| 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 |
1,241.4 |
1,225.6 |
-15.8 |
-1.3% |
1,255.2 |
| High |
1,245.0 |
1,239.6 |
-5.4 |
-0.4% |
1,260.9 |
| Low |
1,223.4 |
1,224.5 |
1.1 |
0.1% |
1,211.2 |
| Close |
1,226.9 |
1,234.2 |
7.3 |
0.6% |
1,221.6 |
| Range |
21.6 |
15.1 |
-6.5 |
-30.1% |
49.7 |
| ATR |
24.7 |
24.0 |
-0.7 |
-2.8% |
0.0 |
| Volume |
48,248 |
3,377 |
-44,871 |
-93.0% |
808,223 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,278.1 |
1,271.2 |
1,242.5 |
|
| R3 |
1,263.0 |
1,256.1 |
1,238.4 |
|
| R2 |
1,247.9 |
1,247.9 |
1,237.0 |
|
| R1 |
1,241.0 |
1,241.0 |
1,235.6 |
1,244.5 |
| PP |
1,232.8 |
1,232.8 |
1,232.8 |
1,234.5 |
| S1 |
1,225.9 |
1,225.9 |
1,232.8 |
1,229.4 |
| S2 |
1,217.7 |
1,217.7 |
1,231.4 |
|
| S3 |
1,202.6 |
1,210.8 |
1,230.0 |
|
| S4 |
1,187.5 |
1,195.7 |
1,225.9 |
|
|
| 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 |
1,245.0 |
1,206.0 |
39.0 |
3.2% |
19.0 |
1.5% |
72% |
False |
False |
110,748 |
| 10 |
1,271.9 |
1,206.0 |
65.9 |
5.3% |
19.9 |
1.6% |
43% |
False |
False |
155,845 |
| 20 |
1,287.8 |
1,206.0 |
81.8 |
6.6% |
23.8 |
1.9% |
34% |
False |
False |
196,272 |
| 40 |
1,287.8 |
1,124.8 |
163.0 |
13.2% |
25.2 |
2.0% |
67% |
False |
False |
204,513 |
| 60 |
1,287.8 |
1,071.3 |
216.5 |
17.5% |
21.9 |
1.8% |
75% |
False |
False |
155,636 |
| 80 |
1,287.8 |
1,047.4 |
240.4 |
19.5% |
20.0 |
1.6% |
78% |
False |
False |
117,794 |
| 100 |
1,287.8 |
1,046.6 |
241.2 |
19.5% |
18.7 |
1.5% |
78% |
False |
False |
95,267 |
| 120 |
1,287.8 |
1,046.6 |
241.2 |
19.5% |
17.9 |
1.5% |
78% |
False |
False |
79,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,303.8 |
|
2.618 |
1,279.1 |
|
1.618 |
1,264.0 |
|
1.000 |
1,254.7 |
|
0.618 |
1,248.9 |
|
HIGH |
1,239.6 |
|
0.618 |
1,233.8 |
|
0.500 |
1,232.1 |
|
0.382 |
1,230.3 |
|
LOW |
1,224.5 |
|
0.618 |
1,215.2 |
|
1.000 |
1,209.4 |
|
1.618 |
1,200.1 |
|
2.618 |
1,185.0 |
|
4.250 |
1,160.3 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,233.5 |
1,232.9 |
| PP |
1,232.8 |
1,231.5 |
| S1 |
1,232.1 |
1,230.2 |
|