| 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 |
1,073.8 |
1,107.2 |
33.4 |
3.1% |
1,095.5 |
| High |
1,108.0 |
1,114.5 |
6.5 |
0.6% |
1,099.6 |
| Low |
1,070.1 |
1,103.3 |
33.2 |
3.1% |
1,059.5 |
| Close |
1,107.0 |
1,107.0 |
0.0 |
0.0% |
1,074.9 |
| Range |
37.9 |
11.2 |
-26.7 |
-70.4% |
40.1 |
| ATR |
18.9 |
18.3 |
-0.5 |
-2.9% |
0.0 |
| Volume |
118,007 |
91,815 |
-26,192 |
-22.2% |
322,780 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,141.8 |
1,135.8 |
1,113.3 |
|
| R3 |
1,130.8 |
1,124.5 |
1,110.0 |
|
| R2 |
1,119.5 |
1,119.5 |
1,109.0 |
|
| R1 |
1,113.3 |
1,113.3 |
1,108.0 |
1,110.8 |
| PP |
1,108.3 |
1,108.3 |
1,108.3 |
1,107.0 |
| S1 |
1,102.0 |
1,102.0 |
1,106.0 |
1,099.5 |
| S2 |
1,097.0 |
1,097.0 |
1,105.0 |
|
| S3 |
1,085.8 |
1,090.8 |
1,104.0 |
|
| S4 |
1,074.8 |
1,079.8 |
1,100.8 |
|
|
| 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 |
1,114.5 |
1,059.5 |
55.0 |
5.0% |
20.5 |
1.8% |
86% |
True |
False |
91,907 |
| 10 |
1,114.5 |
1,054.2 |
60.3 |
5.4% |
19.0 |
1.7% |
88% |
True |
False |
96,148 |
| 20 |
1,114.5 |
1,045.4 |
69.1 |
6.2% |
18.8 |
1.7% |
89% |
True |
False |
78,051 |
| 40 |
1,114.5 |
945.2 |
169.3 |
15.3% |
15.5 |
1.4% |
96% |
True |
False |
39,052 |
| 60 |
1,114.5 |
945.2 |
169.3 |
15.3% |
13.5 |
1.2% |
96% |
True |
False |
26,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,162.0 |
|
2.618 |
1,143.8 |
|
1.618 |
1,132.5 |
|
1.000 |
1,125.8 |
|
0.618 |
1,121.5 |
|
HIGH |
1,114.5 |
|
0.618 |
1,110.3 |
|
0.500 |
1,109.0 |
|
0.382 |
1,107.5 |
|
LOW |
1,103.3 |
|
0.618 |
1,096.5 |
|
1.000 |
1,092.0 |
|
1.618 |
1,085.3 |
|
2.618 |
1,074.0 |
|
4.250 |
1,055.8 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,109.0 |
1,101.8 |
| PP |
1,108.3 |
1,096.5 |
| S1 |
1,107.8 |
1,091.0 |
|