| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,028.00 |
2,030.25 |
2.25 |
0.1% |
2,036.50 |
| High |
2,030.25 |
2,039.75 |
9.50 |
0.5% |
2,047.50 |
| Low |
2,012.25 |
2,022.00 |
9.75 |
0.5% |
2,012.25 |
| Close |
2,028.50 |
2,028.00 |
-0.50 |
0.0% |
2,028.50 |
| Range |
18.00 |
17.75 |
-0.25 |
-1.4% |
35.25 |
| ATR |
26.07 |
25.48 |
-0.59 |
-2.3% |
0.00 |
| Volume |
1,524,072 |
907,834 |
-616,238 |
-40.4% |
5,855,714 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,083.25 |
2,073.25 |
2,037.75 |
|
| R3 |
2,065.50 |
2,055.50 |
2,033.00 |
|
| R2 |
2,047.75 |
2,047.75 |
2,031.25 |
|
| R1 |
2,037.75 |
2,037.75 |
2,029.75 |
2,034.00 |
| PP |
2,030.00 |
2,030.00 |
2,030.00 |
2,028.00 |
| S1 |
2,020.00 |
2,020.00 |
2,026.25 |
2,016.00 |
| S2 |
2,012.25 |
2,012.25 |
2,024.75 |
|
| S3 |
1,994.50 |
2,002.25 |
2,023.00 |
|
| S4 |
1,976.75 |
1,984.50 |
2,018.25 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.25 |
2,117.00 |
2,048.00 |
|
| R3 |
2,100.00 |
2,081.75 |
2,038.25 |
|
| R2 |
2,064.75 |
2,064.75 |
2,035.00 |
|
| R1 |
2,046.50 |
2,046.50 |
2,031.75 |
2,038.00 |
| PP |
2,029.50 |
2,029.50 |
2,029.50 |
2,025.00 |
| S1 |
2,011.25 |
2,011.25 |
2,025.25 |
2,002.75 |
| S2 |
1,994.25 |
1,994.25 |
2,022.00 |
|
| S3 |
1,959.00 |
1,976.00 |
2,018.75 |
|
| S4 |
1,923.75 |
1,940.75 |
2,009.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,047.50 |
2,012.25 |
35.25 |
1.7% |
17.50 |
0.9% |
45% |
False |
False |
1,352,709 |
| 10 |
2,047.50 |
1,995.00 |
52.50 |
2.6% |
18.75 |
0.9% |
63% |
False |
False |
1,628,248 |
| 20 |
2,047.50 |
1,911.75 |
135.75 |
6.7% |
23.50 |
1.2% |
86% |
False |
False |
993,114 |
| 40 |
2,047.50 |
1,794.50 |
253.00 |
12.5% |
30.50 |
1.5% |
92% |
False |
False |
501,126 |
| 60 |
2,068.00 |
1,794.50 |
273.50 |
13.5% |
36.25 |
1.8% |
85% |
False |
False |
335,629 |
| 80 |
2,090.50 |
1,794.50 |
296.00 |
14.6% |
35.50 |
1.7% |
79% |
False |
False |
251,936 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
14.9% |
33.00 |
1.6% |
78% |
False |
False |
201,606 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.9% |
31.00 |
1.5% |
78% |
False |
False |
168,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,115.25 |
|
2.618 |
2,086.25 |
|
1.618 |
2,068.50 |
|
1.000 |
2,057.50 |
|
0.618 |
2,050.75 |
|
HIGH |
2,039.75 |
|
0.618 |
2,033.00 |
|
0.500 |
2,031.00 |
|
0.382 |
2,028.75 |
|
LOW |
2,022.00 |
|
0.618 |
2,011.00 |
|
1.000 |
2,004.25 |
|
1.618 |
1,993.25 |
|
2.618 |
1,975.50 |
|
4.250 |
1,946.50 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,031.00 |
2,028.75 |
| PP |
2,030.00 |
2,028.50 |
| S1 |
2,029.00 |
2,028.25 |
|