| 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 |
4,460.75 |
4,480.25 |
19.50 |
0.4% |
4,394.75 |
| High |
4,510.25 |
4,495.50 |
-14.75 |
-0.3% |
4,441.25 |
| Low |
4,456.50 |
4,462.25 |
5.75 |
0.1% |
4,365.00 |
| Close |
4,482.00 |
4,476.25 |
-5.75 |
-0.1% |
4,397.25 |
| Range |
53.75 |
33.25 |
-20.50 |
-38.1% |
76.25 |
| ATR |
66.53 |
64.15 |
-2.38 |
-3.6% |
0.00 |
| Volume |
222,490 |
190,526 |
-31,964 |
-14.4% |
767,996 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,577.75 |
4,560.25 |
4,494.50 |
|
| R3 |
4,544.50 |
4,527.00 |
4,485.50 |
|
| R2 |
4,511.25 |
4,511.25 |
4,482.25 |
|
| R1 |
4,493.75 |
4,493.75 |
4,479.25 |
4,486.00 |
| PP |
4,478.00 |
4,478.00 |
4,478.00 |
4,474.00 |
| S1 |
4,460.50 |
4,460.50 |
4,473.25 |
4,452.50 |
| S2 |
4,444.75 |
4,444.75 |
4,470.25 |
|
| S3 |
4,411.50 |
4,427.25 |
4,467.00 |
|
| S4 |
4,378.25 |
4,394.00 |
4,458.00 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,630.00 |
4,589.75 |
4,439.25 |
|
| R3 |
4,553.75 |
4,513.50 |
4,418.25 |
|
| R2 |
4,477.50 |
4,477.50 |
4,411.25 |
|
| R1 |
4,437.25 |
4,437.25 |
4,404.25 |
4,457.50 |
| PP |
4,401.25 |
4,401.25 |
4,401.25 |
4,411.25 |
| S1 |
4,361.00 |
4,361.00 |
4,390.25 |
4,381.00 |
| S2 |
4,325.00 |
4,325.00 |
4,383.25 |
|
| S3 |
4,248.75 |
4,284.75 |
4,376.25 |
|
| S4 |
4,172.50 |
4,208.50 |
4,355.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,510.25 |
4,365.00 |
145.25 |
3.2% |
51.25 |
1.1% |
77% |
False |
False |
194,455 |
| 10 |
4,510.25 |
4,359.75 |
150.50 |
3.4% |
50.50 |
1.1% |
77% |
False |
False |
205,452 |
| 20 |
4,510.25 |
4,220.25 |
290.00 |
6.5% |
55.50 |
1.2% |
88% |
False |
False |
154,218 |
| 40 |
4,510.25 |
3,856.50 |
653.75 |
14.6% |
77.50 |
1.7% |
95% |
False |
False |
77,389 |
| 60 |
4,517.50 |
3,856.50 |
661.00 |
14.8% |
93.00 |
2.1% |
94% |
False |
False |
51,656 |
| 80 |
4,710.50 |
3,856.50 |
854.00 |
19.1% |
86.00 |
1.9% |
73% |
False |
False |
38,751 |
| 100 |
4,719.75 |
3,856.50 |
863.25 |
19.3% |
76.75 |
1.7% |
72% |
False |
False |
31,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,636.75 |
|
2.618 |
4,582.50 |
|
1.618 |
4,549.25 |
|
1.000 |
4,528.75 |
|
0.618 |
4,516.00 |
|
HIGH |
4,495.50 |
|
0.618 |
4,482.75 |
|
0.500 |
4,479.00 |
|
0.382 |
4,475.00 |
|
LOW |
4,462.25 |
|
0.618 |
4,441.75 |
|
1.000 |
4,429.00 |
|
1.618 |
4,408.50 |
|
2.618 |
4,375.25 |
|
4.250 |
4,321.00 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,479.00 |
4,465.00 |
| PP |
4,478.00 |
4,453.50 |
| S1 |
4,477.00 |
4,442.00 |
|