| 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 |
2,929.0 |
2,947.0 |
18.0 |
0.6% |
2,970.0 |
| High |
2,948.0 |
2,988.0 |
40.0 |
1.4% |
3,012.0 |
| Low |
2,906.0 |
2,939.0 |
33.0 |
1.1% |
2,906.0 |
| Close |
2,927.0 |
2,968.0 |
41.0 |
1.4% |
2,916.0 |
| Range |
42.0 |
49.0 |
7.0 |
16.7% |
106.0 |
| ATR |
67.0 |
66.5 |
-0.4 |
-0.6% |
0.0 |
| Volume |
1,131,834 |
1,266,374 |
134,540 |
11.9% |
4,498,905 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,112.0 |
3,089.0 |
2,995.0 |
|
| R3 |
3,063.0 |
3,040.0 |
2,981.5 |
|
| R2 |
3,014.0 |
3,014.0 |
2,977.0 |
|
| R1 |
2,991.0 |
2,991.0 |
2,972.5 |
3,002.5 |
| PP |
2,965.0 |
2,965.0 |
2,965.0 |
2,970.8 |
| S1 |
2,942.0 |
2,942.0 |
2,963.5 |
2,953.5 |
| S2 |
2,916.0 |
2,916.0 |
2,959.0 |
|
| S3 |
2,867.0 |
2,893.0 |
2,954.5 |
|
| S4 |
2,818.0 |
2,844.0 |
2,941.1 |
|
|
| 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 |
3,000.0 |
2,906.0 |
94.0 |
3.2% |
50.8 |
1.7% |
66% |
False |
False |
1,104,874 |
| 10 |
3,015.0 |
2,906.0 |
109.0 |
3.7% |
54.3 |
1.8% |
57% |
False |
False |
1,236,482 |
| 20 |
3,052.0 |
2,844.0 |
208.0 |
7.0% |
60.1 |
2.0% |
60% |
False |
False |
867,669 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.4% |
65.8 |
2.2% |
82% |
False |
False |
442,822 |
| 60 |
3,118.0 |
2,594.0 |
524.0 |
17.7% |
71.0 |
2.4% |
71% |
False |
False |
297,832 |
| 80 |
3,423.0 |
2,594.0 |
829.0 |
27.9% |
67.7 |
2.3% |
45% |
False |
False |
223,541 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.5% |
59.4 |
2.0% |
44% |
False |
False |
178,876 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.5% |
52.8 |
1.8% |
44% |
False |
False |
149,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,196.3 |
|
2.618 |
3,116.3 |
|
1.618 |
3,067.3 |
|
1.000 |
3,037.0 |
|
0.618 |
3,018.3 |
|
HIGH |
2,988.0 |
|
0.618 |
2,969.3 |
|
0.500 |
2,963.5 |
|
0.382 |
2,957.7 |
|
LOW |
2,939.0 |
|
0.618 |
2,908.7 |
|
1.000 |
2,890.0 |
|
1.618 |
2,859.7 |
|
2.618 |
2,810.7 |
|
4.250 |
2,730.8 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,966.5 |
2,961.0 |
| PP |
2,965.0 |
2,954.0 |
| S1 |
2,963.5 |
2,947.0 |
|