| 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 |
2,027.75 |
2,048.50 |
20.75 |
1.0% |
2,036.50 |
| High |
2,049.25 |
2,064.50 |
15.25 |
0.7% |
2,047.50 |
| Low |
2,019.25 |
2,046.75 |
27.50 |
1.4% |
2,012.25 |
| Close |
2,047.50 |
2,055.25 |
7.75 |
0.4% |
2,028.50 |
| Range |
30.00 |
17.75 |
-12.25 |
-40.8% |
35.25 |
| ATR |
25.80 |
25.23 |
-0.58 |
-2.2% |
0.00 |
| Volume |
1,549,483 |
1,627,085 |
77,602 |
5.0% |
5,855,714 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,108.75 |
2,099.75 |
2,065.00 |
|
| R3 |
2,091.00 |
2,082.00 |
2,060.25 |
|
| R2 |
2,073.25 |
2,073.25 |
2,058.50 |
|
| R1 |
2,064.25 |
2,064.25 |
2,057.00 |
2,068.75 |
| PP |
2,055.50 |
2,055.50 |
2,055.50 |
2,057.75 |
| S1 |
2,046.50 |
2,046.50 |
2,053.50 |
2,051.00 |
| S2 |
2,037.75 |
2,037.75 |
2,052.00 |
|
| S3 |
2,020.00 |
2,028.75 |
2,050.25 |
|
| S4 |
2,002.25 |
2,011.00 |
2,045.50 |
|
|
| 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 |
2,064.50 |
2,012.25 |
52.25 |
2.5% |
20.75 |
1.0% |
82% |
True |
False |
1,433,131 |
| 10 |
2,064.50 |
1,997.00 |
67.50 |
3.3% |
20.75 |
1.0% |
86% |
True |
False |
1,589,643 |
| 20 |
2,064.50 |
1,957.25 |
107.25 |
5.2% |
21.75 |
1.1% |
91% |
True |
False |
1,150,208 |
| 40 |
2,064.50 |
1,794.50 |
270.00 |
13.1% |
29.75 |
1.4% |
97% |
True |
False |
580,260 |
| 60 |
2,064.50 |
1,794.50 |
270.00 |
13.1% |
36.25 |
1.8% |
97% |
True |
False |
388,530 |
| 80 |
2,081.25 |
1,794.50 |
286.75 |
14.0% |
35.50 |
1.7% |
91% |
False |
False |
291,639 |
| 100 |
2,095.50 |
1,794.50 |
301.00 |
14.6% |
33.00 |
1.6% |
87% |
False |
False |
233,356 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.7% |
31.00 |
1.5% |
87% |
False |
False |
194,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,140.00 |
|
2.618 |
2,111.00 |
|
1.618 |
2,093.25 |
|
1.000 |
2,082.25 |
|
0.618 |
2,075.50 |
|
HIGH |
2,064.50 |
|
0.618 |
2,057.75 |
|
0.500 |
2,055.50 |
|
0.382 |
2,053.50 |
|
LOW |
2,046.75 |
|
0.618 |
2,035.75 |
|
1.000 |
2,029.00 |
|
1.618 |
2,018.00 |
|
2.618 |
2,000.25 |
|
4.250 |
1,971.25 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,055.50 |
2,050.75 |
| PP |
2,055.50 |
2,046.25 |
| S1 |
2,055.50 |
2,042.00 |
|