| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,850.0 |
11,947.5 |
97.5 |
0.8% |
11,519.0 |
| High |
11,978.0 |
12,223.5 |
245.5 |
2.0% |
11,978.0 |
| Low |
11,742.5 |
11,933.0 |
190.5 |
1.6% |
11,403.0 |
| Close |
11,899.0 |
12,167.0 |
268.0 |
2.3% |
11,899.0 |
| Range |
235.5 |
290.5 |
55.0 |
23.4% |
575.0 |
| ATR |
176.1 |
186.7 |
10.6 |
6.0% |
0.0 |
| Volume |
175,138 |
214,845 |
39,707 |
22.7% |
671,955 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,979.3 |
12,863.7 |
12,326.8 |
|
| R3 |
12,688.8 |
12,573.2 |
12,246.9 |
|
| R2 |
12,398.3 |
12,398.3 |
12,220.3 |
|
| R1 |
12,282.7 |
12,282.7 |
12,193.6 |
12,340.5 |
| PP |
12,107.8 |
12,107.8 |
12,107.8 |
12,136.8 |
| S1 |
11,992.2 |
11,992.2 |
12,140.4 |
12,050.0 |
| S2 |
11,817.3 |
11,817.3 |
12,113.7 |
|
| S3 |
11,526.8 |
11,701.7 |
12,087.1 |
|
| S4 |
11,236.3 |
11,411.2 |
12,007.2 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,485.0 |
13,267.0 |
12,215.3 |
|
| R3 |
12,910.0 |
12,692.0 |
12,057.1 |
|
| R2 |
12,335.0 |
12,335.0 |
12,004.4 |
|
| R1 |
12,117.0 |
12,117.0 |
11,951.7 |
12,226.0 |
| PP |
11,760.0 |
11,760.0 |
11,760.0 |
11,814.5 |
| S1 |
11,542.0 |
11,542.0 |
11,846.3 |
11,651.0 |
| S2 |
11,185.0 |
11,185.0 |
11,793.6 |
|
| S3 |
10,610.0 |
10,967.0 |
11,740.9 |
|
| S4 |
10,035.0 |
10,392.0 |
11,582.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,223.5 |
11,403.0 |
820.5 |
6.7% |
224.0 |
1.8% |
93% |
True |
False |
161,044 |
| 10 |
12,223.5 |
11,194.0 |
1,029.5 |
8.5% |
194.6 |
1.6% |
95% |
True |
False |
129,085 |
| 20 |
12,223.5 |
10,765.5 |
1,458.0 |
12.0% |
160.7 |
1.3% |
96% |
True |
False |
110,572 |
| 40 |
12,223.5 |
9,944.0 |
2,279.5 |
18.7% |
177.8 |
1.5% |
98% |
True |
False |
113,193 |
| 60 |
12,223.5 |
9,227.0 |
2,996.5 |
24.6% |
198.7 |
1.6% |
98% |
True |
False |
115,591 |
| 80 |
12,223.5 |
9,145.5 |
3,078.0 |
25.3% |
182.6 |
1.5% |
98% |
True |
False |
87,671 |
| 100 |
12,223.5 |
8,573.0 |
3,650.5 |
30.0% |
179.6 |
1.5% |
98% |
True |
False |
70,253 |
| 120 |
12,223.5 |
8,367.5 |
3,856.0 |
31.7% |
178.7 |
1.5% |
99% |
True |
False |
58,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,458.1 |
|
2.618 |
12,984.0 |
|
1.618 |
12,693.5 |
|
1.000 |
12,514.0 |
|
0.618 |
12,403.0 |
|
HIGH |
12,223.5 |
|
0.618 |
12,112.5 |
|
0.500 |
12,078.3 |
|
0.382 |
12,044.0 |
|
LOW |
11,933.0 |
|
0.618 |
11,753.5 |
|
1.000 |
11,642.5 |
|
1.618 |
11,463.0 |
|
2.618 |
11,172.5 |
|
4.250 |
10,698.4 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,137.4 |
12,105.7 |
| PP |
12,107.8 |
12,044.3 |
| S1 |
12,078.3 |
11,983.0 |
|