| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2,941.0 |
2,922.0 |
-19.0 |
-0.6% |
2,957.0 |
| High |
2,941.0 |
2,935.0 |
-6.0 |
-0.2% |
3,000.0 |
| Low |
2,897.0 |
2,896.0 |
-1.0 |
0.0% |
2,897.0 |
| Close |
2,905.0 |
2,916.0 |
11.0 |
0.4% |
2,905.0 |
| Range |
44.0 |
39.0 |
-5.0 |
-11.4% |
103.0 |
| ATR |
53.6 |
52.6 |
-1.0 |
-1.9% |
0.0 |
| Volume |
88 |
5,101 |
5,013 |
5,696.6% |
50,252 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,032.7 |
3,013.3 |
2,937.5 |
|
| R3 |
2,993.7 |
2,974.3 |
2,926.7 |
|
| R2 |
2,954.7 |
2,954.7 |
2,923.2 |
|
| R1 |
2,935.3 |
2,935.3 |
2,919.6 |
2,925.5 |
| PP |
2,915.7 |
2,915.7 |
2,915.7 |
2,910.8 |
| S1 |
2,896.3 |
2,896.3 |
2,912.4 |
2,886.5 |
| S2 |
2,876.7 |
2,876.7 |
2,908.9 |
|
| S3 |
2,837.7 |
2,857.3 |
2,905.3 |
|
| S4 |
2,798.7 |
2,818.3 |
2,894.6 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,243.0 |
3,177.0 |
2,961.7 |
|
| R3 |
3,140.0 |
3,074.0 |
2,933.3 |
|
| R2 |
3,037.0 |
3,037.0 |
2,923.9 |
|
| R1 |
2,971.0 |
2,971.0 |
2,914.4 |
2,952.5 |
| PP |
2,934.0 |
2,934.0 |
2,934.0 |
2,924.8 |
| S1 |
2,868.0 |
2,868.0 |
2,895.6 |
2,849.5 |
| S2 |
2,831.0 |
2,831.0 |
2,886.1 |
|
| S3 |
2,728.0 |
2,765.0 |
2,876.7 |
|
| S4 |
2,625.0 |
2,662.0 |
2,848.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,000.0 |
2,896.0 |
104.0 |
3.6% |
47.8 |
1.6% |
19% |
False |
True |
11,070 |
| 10 |
3,020.0 |
2,896.0 |
124.0 |
4.3% |
38.3 |
1.3% |
16% |
False |
True |
19,050 |
| 20 |
3,034.0 |
2,800.0 |
234.0 |
8.0% |
40.0 |
1.4% |
50% |
False |
False |
15,063 |
| 40 |
3,034.0 |
2,603.0 |
431.0 |
14.8% |
31.5 |
1.1% |
73% |
False |
False |
7,682 |
| 60 |
3,081.0 |
2,603.0 |
478.0 |
16.4% |
31.5 |
1.1% |
65% |
False |
False |
5,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,100.8 |
|
2.618 |
3,037.1 |
|
1.618 |
2,998.1 |
|
1.000 |
2,974.0 |
|
0.618 |
2,959.1 |
|
HIGH |
2,935.0 |
|
0.618 |
2,920.1 |
|
0.500 |
2,915.5 |
|
0.382 |
2,910.9 |
|
LOW |
2,896.0 |
|
0.618 |
2,871.9 |
|
1.000 |
2,857.0 |
|
1.618 |
2,832.9 |
|
2.618 |
2,793.9 |
|
4.250 |
2,730.3 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,915.8 |
2,941.5 |
| PP |
2,915.7 |
2,933.0 |
| S1 |
2,915.5 |
2,924.5 |
|