| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
16,890 |
17,045 |
155 |
0.9% |
16,720 |
| High |
17,095 |
17,185 |
90 |
0.5% |
17,070 |
| Low |
16,885 |
16,985 |
100 |
0.6% |
16,580 |
| Close |
17,005 |
17,070 |
65 |
0.4% |
16,835 |
| Range |
210 |
200 |
-10 |
-4.8% |
490 |
| ATR |
378 |
365 |
-13 |
-3.4% |
0 |
| Volume |
6,333 |
12,470 |
6,137 |
96.9% |
42,202 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,680 |
17,575 |
17,180 |
|
| R3 |
17,480 |
17,375 |
17,125 |
|
| R2 |
17,280 |
17,280 |
17,107 |
|
| R1 |
17,175 |
17,175 |
17,088 |
17,228 |
| PP |
17,080 |
17,080 |
17,080 |
17,106 |
| S1 |
16,975 |
16,975 |
17,052 |
17,028 |
| S2 |
16,880 |
16,880 |
17,033 |
|
| S3 |
16,680 |
16,775 |
17,015 |
|
| S4 |
16,480 |
16,575 |
16,960 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,298 |
18,057 |
17,105 |
|
| R3 |
17,808 |
17,567 |
16,970 |
|
| R2 |
17,318 |
17,318 |
16,925 |
|
| R1 |
17,077 |
17,077 |
16,880 |
17,198 |
| PP |
16,828 |
16,828 |
16,828 |
16,889 |
| S1 |
16,587 |
16,587 |
16,790 |
16,708 |
| S2 |
16,338 |
16,338 |
16,745 |
|
| S3 |
15,848 |
16,097 |
16,700 |
|
| S4 |
15,358 |
15,607 |
16,566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,185 |
16,645 |
540 |
3.2% |
263 |
1.5% |
79% |
True |
False |
10,787 |
| 10 |
17,255 |
16,510 |
745 |
4.4% |
328 |
1.9% |
75% |
False |
False |
12,225 |
| 20 |
17,270 |
15,850 |
1,420 |
8.3% |
372 |
2.2% |
86% |
False |
False |
11,002 |
| 40 |
17,870 |
14,820 |
3,050 |
17.9% |
364 |
2.1% |
74% |
False |
False |
5,557 |
| 60 |
18,760 |
14,820 |
3,940 |
23.1% |
345 |
2.0% |
57% |
False |
False |
3,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,035 |
|
2.618 |
17,709 |
|
1.618 |
17,509 |
|
1.000 |
17,385 |
|
0.618 |
17,309 |
|
HIGH |
17,185 |
|
0.618 |
17,109 |
|
0.500 |
17,085 |
|
0.382 |
17,062 |
|
LOW |
16,985 |
|
0.618 |
16,862 |
|
1.000 |
16,785 |
|
1.618 |
16,662 |
|
2.618 |
16,462 |
|
4.250 |
16,135 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,085 |
17,018 |
| PP |
17,080 |
16,967 |
| S1 |
17,075 |
16,915 |
|