| 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 |
17,485.33 |
17,526.08 |
40.75 |
0.2% |
17,589.70 |
| High |
17,517.14 |
17,583.81 |
66.67 |
0.4% |
17,648.94 |
| Low |
17,399.01 |
17,493.03 |
94.02 |
0.5% |
17,399.01 |
| Close |
17,515.73 |
17,535.39 |
19.66 |
0.1% |
17,515.73 |
| Range |
118.13 |
90.78 |
-27.35 |
-23.2% |
249.93 |
| ATR |
182.32 |
175.78 |
-6.54 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,809.75 |
17,763.35 |
17,585.32 |
|
| R3 |
17,718.97 |
17,672.57 |
17,560.35 |
|
| R2 |
17,628.19 |
17,628.19 |
17,552.03 |
|
| R1 |
17,581.79 |
17,581.79 |
17,543.71 |
17,604.99 |
| PP |
17,537.41 |
17,537.41 |
17,537.41 |
17,549.01 |
| S1 |
17,491.01 |
17,491.01 |
17,527.07 |
17,514.21 |
| S2 |
17,446.63 |
17,446.63 |
17,518.75 |
|
| S3 |
17,355.85 |
17,400.23 |
17,510.43 |
|
| S4 |
17,265.07 |
17,309.45 |
17,485.46 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,271.02 |
18,143.30 |
17,653.19 |
|
| R3 |
18,021.09 |
17,893.37 |
17,584.46 |
|
| R2 |
17,771.16 |
17,771.16 |
17,561.55 |
|
| R1 |
17,643.44 |
17,643.44 |
17,538.64 |
17,582.34 |
| PP |
17,521.23 |
17,521.23 |
17,521.23 |
17,490.67 |
| S1 |
17,393.51 |
17,393.51 |
17,492.82 |
17,332.41 |
| S2 |
17,271.30 |
17,271.30 |
17,469.91 |
|
| S3 |
17,021.37 |
17,143.58 |
17,447.00 |
|
| S4 |
16,771.44 |
16,893.65 |
17,378.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,648.94 |
17,399.01 |
249.93 |
1.4% |
102.73 |
0.6% |
55% |
False |
False |
|
| 10 |
17,648.94 |
17,120.35 |
528.59 |
3.0% |
130.45 |
0.7% |
79% |
False |
False |
|
| 20 |
17,648.94 |
16,510.40 |
1,138.54 |
6.5% |
159.25 |
0.9% |
90% |
False |
False |
|
| 40 |
17,648.94 |
15,503.01 |
2,145.93 |
12.2% |
212.79 |
1.2% |
95% |
False |
False |
|
| 60 |
17,714.13 |
15,450.56 |
2,263.57 |
12.9% |
247.56 |
1.4% |
92% |
False |
False |
|
| 80 |
17,901.58 |
15,450.56 |
2,451.02 |
14.0% |
246.61 |
1.4% |
85% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.4% |
229.41 |
1.3% |
82% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.4% |
217.49 |
1.2% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,969.63 |
|
2.618 |
17,821.47 |
|
1.618 |
17,730.69 |
|
1.000 |
17,674.59 |
|
0.618 |
17,639.91 |
|
HIGH |
17,583.81 |
|
0.618 |
17,549.13 |
|
0.500 |
17,538.42 |
|
0.382 |
17,527.71 |
|
LOW |
17,493.03 |
|
0.618 |
17,436.93 |
|
1.000 |
17,402.25 |
|
1.618 |
17,346.15 |
|
2.618 |
17,255.37 |
|
4.250 |
17,107.22 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,538.42 |
17,521.56 |
| PP |
17,537.41 |
17,507.74 |
| S1 |
17,536.40 |
17,493.91 |
|