| 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 |
1,217.8 |
1,223.1 |
5.3 |
0.4% |
1,256.1 |
| High |
1,225.1 |
1,245.2 |
20.1 |
1.6% |
1,262.2 |
| Low |
1,207.7 |
1,217.0 |
9.3 |
0.8% |
1,212.6 |
| Close |
1,222.0 |
1,237.5 |
15.5 |
1.3% |
1,223.5 |
| Range |
17.4 |
28.2 |
10.8 |
62.1% |
49.6 |
| ATR |
24.4 |
24.7 |
0.3 |
1.1% |
0.0 |
| Volume |
88,834 |
199,346 |
110,512 |
124.4% |
254,424 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.8 |
1,305.9 |
1,253.0 |
|
| R3 |
1,289.6 |
1,277.7 |
1,245.3 |
|
| R2 |
1,261.4 |
1,261.4 |
1,242.7 |
|
| R1 |
1,249.5 |
1,249.5 |
1,240.1 |
1,255.5 |
| PP |
1,233.2 |
1,233.2 |
1,233.2 |
1,236.2 |
| S1 |
1,221.3 |
1,221.3 |
1,234.9 |
1,227.3 |
| S2 |
1,205.0 |
1,205.0 |
1,232.3 |
|
| S3 |
1,176.8 |
1,193.1 |
1,229.7 |
|
| S4 |
1,148.6 |
1,164.9 |
1,222.0 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,381.6 |
1,352.1 |
1,250.8 |
|
| R3 |
1,332.0 |
1,302.5 |
1,237.1 |
|
| R2 |
1,282.4 |
1,282.4 |
1,232.6 |
|
| R1 |
1,252.9 |
1,252.9 |
1,228.0 |
1,242.9 |
| PP |
1,232.8 |
1,232.8 |
1,232.8 |
1,227.7 |
| S1 |
1,203.3 |
1,203.3 |
1,219.0 |
1,193.3 |
| S2 |
1,183.2 |
1,183.2 |
1,214.4 |
|
| S3 |
1,133.6 |
1,153.7 |
1,209.9 |
|
| S4 |
1,084.0 |
1,104.1 |
1,196.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,262.2 |
1,207.7 |
54.5 |
4.4% |
22.2 |
1.8% |
55% |
False |
False |
97,153 |
| 10 |
1,273.0 |
1,207.7 |
65.3 |
5.3% |
21.2 |
1.7% |
46% |
False |
False |
63,103 |
| 20 |
1,287.8 |
1,207.7 |
80.1 |
6.5% |
23.7 |
1.9% |
37% |
False |
False |
43,954 |
| 40 |
1,287.8 |
1,116.2 |
171.6 |
13.9% |
24.4 |
2.0% |
71% |
False |
False |
25,384 |
| 60 |
1,287.8 |
1,059.0 |
228.8 |
18.5% |
21.2 |
1.7% |
78% |
False |
False |
18,684 |
| 80 |
1,287.8 |
1,047.2 |
240.6 |
19.4% |
19.3 |
1.6% |
79% |
False |
False |
14,408 |
| 100 |
1,287.8 |
1,047.2 |
240.6 |
19.4% |
18.1 |
1.5% |
79% |
False |
False |
12,128 |
| 120 |
1,287.8 |
1,047.2 |
240.6 |
19.4% |
17.3 |
1.4% |
79% |
False |
False |
10,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,365.1 |
|
2.618 |
1,319.0 |
|
1.618 |
1,290.8 |
|
1.000 |
1,273.4 |
|
0.618 |
1,262.6 |
|
HIGH |
1,245.2 |
|
0.618 |
1,234.4 |
|
0.500 |
1,231.1 |
|
0.382 |
1,227.8 |
|
LOW |
1,217.0 |
|
0.618 |
1,199.6 |
|
1.000 |
1,188.8 |
|
1.618 |
1,171.4 |
|
2.618 |
1,143.2 |
|
4.250 |
1,097.2 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,235.4 |
1,233.8 |
| PP |
1,233.2 |
1,230.1 |
| S1 |
1,231.1 |
1,226.5 |
|