| 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 |
1,219.2 |
1,224.5 |
5.3 |
0.4% |
1,256.9 |
| High |
1,225.7 |
1,246.0 |
20.3 |
1.7% |
1,262.8 |
| Low |
1,212.7 |
1,219.9 |
7.2 |
0.6% |
1,215.1 |
| Close |
1,223.4 |
1,239.0 |
15.6 |
1.3% |
1,224.9 |
| Range |
13.0 |
26.1 |
13.1 |
100.8% |
47.7 |
| ATR |
22.6 |
22.9 |
0.2 |
1.1% |
0.0 |
| Volume |
2,559 |
5,026 |
2,467 |
96.4% |
22,378 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.3 |
1,302.2 |
1,253.4 |
|
| R3 |
1,287.2 |
1,276.1 |
1,246.2 |
|
| R2 |
1,261.1 |
1,261.1 |
1,243.8 |
|
| R1 |
1,250.0 |
1,250.0 |
1,241.4 |
1,255.6 |
| PP |
1,235.0 |
1,235.0 |
1,235.0 |
1,237.7 |
| S1 |
1,223.9 |
1,223.9 |
1,236.6 |
1,229.5 |
| S2 |
1,208.9 |
1,208.9 |
1,234.2 |
|
| S3 |
1,182.8 |
1,197.8 |
1,231.8 |
|
| S4 |
1,156.7 |
1,171.7 |
1,224.6 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,377.4 |
1,348.8 |
1,251.1 |
|
| R3 |
1,329.7 |
1,301.1 |
1,238.0 |
|
| R2 |
1,282.0 |
1,282.0 |
1,233.6 |
|
| R1 |
1,253.4 |
1,253.4 |
1,229.3 |
1,243.9 |
| PP |
1,234.3 |
1,234.3 |
1,234.3 |
1,229.5 |
| S1 |
1,205.7 |
1,205.7 |
1,220.5 |
1,196.2 |
| S2 |
1,186.6 |
1,186.6 |
1,216.2 |
|
| S3 |
1,138.9 |
1,158.0 |
1,211.8 |
|
| S4 |
1,091.2 |
1,110.3 |
1,198.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,262.8 |
1,212.7 |
50.1 |
4.0% |
20.2 |
1.6% |
52% |
False |
False |
5,071 |
| 10 |
1,274.0 |
1,212.7 |
61.3 |
4.9% |
19.6 |
1.6% |
43% |
False |
False |
4,111 |
| 20 |
1,286.0 |
1,212.7 |
73.3 |
5.9% |
21.6 |
1.7% |
36% |
False |
False |
4,009 |
| 40 |
1,286.0 |
1,121.0 |
165.0 |
13.3% |
22.2 |
1.8% |
72% |
False |
False |
3,138 |
| 60 |
1,286.0 |
1,059.5 |
226.5 |
18.3% |
19.0 |
1.5% |
79% |
False |
False |
2,470 |
| 80 |
1,286.0 |
1,049.4 |
236.6 |
19.1% |
16.8 |
1.4% |
80% |
False |
False |
1,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,356.9 |
|
2.618 |
1,314.3 |
|
1.618 |
1,288.2 |
|
1.000 |
1,272.1 |
|
0.618 |
1,262.1 |
|
HIGH |
1,246.0 |
|
0.618 |
1,236.0 |
|
0.500 |
1,233.0 |
|
0.382 |
1,229.9 |
|
LOW |
1,219.9 |
|
0.618 |
1,203.8 |
|
1.000 |
1,193.8 |
|
1.618 |
1,177.7 |
|
2.618 |
1,151.6 |
|
4.250 |
1,109.0 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,237.0 |
1,235.8 |
| PP |
1,235.0 |
1,232.6 |
| S1 |
1,233.0 |
1,229.4 |
|