| 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 |
17,512.58 |
17,652.36 |
139.78 |
0.8% |
17,589.70 |
| High |
17,642.81 |
17,790.11 |
147.30 |
0.8% |
17,648.94 |
| Low |
17,434.27 |
17,652.36 |
218.09 |
1.3% |
17,399.01 |
| Close |
17,633.11 |
17,716.66 |
83.55 |
0.5% |
17,515.73 |
| Range |
208.54 |
137.75 |
-70.79 |
-33.9% |
249.93 |
| ATR |
178.12 |
176.62 |
-1.51 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,132.96 |
18,062.56 |
17,792.42 |
|
| R3 |
17,995.21 |
17,924.81 |
17,754.54 |
|
| R2 |
17,857.46 |
17,857.46 |
17,741.91 |
|
| R1 |
17,787.06 |
17,787.06 |
17,729.29 |
17,822.26 |
| PP |
17,719.71 |
17,719.71 |
17,719.71 |
17,737.31 |
| S1 |
17,649.31 |
17,649.31 |
17,704.03 |
17,684.51 |
| S2 |
17,581.96 |
17,581.96 |
17,691.41 |
|
| S3 |
17,444.21 |
17,511.56 |
17,678.78 |
|
| S4 |
17,306.46 |
17,373.81 |
17,640.90 |
|
|
| 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 |
17,790.11 |
17,399.01 |
391.10 |
2.2% |
131.55 |
0.7% |
81% |
True |
False |
|
| 10 |
17,790.11 |
17,204.07 |
586.04 |
3.3% |
140.55 |
0.8% |
87% |
True |
False |
|
| 20 |
17,790.11 |
16,766.32 |
1,023.79 |
5.8% |
149.79 |
0.8% |
93% |
True |
False |
|
| 40 |
17,790.11 |
15,503.01 |
2,287.10 |
12.9% |
206.75 |
1.2% |
97% |
True |
False |
|
| 60 |
17,790.11 |
15,450.56 |
2,339.55 |
13.2% |
248.42 |
1.4% |
97% |
True |
False |
|
| 80 |
17,866.47 |
15,450.56 |
2,415.91 |
13.6% |
246.32 |
1.4% |
94% |
False |
False |
|
| 100 |
17,964.12 |
15,450.56 |
2,513.56 |
14.2% |
229.14 |
1.3% |
90% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.3% |
216.91 |
1.2% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,375.55 |
|
2.618 |
18,150.74 |
|
1.618 |
18,012.99 |
|
1.000 |
17,927.86 |
|
0.618 |
17,875.24 |
|
HIGH |
17,790.11 |
|
0.618 |
17,737.49 |
|
0.500 |
17,721.24 |
|
0.382 |
17,704.98 |
|
LOW |
17,652.36 |
|
0.618 |
17,567.23 |
|
1.000 |
17,514.61 |
|
1.618 |
17,429.48 |
|
2.618 |
17,291.73 |
|
4.250 |
17,066.92 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,721.24 |
17,681.84 |
| PP |
17,719.71 |
17,647.01 |
| S1 |
17,718.19 |
17,612.19 |
|