| 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 |
2,048.50 |
2,055.50 |
7.00 |
0.3% |
2,036.50 |
| High |
2,064.50 |
2,059.75 |
-4.75 |
-0.2% |
2,047.50 |
| Low |
2,046.75 |
2,047.25 |
0.50 |
0.0% |
2,012.25 |
| Close |
2,055.25 |
2,051.50 |
-3.75 |
-0.2% |
2,028.50 |
| Range |
17.75 |
12.50 |
-5.25 |
-29.6% |
35.25 |
| ATR |
25.23 |
24.32 |
-0.91 |
-3.6% |
0.00 |
| Volume |
1,627,085 |
1,736,311 |
109,226 |
6.7% |
5,855,714 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.25 |
2,083.50 |
2,058.50 |
|
| R3 |
2,077.75 |
2,071.00 |
2,055.00 |
|
| R2 |
2,065.25 |
2,065.25 |
2,053.75 |
|
| R1 |
2,058.50 |
2,058.50 |
2,052.75 |
2,055.50 |
| PP |
2,052.75 |
2,052.75 |
2,052.75 |
2,051.50 |
| S1 |
2,046.00 |
2,046.00 |
2,050.25 |
2,043.00 |
| S2 |
2,040.25 |
2,040.25 |
2,049.25 |
|
| S3 |
2,027.75 |
2,033.50 |
2,048.00 |
|
| S4 |
2,015.25 |
2,021.00 |
2,044.50 |
|
|
| 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% |
19.25 |
0.9% |
75% |
False |
False |
1,468,957 |
| 10 |
2,064.50 |
2,005.75 |
58.75 |
2.9% |
19.50 |
1.0% |
78% |
False |
False |
1,558,896 |
| 20 |
2,064.50 |
1,958.00 |
106.50 |
5.2% |
21.25 |
1.0% |
88% |
False |
False |
1,235,567 |
| 40 |
2,064.50 |
1,794.50 |
270.00 |
13.2% |
29.00 |
1.4% |
95% |
False |
False |
623,554 |
| 60 |
2,064.50 |
1,794.50 |
270.00 |
13.2% |
35.50 |
1.7% |
95% |
False |
False |
417,379 |
| 80 |
2,081.25 |
1,794.50 |
286.75 |
14.0% |
35.00 |
1.7% |
90% |
False |
False |
313,340 |
| 100 |
2,090.50 |
1,794.50 |
296.00 |
14.4% |
32.75 |
1.6% |
87% |
False |
False |
250,717 |
| 120 |
2,095.75 |
1,794.50 |
301.25 |
14.7% |
30.75 |
1.5% |
85% |
False |
False |
208,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,113.00 |
|
2.618 |
2,092.50 |
|
1.618 |
2,080.00 |
|
1.000 |
2,072.25 |
|
0.618 |
2,067.50 |
|
HIGH |
2,059.75 |
|
0.618 |
2,055.00 |
|
0.500 |
2,053.50 |
|
0.382 |
2,052.00 |
|
LOW |
2,047.25 |
|
0.618 |
2,039.50 |
|
1.000 |
2,034.75 |
|
1.618 |
2,027.00 |
|
2.618 |
2,014.50 |
|
4.250 |
1,994.00 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,053.50 |
2,048.25 |
| PP |
2,052.75 |
2,045.00 |
| S1 |
2,052.25 |
2,042.00 |
|