| 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 |
1,243.0 |
1,227.0 |
-16.0 |
-1.3% |
1,256.1 |
| High |
1,246.8 |
1,242.3 |
-4.5 |
-0.4% |
1,262.2 |
| Low |
1,224.9 |
1,225.1 |
0.2 |
0.0% |
1,212.6 |
| Close |
1,228.6 |
1,235.6 |
7.0 |
0.6% |
1,223.5 |
| Range |
21.9 |
17.2 |
-4.7 |
-21.5% |
49.6 |
| ATR |
24.5 |
23.9 |
-0.5 |
-2.1% |
0.0 |
| Volume |
183,333 |
120,318 |
-63,015 |
-34.4% |
254,424 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.9 |
1,278.0 |
1,245.1 |
|
| R3 |
1,268.7 |
1,260.8 |
1,240.3 |
|
| R2 |
1,251.5 |
1,251.5 |
1,238.8 |
|
| R1 |
1,243.6 |
1,243.6 |
1,237.2 |
1,247.6 |
| PP |
1,234.3 |
1,234.3 |
1,234.3 |
1,236.3 |
| S1 |
1,226.4 |
1,226.4 |
1,234.0 |
1,230.4 |
| S2 |
1,217.1 |
1,217.1 |
1,232.4 |
|
| S3 |
1,199.9 |
1,209.2 |
1,230.9 |
|
| S4 |
1,182.7 |
1,192.0 |
1,226.1 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,381.6 |
1,352.1 |
1,250.8 |
|
| R3 |
1,332.0 |
1,302.5 |
1,237.1 |
|
| R2 |
1,282.4 |
1,282.4 |
1,232.6 |
|
| R1 |
1,252.9 |
1,252.9 |
1,228.0 |
1,242.9 |
| PP |
1,232.8 |
1,232.8 |
1,232.8 |
1,227.7 |
| S1 |
1,203.3 |
1,203.3 |
1,219.0 |
1,193.3 |
| S2 |
1,183.2 |
1,183.2 |
1,214.4 |
|
| S3 |
1,133.6 |
1,153.7 |
1,209.9 |
|
| S4 |
1,084.0 |
1,104.1 |
1,196.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,246.8 |
1,207.7 |
39.1 |
3.2% |
19.5 |
1.6% |
71% |
False |
False |
130,867 |
| 10 |
1,273.0 |
1,207.7 |
65.3 |
5.3% |
20.1 |
1.6% |
43% |
False |
False |
89,068 |
| 20 |
1,287.8 |
1,207.7 |
80.1 |
6.5% |
23.6 |
1.9% |
35% |
False |
False |
57,985 |
| 40 |
1,287.8 |
1,125.9 |
161.9 |
13.1% |
24.8 |
2.0% |
68% |
False |
False |
32,835 |
| 60 |
1,287.8 |
1,071.8 |
216.0 |
17.5% |
21.4 |
1.7% |
76% |
False |
False |
23,650 |
| 80 |
1,287.8 |
1,048.3 |
239.5 |
19.4% |
19.4 |
1.6% |
78% |
False |
False |
18,171 |
| 100 |
1,287.8 |
1,047.2 |
240.6 |
19.5% |
18.1 |
1.5% |
78% |
False |
False |
15,129 |
| 120 |
1,287.8 |
1,047.2 |
240.6 |
19.5% |
17.4 |
1.4% |
78% |
False |
False |
12,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,315.4 |
|
2.618 |
1,287.3 |
|
1.618 |
1,270.1 |
|
1.000 |
1,259.5 |
|
0.618 |
1,252.9 |
|
HIGH |
1,242.3 |
|
0.618 |
1,235.7 |
|
0.500 |
1,233.7 |
|
0.382 |
1,231.7 |
|
LOW |
1,225.1 |
|
0.618 |
1,214.5 |
|
1.000 |
1,207.9 |
|
1.618 |
1,197.3 |
|
2.618 |
1,180.1 |
|
4.250 |
1,152.0 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,235.0 |
1,234.4 |
| PP |
1,234.3 |
1,233.1 |
| S1 |
1,233.7 |
1,231.9 |
|