| 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 |
1,221.5 |
1,241.4 |
19.9 |
1.6% |
1,255.2 |
| High |
1,243.4 |
1,245.0 |
1.6 |
0.1% |
1,260.9 |
| Low |
1,215.3 |
1,223.4 |
8.1 |
0.7% |
1,211.2 |
| Close |
1,235.8 |
1,226.9 |
-8.9 |
-0.7% |
1,221.6 |
| Range |
28.1 |
21.6 |
-6.5 |
-23.1% |
49.7 |
| ATR |
25.0 |
24.7 |
-0.2 |
-1.0% |
0.0 |
| Volume |
189,732 |
48,248 |
-141,484 |
-74.6% |
808,223 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.6 |
1,283.3 |
1,238.8 |
|
| R3 |
1,275.0 |
1,261.7 |
1,232.8 |
|
| R2 |
1,253.4 |
1,253.4 |
1,230.9 |
|
| R1 |
1,240.1 |
1,240.1 |
1,228.9 |
1,236.0 |
| PP |
1,231.8 |
1,231.8 |
1,231.8 |
1,229.7 |
| S1 |
1,218.5 |
1,218.5 |
1,224.9 |
1,214.4 |
| S2 |
1,210.2 |
1,210.2 |
1,222.9 |
|
| S3 |
1,188.6 |
1,196.9 |
1,221.0 |
|
| S4 |
1,167.0 |
1,175.3 |
1,215.0 |
|
|
| 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 |
1,249.8 |
1,206.0 |
43.8 |
3.6% |
22.9 |
1.9% |
48% |
False |
False |
163,305 |
| 10 |
1,271.9 |
1,206.0 |
65.9 |
5.4% |
22.2 |
1.8% |
32% |
False |
False |
175,889 |
| 20 |
1,287.8 |
1,206.0 |
81.8 |
6.7% |
24.0 |
2.0% |
26% |
False |
False |
205,242 |
| 40 |
1,287.8 |
1,122.6 |
165.2 |
13.5% |
25.1 |
2.0% |
63% |
False |
False |
207,371 |
| 60 |
1,287.8 |
1,061.9 |
225.9 |
18.4% |
22.0 |
1.8% |
73% |
False |
False |
155,678 |
| 80 |
1,287.8 |
1,046.6 |
241.2 |
19.7% |
20.0 |
1.6% |
75% |
False |
False |
117,819 |
| 100 |
1,287.8 |
1,046.6 |
241.2 |
19.7% |
18.7 |
1.5% |
75% |
False |
False |
95,266 |
| 120 |
1,287.8 |
1,046.6 |
241.2 |
19.7% |
17.9 |
1.5% |
75% |
False |
False |
79,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,336.8 |
|
2.618 |
1,301.5 |
|
1.618 |
1,279.9 |
|
1.000 |
1,266.6 |
|
0.618 |
1,258.3 |
|
HIGH |
1,245.0 |
|
0.618 |
1,236.7 |
|
0.500 |
1,234.2 |
|
0.382 |
1,231.7 |
|
LOW |
1,223.4 |
|
0.618 |
1,210.1 |
|
1.000 |
1,201.8 |
|
1.618 |
1,188.5 |
|
2.618 |
1,166.9 |
|
4.250 |
1,131.6 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,234.2 |
1,226.4 |
| PP |
1,231.8 |
1,226.0 |
| S1 |
1,229.3 |
1,225.5 |
|