |
9,587.8 |
9,587.8 |
9,839.1 |
|
| S3 |
9,225.8 |
9,384.7 |
9,806.0 |
|
| S4 |
8,863.8 |
9,022.7 |
9,706.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,153.0 |
9,791.0 |
362.0 |
3.6% |
186.9 |
1.9% |
37% |
False |
False |
78,801 |
| 10 |
10,153.0 |
9,784.0 |
369.0 |
3.7% |
175.6 |
1.8% |
38% |
False |
False |
82,039 |
| 20 |
10,153.0 |
9,362.0 |
791.0 |
8.0% |
196.9 |
2.0% |
71% |
False |
False |
44,027 |
| 40 |
10,153.0 |
8,730.0 |
1,423.0 |
14.3% |
207.1 |
2.1% |
84% |
False |
False |
22,437 |
| 60 |
10,550.0 |
8,730.0 |
1,820.0 |
18.3% |
222.0 |
2.2% |
66% |
False |
False |
15,301 |
| 80 |
11,435.5 |
8,730.0 |
2,705.5 |
27.3% |
216.6 |
2.2% |
44% |
False |
False |
11,566 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.4% |
194.3 |
2.0% |
44% |
False |
False |
9,261 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.4% |
178.8 |
1.8% |
44% |
False |
False |
7,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,625.1 |
|
2.618 |
10,382.8 |
|
1.618 |
10,234.3 |
|
1.000 |
10,142.5 |
|
0.618 |
10,085.8 |
|
HIGH |
9,994.0 |
|
0.618 |
9,937.3 |
|
0.500 |
9,919.8 |
|
0.382 |
9,902.2 |
|
LOW |
9,845.5 |
|
0.618 |
9,753.7 |
|
1.000 |
9,697.0 |
|
1.618 |
9,605.2 |
|
2.618 |
9,456.7 |
|
4.250 |
9,214.4 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,923.6 |
9,999.3 |
| PP |
9,921.7 |
9,974.7 |
| S1 |
9,919.8 |
9,950.1 |
|