| 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 |
2,947.0 |
2,958.0 |
11.0 |
0.4% |
2,970.0 |
| High |
2,988.0 |
2,958.0 |
-30.0 |
-1.0% |
3,012.0 |
| Low |
2,939.0 |
2,921.0 |
-18.0 |
-0.6% |
2,906.0 |
| Close |
2,968.0 |
2,931.0 |
-37.0 |
-1.2% |
2,916.0 |
| Range |
49.0 |
37.0 |
-12.0 |
-24.5% |
106.0 |
| ATR |
66.5 |
65.1 |
-1.4 |
-2.1% |
0.0 |
| Volume |
1,266,374 |
1,838,138 |
571,764 |
45.1% |
4,498,905 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,047.7 |
3,026.3 |
2,951.4 |
|
| R3 |
3,010.7 |
2,989.3 |
2,941.2 |
|
| R2 |
2,973.7 |
2,973.7 |
2,937.8 |
|
| R1 |
2,952.3 |
2,952.3 |
2,934.4 |
2,944.5 |
| PP |
2,936.7 |
2,936.7 |
2,936.7 |
2,932.8 |
| S1 |
2,915.3 |
2,915.3 |
2,927.6 |
2,907.5 |
| S2 |
2,899.7 |
2,899.7 |
2,924.2 |
|
| S3 |
2,862.7 |
2,878.3 |
2,920.8 |
|
| S4 |
2,825.7 |
2,841.3 |
2,910.7 |
|
|
| 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% |
45.6 |
1.6% |
27% |
False |
False |
1,252,689 |
| 10 |
3,015.0 |
2,906.0 |
109.0 |
3.7% |
55.0 |
1.9% |
23% |
False |
False |
1,255,897 |
| 20 |
3,052.0 |
2,857.0 |
195.0 |
6.7% |
57.3 |
2.0% |
38% |
False |
False |
957,983 |
| 40 |
3,052.0 |
2,594.0 |
458.0 |
15.6% |
64.3 |
2.2% |
74% |
False |
False |
488,611 |
| 60 |
3,080.0 |
2,594.0 |
486.0 |
16.6% |
70.6 |
2.4% |
69% |
False |
False |
328,453 |
| 80 |
3,423.0 |
2,594.0 |
829.0 |
28.3% |
67.5 |
2.3% |
41% |
False |
False |
246,477 |
| 100 |
3,439.0 |
2,594.0 |
845.0 |
28.8% |
59.4 |
2.0% |
40% |
False |
False |
197,257 |
| 120 |
3,439.0 |
2,594.0 |
845.0 |
28.8% |
52.8 |
1.8% |
40% |
False |
False |
164,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,115.3 |
|
2.618 |
3,054.9 |
|
1.618 |
3,017.9 |
|
1.000 |
2,995.0 |
|
0.618 |
2,980.9 |
|
HIGH |
2,958.0 |
|
0.618 |
2,943.9 |
|
0.500 |
2,939.5 |
|
0.382 |
2,935.1 |
|
LOW |
2,921.0 |
|
0.618 |
2,898.1 |
|
1.000 |
2,884.0 |
|
1.618 |
2,861.1 |
|
2.618 |
2,824.1 |
|
4.250 |
2,763.8 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,939.5 |
2,947.0 |
| PP |
2,936.7 |
2,941.7 |
| S1 |
2,933.8 |
2,936.3 |
|