| 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 |
17,526.08 |
17,512.58 |
-13.50 |
-0.1% |
17,589.70 |
| High |
17,583.81 |
17,642.81 |
59.00 |
0.3% |
17,648.94 |
| Low |
17,493.03 |
17,434.27 |
-58.76 |
-0.3% |
17,399.01 |
| Close |
17,535.39 |
17,633.11 |
97.72 |
0.6% |
17,515.73 |
| Range |
90.78 |
208.54 |
117.76 |
129.7% |
249.93 |
| ATR |
175.78 |
178.12 |
2.34 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,195.68 |
18,122.94 |
17,747.81 |
|
| R3 |
17,987.14 |
17,914.40 |
17,690.46 |
|
| R2 |
17,778.60 |
17,778.60 |
17,671.34 |
|
| R1 |
17,705.86 |
17,705.86 |
17,652.23 |
17,742.23 |
| PP |
17,570.06 |
17,570.06 |
17,570.06 |
17,588.25 |
| S1 |
17,497.32 |
17,497.32 |
17,613.99 |
17,533.69 |
| S2 |
17,361.52 |
17,361.52 |
17,594.88 |
|
| S3 |
17,152.98 |
17,288.78 |
17,575.76 |
|
| S4 |
16,944.44 |
17,080.24 |
17,518.41 |
|
|
| 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% |
125.70 |
0.7% |
94% |
False |
False |
|
| 10 |
17,648.94 |
17,120.35 |
528.59 |
3.0% |
139.91 |
0.8% |
97% |
False |
False |
|
| 20 |
17,648.94 |
16,545.67 |
1,103.27 |
6.3% |
158.89 |
0.9% |
99% |
False |
False |
|
| 40 |
17,648.94 |
15,503.01 |
2,145.93 |
12.2% |
208.60 |
1.2% |
99% |
False |
False |
|
| 60 |
17,648.94 |
15,450.56 |
2,198.38 |
12.5% |
248.94 |
1.4% |
99% |
False |
False |
|
| 80 |
17,901.58 |
15,450.56 |
2,451.02 |
13.9% |
247.02 |
1.4% |
89% |
False |
False |
|
| 100 |
17,977.85 |
15,450.56 |
2,527.29 |
14.3% |
229.58 |
1.3% |
86% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.3% |
216.76 |
1.2% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,529.11 |
|
2.618 |
18,188.77 |
|
1.618 |
17,980.23 |
|
1.000 |
17,851.35 |
|
0.618 |
17,771.69 |
|
HIGH |
17,642.81 |
|
0.618 |
17,563.15 |
|
0.500 |
17,538.54 |
|
0.382 |
17,513.93 |
|
LOW |
17,434.27 |
|
0.618 |
17,305.39 |
|
1.000 |
17,225.73 |
|
1.618 |
17,096.85 |
|
2.618 |
16,888.31 |
|
4.250 |
16,547.98 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,601.59 |
17,595.71 |
| PP |
17,570.06 |
17,558.31 |
| S1 |
17,538.54 |
17,520.91 |
|