| 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 |
17,652.36 |
17,716.05 |
63.69 |
0.4% |
17,589.70 |
| High |
17,790.11 |
17,755.70 |
-34.41 |
-0.2% |
17,648.94 |
| Low |
17,652.36 |
17,669.72 |
17.36 |
0.1% |
17,399.01 |
| Close |
17,716.66 |
17,685.09 |
-31.57 |
-0.2% |
17,515.73 |
| Range |
137.75 |
85.98 |
-51.77 |
-37.6% |
249.93 |
| ATR |
176.62 |
170.14 |
-6.47 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,961.44 |
17,909.25 |
17,732.38 |
|
| R3 |
17,875.46 |
17,823.27 |
17,708.73 |
|
| R2 |
17,789.48 |
17,789.48 |
17,700.85 |
|
| R1 |
17,737.29 |
17,737.29 |
17,692.97 |
17,720.40 |
| PP |
17,703.50 |
17,703.50 |
17,703.50 |
17,695.06 |
| S1 |
17,651.31 |
17,651.31 |
17,677.21 |
17,634.42 |
| S2 |
17,617.52 |
17,617.52 |
17,669.33 |
|
| S3 |
17,531.54 |
17,565.33 |
17,661.45 |
|
| S4 |
17,445.56 |
17,479.35 |
17,637.80 |
|
|
| 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% |
128.24 |
0.7% |
73% |
False |
False |
|
| 10 |
17,790.11 |
17,297.65 |
492.46 |
2.8% |
131.64 |
0.7% |
79% |
False |
False |
|
| 20 |
17,790.11 |
16,820.73 |
969.38 |
5.5% |
147.39 |
0.8% |
89% |
False |
False |
|
| 40 |
17,790.11 |
15,503.01 |
2,287.10 |
12.9% |
201.11 |
1.1% |
95% |
False |
False |
|
| 60 |
17,790.11 |
15,450.56 |
2,339.55 |
13.2% |
242.38 |
1.4% |
96% |
False |
False |
|
| 80 |
17,866.47 |
15,450.56 |
2,415.91 |
13.7% |
242.96 |
1.4% |
92% |
False |
False |
|
| 100 |
17,929.51 |
15,450.56 |
2,478.95 |
14.0% |
228.65 |
1.3% |
90% |
False |
False |
|
| 120 |
17,977.85 |
15,450.56 |
2,527.29 |
14.3% |
215.98 |
1.2% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,121.12 |
|
2.618 |
17,980.80 |
|
1.618 |
17,894.82 |
|
1.000 |
17,841.68 |
|
0.618 |
17,808.84 |
|
HIGH |
17,755.70 |
|
0.618 |
17,722.86 |
|
0.500 |
17,712.71 |
|
0.382 |
17,702.56 |
|
LOW |
17,669.72 |
|
0.618 |
17,616.58 |
|
1.000 |
17,583.74 |
|
1.618 |
17,530.60 |
|
2.618 |
17,444.62 |
|
4.250 |
17,304.31 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,712.71 |
17,660.79 |
| PP |
17,703.50 |
17,636.49 |
| S1 |
17,694.30 |
17,612.19 |
|