| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,947.5 |
12,152.5 |
205.0 |
1.7% |
11,519.0 |
| High |
12,223.5 |
12,198.0 |
-25.5 |
-0.2% |
11,978.0 |
| Low |
11,933.0 |
11,928.5 |
-4.5 |
0.0% |
11,403.0 |
| Close |
12,167.0 |
11,986.0 |
-181.0 |
-1.5% |
11,899.0 |
| Range |
290.5 |
269.5 |
-21.0 |
-7.2% |
575.0 |
| ATR |
186.7 |
192.6 |
5.9 |
3.2% |
0.0 |
| Volume |
214,845 |
213,055 |
-1,790 |
-0.8% |
671,955 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,846.0 |
12,685.5 |
12,134.2 |
|
| R3 |
12,576.5 |
12,416.0 |
12,060.1 |
|
| R2 |
12,307.0 |
12,307.0 |
12,035.4 |
|
| R1 |
12,146.5 |
12,146.5 |
12,010.7 |
12,092.0 |
| PP |
12,037.5 |
12,037.5 |
12,037.5 |
12,010.3 |
| S1 |
11,877.0 |
11,877.0 |
11,961.3 |
11,822.5 |
| S2 |
11,768.0 |
11,768.0 |
11,936.6 |
|
| S3 |
11,498.5 |
11,607.5 |
11,911.9 |
|
| S4 |
11,229.0 |
11,338.0 |
11,837.8 |
|
|
| 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 |
11,531.0 |
692.5 |
5.8% |
242.9 |
2.0% |
66% |
False |
False |
175,289 |
| 10 |
12,223.5 |
11,194.0 |
1,029.5 |
8.6% |
199.9 |
1.7% |
77% |
False |
False |
137,961 |
| 20 |
12,223.5 |
10,872.5 |
1,351.0 |
11.3% |
165.0 |
1.4% |
82% |
False |
False |
117,536 |
| 40 |
12,223.5 |
10,153.0 |
2,070.5 |
17.3% |
175.2 |
1.5% |
89% |
False |
False |
116,548 |
| 60 |
12,223.5 |
9,227.0 |
2,996.5 |
25.0% |
198.9 |
1.7% |
92% |
False |
False |
118,636 |
| 80 |
12,223.5 |
9,145.5 |
3,078.0 |
25.7% |
184.9 |
1.5% |
92% |
False |
False |
90,320 |
| 100 |
12,223.5 |
8,667.5 |
3,556.0 |
29.7% |
179.5 |
1.5% |
93% |
False |
False |
72,379 |
| 120 |
12,223.5 |
8,367.5 |
3,856.0 |
32.2% |
180.0 |
1.5% |
94% |
False |
False |
60,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,343.4 |
|
2.618 |
12,903.6 |
|
1.618 |
12,634.1 |
|
1.000 |
12,467.5 |
|
0.618 |
12,364.6 |
|
HIGH |
12,198.0 |
|
0.618 |
12,095.1 |
|
0.500 |
12,063.3 |
|
0.382 |
12,031.4 |
|
LOW |
11,928.5 |
|
0.618 |
11,761.9 |
|
1.000 |
11,659.0 |
|
1.618 |
11,492.4 |
|
2.618 |
11,222.9 |
|
4.250 |
10,783.1 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,063.3 |
11,985.0 |
| PP |
12,037.5 |
11,984.0 |
| S1 |
12,011.8 |
11,983.0 |
|