| 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 |
1,216.0 |
1,221.5 |
5.5 |
0.5% |
1,255.2 |
| High |
1,223.2 |
1,243.4 |
20.2 |
1.7% |
1,260.9 |
| Low |
1,206.0 |
1,215.3 |
9.3 |
0.8% |
1,211.2 |
| Close |
1,220.1 |
1,235.8 |
15.7 |
1.3% |
1,221.6 |
| Range |
17.2 |
28.1 |
10.9 |
63.4% |
49.7 |
| ATR |
24.7 |
25.0 |
0.2 |
1.0% |
0.0 |
| Volume |
142,683 |
189,732 |
47,049 |
33.0% |
808,223 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,315.8 |
1,303.9 |
1,251.3 |
|
| R3 |
1,287.7 |
1,275.8 |
1,243.5 |
|
| R2 |
1,259.6 |
1,259.6 |
1,241.0 |
|
| R1 |
1,247.7 |
1,247.7 |
1,238.4 |
1,253.7 |
| PP |
1,231.5 |
1,231.5 |
1,231.5 |
1,234.5 |
| S1 |
1,219.6 |
1,219.6 |
1,233.2 |
1,225.6 |
| S2 |
1,203.4 |
1,203.4 |
1,230.6 |
|
| S3 |
1,175.3 |
1,191.5 |
1,228.1 |
|
| S4 |
1,147.2 |
1,163.4 |
1,220.3 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,380.3 |
1,350.7 |
1,248.9 |
|
| R3 |
1,330.6 |
1,301.0 |
1,235.3 |
|
| R2 |
1,280.9 |
1,280.9 |
1,230.7 |
|
| R1 |
1,251.3 |
1,251.3 |
1,226.2 |
1,241.3 |
| PP |
1,231.2 |
1,231.2 |
1,231.2 |
1,226.2 |
| S1 |
1,201.6 |
1,201.6 |
1,217.0 |
1,191.6 |
| S2 |
1,181.5 |
1,181.5 |
1,212.5 |
|
| S3 |
1,131.8 |
1,151.9 |
1,207.9 |
|
| S4 |
1,082.1 |
1,102.2 |
1,194.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,260.9 |
1,206.0 |
54.9 |
4.4% |
22.2 |
1.8% |
54% |
False |
False |
192,802 |
| 10 |
1,271.9 |
1,206.0 |
65.9 |
5.3% |
21.3 |
1.7% |
45% |
False |
False |
189,597 |
| 20 |
1,287.8 |
1,206.0 |
81.8 |
6.6% |
24.0 |
1.9% |
36% |
False |
False |
214,110 |
| 40 |
1,287.8 |
1,115.3 |
172.5 |
14.0% |
24.9 |
2.0% |
70% |
False |
False |
209,128 |
| 60 |
1,287.8 |
1,058.1 |
229.7 |
18.6% |
21.8 |
1.8% |
77% |
False |
False |
154,979 |
| 80 |
1,287.8 |
1,046.6 |
241.2 |
19.5% |
20.0 |
1.6% |
78% |
False |
False |
117,251 |
| 100 |
1,287.8 |
1,046.6 |
241.2 |
19.5% |
18.7 |
1.5% |
78% |
False |
False |
94,806 |
| 120 |
1,287.8 |
1,046.6 |
241.2 |
19.5% |
17.8 |
1.4% |
78% |
False |
False |
79,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,362.8 |
|
2.618 |
1,317.0 |
|
1.618 |
1,288.9 |
|
1.000 |
1,271.5 |
|
0.618 |
1,260.8 |
|
HIGH |
1,243.4 |
|
0.618 |
1,232.7 |
|
0.500 |
1,229.4 |
|
0.382 |
1,226.0 |
|
LOW |
1,215.3 |
|
0.618 |
1,197.9 |
|
1.000 |
1,187.2 |
|
1.618 |
1,169.8 |
|
2.618 |
1,141.7 |
|
4.250 |
1,095.9 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,233.7 |
1,232.1 |
| PP |
1,231.5 |
1,228.4 |
| S1 |
1,229.4 |
1,224.7 |
|