| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,071.9 |
1,074.9 |
3.0 |
0.3% |
1,095.5 |
| High |
1,075.8 |
1,082.1 |
6.3 |
0.6% |
1,099.6 |
| Low |
1,059.5 |
1,067.7 |
8.2 |
0.8% |
1,059.5 |
| Close |
1,074.9 |
1,074.8 |
-0.1 |
0.0% |
1,074.9 |
| Range |
16.3 |
14.4 |
-1.9 |
-11.7% |
40.1 |
| ATR |
17.7 |
17.4 |
-0.2 |
-1.3% |
0.0 |
| Volume |
81,298 |
63,022 |
-18,276 |
-22.5% |
322,780 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,118.0 |
1,110.8 |
1,082.8 |
|
| R3 |
1,103.8 |
1,096.5 |
1,078.8 |
|
| R2 |
1,089.3 |
1,089.3 |
1,077.5 |
|
| R1 |
1,082.0 |
1,082.0 |
1,076.0 |
1,078.5 |
| PP |
1,074.8 |
1,074.8 |
1,074.8 |
1,073.0 |
| S1 |
1,067.8 |
1,067.8 |
1,073.5 |
1,064.0 |
| S2 |
1,060.5 |
1,060.5 |
1,072.3 |
|
| S3 |
1,046.0 |
1,053.3 |
1,070.8 |
|
| S4 |
1,031.8 |
1,038.8 |
1,067.0 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.3 |
1,176.8 |
1,097.0 |
|
| R3 |
1,158.3 |
1,136.5 |
1,086.0 |
|
| R2 |
1,118.0 |
1,118.0 |
1,082.3 |
|
| R1 |
1,096.5 |
1,096.5 |
1,078.5 |
1,087.3 |
| PP |
1,078.0 |
1,078.0 |
1,078.0 |
1,073.5 |
| S1 |
1,056.5 |
1,056.5 |
1,071.3 |
1,047.3 |
| S2 |
1,038.0 |
1,038.0 |
1,067.5 |
|
| S3 |
997.8 |
1,016.3 |
1,063.8 |
|
| S4 |
957.8 |
976.3 |
1,052.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,099.6 |
1,059.5 |
40.1 |
3.7% |
15.0 |
1.4% |
38% |
False |
False |
77,160 |
| 10 |
1,099.6 |
1,054.2 |
45.4 |
4.2% |
16.8 |
1.6% |
45% |
False |
False |
106,103 |
| 20 |
1,099.6 |
1,022.4 |
77.2 |
7.2% |
18.5 |
1.7% |
68% |
False |
False |
67,590 |
| 40 |
1,099.6 |
945.2 |
154.4 |
14.4% |
14.8 |
1.4% |
84% |
False |
False |
33,807 |
| 60 |
1,106.9 |
945.2 |
161.7 |
15.0% |
12.8 |
1.2% |
80% |
False |
False |
22,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,143.3 |
|
2.618 |
1,119.8 |
|
1.618 |
1,105.5 |
|
1.000 |
1,096.5 |
|
0.618 |
1,091.0 |
|
HIGH |
1,082.0 |
|
0.618 |
1,076.5 |
|
0.500 |
1,075.0 |
|
0.382 |
1,073.3 |
|
LOW |
1,067.8 |
|
0.618 |
1,058.8 |
|
1.000 |
1,053.3 |
|
1.618 |
1,044.5 |
|
2.618 |
1,030.0 |
|
4.250 |
1,006.5 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,075.0 |
1,076.0 |
| PP |
1,074.8 |
1,075.5 |
| S1 |
1,074.8 |
1,075.3 |
|