| 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 |
2,030.25 |
2,027.75 |
-2.50 |
-0.1% |
2,036.50 |
| High |
2,039.75 |
2,049.25 |
9.50 |
0.5% |
2,047.50 |
| Low |
2,022.00 |
2,019.25 |
-2.75 |
-0.1% |
2,012.25 |
| Close |
2,028.00 |
2,047.50 |
19.50 |
1.0% |
2,028.50 |
| Range |
17.75 |
30.00 |
12.25 |
69.0% |
35.25 |
| ATR |
25.48 |
25.80 |
0.32 |
1.3% |
0.00 |
| Volume |
907,834 |
1,549,483 |
641,649 |
70.7% |
5,855,714 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,128.75 |
2,118.00 |
2,064.00 |
|
| R3 |
2,098.75 |
2,088.00 |
2,055.75 |
|
| R2 |
2,068.75 |
2,068.75 |
2,053.00 |
|
| R1 |
2,058.00 |
2,058.00 |
2,050.25 |
2,063.50 |
| PP |
2,038.75 |
2,038.75 |
2,038.75 |
2,041.25 |
| S1 |
2,028.00 |
2,028.00 |
2,044.75 |
2,033.50 |
| S2 |
2,008.75 |
2,008.75 |
2,042.00 |
|
| S3 |
1,978.75 |
1,998.00 |
2,039.25 |
|
| S4 |
1,948.75 |
1,968.00 |
2,031.00 |
|
|
| 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 |
2,049.25 |
2,012.25 |
37.00 |
1.8% |
21.00 |
1.0% |
95% |
True |
False |
1,406,954 |
| 10 |
2,049.25 |
1,995.00 |
54.25 |
2.6% |
20.50 |
1.0% |
97% |
True |
False |
1,618,019 |
| 20 |
2,049.25 |
1,911.75 |
137.50 |
6.7% |
23.50 |
1.2% |
99% |
True |
False |
1,069,832 |
| 40 |
2,049.25 |
1,794.50 |
254.75 |
12.4% |
30.00 |
1.5% |
99% |
True |
False |
539,689 |
| 60 |
2,051.25 |
1,794.50 |
256.75 |
12.5% |
36.50 |
1.8% |
99% |
False |
False |
361,442 |
| 80 |
2,090.50 |
1,794.50 |
296.00 |
14.5% |
35.50 |
1.7% |
85% |
False |
False |
271,303 |
| 100 |
2,095.75 |
1,794.50 |
301.25 |
14.7% |
33.00 |
1.6% |
84% |
False |
False |
217,089 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.7% |
31.00 |
1.5% |
84% |
False |
False |
180,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,176.75 |
|
2.618 |
2,127.75 |
|
1.618 |
2,097.75 |
|
1.000 |
2,079.25 |
|
0.618 |
2,067.75 |
|
HIGH |
2,049.25 |
|
0.618 |
2,037.75 |
|
0.500 |
2,034.25 |
|
0.382 |
2,030.75 |
|
LOW |
2,019.25 |
|
0.618 |
2,000.75 |
|
1.000 |
1,989.25 |
|
1.618 |
1,970.75 |
|
2.618 |
1,940.75 |
|
4.250 |
1,891.75 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,043.00 |
2,042.00 |
| PP |
2,038.75 |
2,036.25 |
| S1 |
2,034.25 |
2,030.75 |
|