| 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 |
9,945.0 |
9,988.0 |
43.0 |
0.4% |
9,952.0 |
| High |
9,994.0 |
10,139.0 |
145.0 |
1.5% |
10,153.0 |
| Low |
9,845.5 |
9,964.0 |
118.5 |
1.2% |
9,791.0 |
| Close |
9,925.5 |
10,091.0 |
165.5 |
1.7% |
9,905.5 |
| Range |
148.5 |
175.0 |
26.5 |
17.8% |
362.0 |
| ATR |
215.6 |
215.5 |
-0.2 |
-0.1% |
0.0 |
| Volume |
87,224 |
89,597 |
2,373 |
2.7% |
306,783 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,589.7 |
10,515.3 |
10,187.3 |
|
| R3 |
10,414.7 |
10,340.3 |
10,139.1 |
|
| R2 |
10,239.7 |
10,239.7 |
10,123.1 |
|
| R1 |
10,165.3 |
10,165.3 |
10,107.0 |
10,202.5 |
| PP |
10,064.7 |
10,064.7 |
10,064.7 |
10,083.3 |
| S1 |
9,990.3 |
9,990.3 |
10,075.0 |
10,027.5 |
| S2 |
9,889.7 |
9,889.7 |
10,058.9 |
|
| S3 |
9,714.7 |
9,815.3 |
10,042.9 |
|
| S4 |
9,539.7 |
9,640.3 |
9,994.8 |
|
|
| 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% |
173.9 |
1.7% |
83% |
False |
False |
73,467 |
| 10 |
10,153.0 |
9,784.0 |
369.0 |
3.7% |
176.0 |
1.7% |
83% |
False |
False |
83,918 |
| 20 |
10,153.0 |
9,436.5 |
716.5 |
7.1% |
197.0 |
2.0% |
91% |
False |
False |
48,449 |
| 40 |
10,153.0 |
8,730.0 |
1,423.0 |
14.1% |
207.3 |
2.1% |
96% |
False |
False |
24,667 |
| 60 |
10,424.0 |
8,730.0 |
1,694.0 |
16.8% |
220.8 |
2.2% |
80% |
False |
False |
16,754 |
| 80 |
11,318.0 |
8,730.0 |
2,588.0 |
25.6% |
216.8 |
2.1% |
53% |
False |
False |
12,684 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.0% |
195.2 |
1.9% |
50% |
False |
False |
10,157 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.0% |
178.5 |
1.8% |
50% |
False |
False |
8,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,882.8 |
|
2.618 |
10,597.2 |
|
1.618 |
10,422.2 |
|
1.000 |
10,314.0 |
|
0.618 |
10,247.2 |
|
HIGH |
10,139.0 |
|
0.618 |
10,072.2 |
|
0.500 |
10,051.5 |
|
0.382 |
10,030.9 |
|
LOW |
9,964.0 |
|
0.618 |
9,855.9 |
|
1.000 |
9,789.0 |
|
1.618 |
9,680.9 |
|
2.618 |
9,505.9 |
|
4.250 |
9,220.3 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,077.8 |
10,058.1 |
| PP |
10,064.7 |
10,025.2 |
| S1 |
10,051.5 |
9,992.3 |
|