| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,949.0 |
2,929.0 |
-20.0 |
-0.7% |
2,970.0 |
| High |
2,953.0 |
2,948.0 |
-5.0 |
-0.2% |
3,012.0 |
| Low |
2,906.0 |
2,906.0 |
0.0 |
0.0% |
2,906.0 |
| Close |
2,916.0 |
2,927.0 |
11.0 |
0.4% |
2,916.0 |
| Range |
47.0 |
42.0 |
-5.0 |
-10.6% |
106.0 |
| ATR |
68.9 |
67.0 |
-1.9 |
-2.8% |
0.0 |
| Volume |
917,566 |
1,131,834 |
214,268 |
23.4% |
4,498,905 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,053.0 |
3,032.0 |
2,950.1 |
|
| R3 |
3,011.0 |
2,990.0 |
2,938.6 |
|
| R2 |
2,969.0 |
2,969.0 |
2,934.7 |
|
| R1 |
2,948.0 |
2,948.0 |
2,930.9 |
2,937.5 |
| PP |
2,927.0 |
2,927.0 |
2,927.0 |
2,921.8 |
| S1 |
2,906.0 |
2,906.0 |
2,923.2 |
2,895.5 |
| S2 |
2,885.0 |
2,885.0 |
2,919.3 |
|
| S3 |
2,843.0 |
2,864.0 |
2,915.5 |
|
| S4 |
2,801.0 |
2,822.0 |
2,903.9 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,262.7 |
3,195.3 |
2,974.3 |
|
| R3 |
3,156.7 |
3,089.3 |
2,945.2 |
|
| R2 |
3,050.7 |
3,050.7 |
2,935.4 |
|
| R1 |
2,983.3 |
2,983.3 |
2,925.7 |
2,964.0 |
| PP |
2,944.7 |
2,944.7 |
2,944.7 |
2,935.0 |
| S1 |
2,877.3 |
2,877.3 |
2,906.3 |
2,858.0 |
| S2 |
2,838.7 |
2,838.7 |
2,896.6 |
|
| S3 |
2,732.7 |
2,771.3 |
2,886.9 |
|
| S4 |
2,626.7 |
2,665.3 |
2,857.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,012.0 |
2,906.0 |
106.0 |
3.6% |
53.0 |
1.8% |
20% |
False |
True |
1,126,147 |
| 10 |
3,039.0 |
2,906.0 |
133.0 |
4.5% |
53.3 |
1.8% |
16% |
False |
True |
1,295,563 |
| 20 |
3,052.0 |
2,801.0 |
251.0 |
8.6% |
61.1 |
2.1% |
50% |
False |
False |
805,529 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.6% |
66.4 |
2.3% |
73% |
False |
False |
411,274 |
| 60 |
3,136.0 |
2,594.0 |
542.0 |
18.5% |
71.3 |
2.4% |
61% |
False |
False |
276,733 |
| 80 |
3,439.0 |
2,594.0 |
845.0 |
28.9% |
67.6 |
2.3% |
39% |
False |
False |
207,751 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.9% |
59.1 |
2.0% |
39% |
False |
False |
166,213 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.9% |
52.9 |
1.8% |
39% |
False |
False |
138,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,126.5 |
|
2.618 |
3,058.0 |
|
1.618 |
3,016.0 |
|
1.000 |
2,990.0 |
|
0.618 |
2,974.0 |
|
HIGH |
2,948.0 |
|
0.618 |
2,932.0 |
|
0.500 |
2,927.0 |
|
0.382 |
2,922.0 |
|
LOW |
2,906.0 |
|
0.618 |
2,880.0 |
|
1.000 |
2,864.0 |
|
1.618 |
2,838.0 |
|
2.618 |
2,796.0 |
|
4.250 |
2,727.5 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,927.0 |
2,953.0 |
| PP |
2,927.0 |
2,944.3 |
| S1 |
2,927.0 |
2,935.7 |
|