| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1,074.9 |
1,073.8 |
-1.1 |
-0.1% |
1,095.5 |
| High |
1,082.1 |
1,108.0 |
25.9 |
2.4% |
1,099.6 |
| Low |
1,067.7 |
1,070.1 |
2.4 |
0.2% |
1,059.5 |
| Close |
1,074.8 |
1,107.0 |
32.2 |
3.0% |
1,074.9 |
| Range |
14.4 |
37.9 |
23.5 |
163.2% |
40.1 |
| ATR |
17.4 |
18.9 |
1.5 |
8.4% |
0.0 |
| Volume |
63,022 |
118,007 |
54,985 |
87.2% |
322,780 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,208.8 |
1,195.8 |
1,127.8 |
|
| R3 |
1,170.8 |
1,157.8 |
1,117.5 |
|
| R2 |
1,133.0 |
1,133.0 |
1,114.0 |
|
| R1 |
1,120.0 |
1,120.0 |
1,110.5 |
1,126.5 |
| PP |
1,095.0 |
1,095.0 |
1,095.0 |
1,098.3 |
| S1 |
1,082.0 |
1,082.0 |
1,103.5 |
1,088.5 |
| S2 |
1,057.3 |
1,057.3 |
1,100.0 |
|
| S3 |
1,019.3 |
1,044.3 |
1,096.5 |
|
| S4 |
981.3 |
1,006.3 |
1,086.3 |
|
|
| 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 |
1,108.0 |
1,059.5 |
48.5 |
4.4% |
20.8 |
1.9% |
98% |
True |
False |
86,929 |
| 10 |
1,108.0 |
1,054.2 |
53.8 |
4.9% |
19.8 |
1.8% |
98% |
True |
False |
102,188 |
| 20 |
1,108.0 |
1,022.7 |
85.3 |
7.7% |
19.5 |
1.8% |
99% |
True |
False |
73,482 |
| 40 |
1,108.0 |
945.2 |
162.8 |
14.7% |
15.5 |
1.4% |
99% |
True |
False |
36,757 |
| 60 |
1,108.0 |
945.2 |
162.8 |
14.7% |
13.3 |
1.2% |
99% |
True |
False |
24,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,269.0 |
|
2.618 |
1,207.3 |
|
1.618 |
1,169.3 |
|
1.000 |
1,146.0 |
|
0.618 |
1,131.5 |
|
HIGH |
1,108.0 |
|
0.618 |
1,093.5 |
|
0.500 |
1,089.0 |
|
0.382 |
1,084.5 |
|
LOW |
1,070.0 |
|
0.618 |
1,046.8 |
|
1.000 |
1,032.3 |
|
1.618 |
1,008.8 |
|
2.618 |
971.0 |
|
4.250 |
909.0 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,101.0 |
1,099.3 |
| PP |
1,095.0 |
1,091.5 |
| S1 |
1,089.0 |
1,083.8 |
|