| 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 |
1,244.5 |
1,228.9 |
-15.6 |
-1.3% |
1,256.9 |
| High |
1,246.8 |
1,243.5 |
-3.3 |
-0.3% |
1,262.8 |
| Low |
1,226.5 |
1,228.0 |
1.5 |
0.1% |
1,215.1 |
| Close |
1,230.1 |
1,237.0 |
6.9 |
0.6% |
1,224.9 |
| Range |
20.3 |
15.5 |
-4.8 |
-23.6% |
47.7 |
| ATR |
22.7 |
22.2 |
-0.5 |
-2.3% |
0.0 |
| Volume |
3,108 |
1,401 |
-1,707 |
-54.9% |
22,378 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,282.7 |
1,275.3 |
1,245.5 |
|
| R3 |
1,267.2 |
1,259.8 |
1,241.3 |
|
| R2 |
1,251.7 |
1,251.7 |
1,239.8 |
|
| R1 |
1,244.3 |
1,244.3 |
1,238.4 |
1,248.0 |
| PP |
1,236.2 |
1,236.2 |
1,236.2 |
1,238.0 |
| S1 |
1,228.8 |
1,228.8 |
1,235.6 |
1,232.5 |
| S2 |
1,220.7 |
1,220.7 |
1,234.2 |
|
| S3 |
1,205.2 |
1,213.3 |
1,232.7 |
|
| S4 |
1,189.7 |
1,197.8 |
1,228.5 |
|
|
| 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 |
1,246.8 |
1,212.7 |
34.1 |
2.8% |
17.4 |
1.4% |
71% |
False |
False |
3,127 |
| 10 |
1,274.0 |
1,212.7 |
61.3 |
5.0% |
18.5 |
1.5% |
40% |
False |
False |
4,118 |
| 20 |
1,286.0 |
1,212.7 |
73.3 |
5.9% |
21.7 |
1.8% |
33% |
False |
False |
3,980 |
| 40 |
1,286.0 |
1,127.9 |
158.1 |
12.8% |
22.8 |
1.8% |
69% |
False |
False |
3,201 |
| 60 |
1,286.0 |
1,074.0 |
212.0 |
17.1% |
19.3 |
1.6% |
77% |
False |
False |
2,525 |
| 80 |
1,286.0 |
1,049.4 |
236.6 |
19.1% |
17.1 |
1.4% |
79% |
False |
False |
1,999 |
| 100 |
1,286.0 |
1,049.4 |
236.6 |
19.1% |
15.1 |
1.2% |
79% |
False |
False |
1,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,309.4 |
|
2.618 |
1,284.1 |
|
1.618 |
1,268.6 |
|
1.000 |
1,259.0 |
|
0.618 |
1,253.1 |
|
HIGH |
1,243.5 |
|
0.618 |
1,237.6 |
|
0.500 |
1,235.8 |
|
0.382 |
1,233.9 |
|
LOW |
1,228.0 |
|
0.618 |
1,218.4 |
|
1.000 |
1,212.5 |
|
1.618 |
1,202.9 |
|
2.618 |
1,187.4 |
|
4.250 |
1,162.1 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,236.6 |
1,235.8 |
| PP |
1,236.2 |
1,234.6 |
| S1 |
1,235.8 |
1,233.4 |
|