| Trading Metrics calculated at close of trading on 31-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
9,988.0 |
10,058.0 |
70.0 |
0.7% |
9,952.0 |
| High |
10,139.0 |
10,070.5 |
-68.5 |
-0.7% |
10,153.0 |
| Low |
9,964.0 |
9,963.0 |
-1.0 |
0.0% |
9,791.0 |
| Close |
10,091.0 |
10,000.0 |
-91.0 |
-0.9% |
9,905.5 |
| Range |
175.0 |
107.5 |
-67.5 |
-38.6% |
362.0 |
| ATR |
215.5 |
209.2 |
-6.2 |
-2.9% |
0.0 |
| Volume |
89,597 |
143,509 |
53,912 |
60.2% |
306,783 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,333.7 |
10,274.3 |
10,059.1 |
|
| R3 |
10,226.2 |
10,166.8 |
10,029.6 |
|
| R2 |
10,118.7 |
10,118.7 |
10,019.7 |
|
| R1 |
10,059.3 |
10,059.3 |
10,009.9 |
10,035.3 |
| PP |
10,011.2 |
10,011.2 |
10,011.2 |
9,999.1 |
| S1 |
9,951.8 |
9,951.8 |
9,990.1 |
9,927.8 |
| S2 |
9,903.7 |
9,903.7 |
9,980.3 |
|
| S3 |
9,796.2 |
9,844.3 |
9,970.4 |
|
| S4 |
9,688.7 |
9,736.8 |
9,940.9 |
|
|
| 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 |
9,845.5 |
307.5 |
3.1% |
146.1 |
1.5% |
50% |
False |
False |
82,281 |
| 10 |
10,153.0 |
9,784.0 |
369.0 |
3.7% |
178.4 |
1.8% |
59% |
False |
False |
90,402 |
| 20 |
10,153.0 |
9,436.5 |
716.5 |
7.2% |
185.6 |
1.9% |
79% |
False |
False |
55,515 |
| 40 |
10,153.0 |
8,730.0 |
1,423.0 |
14.2% |
204.3 |
2.0% |
89% |
False |
False |
28,213 |
| 60 |
10,315.0 |
8,730.0 |
1,585.0 |
15.9% |
219.7 |
2.2% |
80% |
False |
False |
19,108 |
| 80 |
11,226.5 |
8,730.0 |
2,496.5 |
25.0% |
215.8 |
2.2% |
51% |
False |
False |
14,477 |
| 100 |
11,454.0 |
8,730.0 |
2,724.0 |
27.2% |
194.8 |
1.9% |
47% |
False |
False |
11,592 |
| 120 |
11,454.0 |
8,730.0 |
2,724.0 |
27.2% |
178.5 |
1.8% |
47% |
False |
False |
9,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,527.4 |
|
2.618 |
10,351.9 |
|
1.618 |
10,244.4 |
|
1.000 |
10,178.0 |
|
0.618 |
10,136.9 |
|
HIGH |
10,070.5 |
|
0.618 |
10,029.4 |
|
0.500 |
10,016.8 |
|
0.382 |
10,004.1 |
|
LOW |
9,963.0 |
|
0.618 |
9,896.6 |
|
1.000 |
9,855.5 |
|
1.618 |
9,789.1 |
|
2.618 |
9,681.6 |
|
4.250 |
9,506.1 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,016.8 |
9,997.4 |
| PP |
10,011.2 |
9,994.8 |
| S1 |
10,005.6 |
9,992.3 |
|