| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1,148.1 |
1,166.1 |
18.0 |
1.6% |
1,169.6 |
| High |
1,175.1 |
1,177.0 |
1.9 |
0.2% |
1,174.4 |
| Low |
1,144.9 |
1,158.6 |
13.7 |
1.2% |
1,146.5 |
| Close |
1,151.3 |
1,169.0 |
17.7 |
1.5% |
1,152.4 |
| Range |
30.2 |
18.4 |
-11.8 |
-39.1% |
27.9 |
| ATR |
18.9 |
19.4 |
0.5 |
2.6% |
0.0 |
| Volume |
188,480 |
157,056 |
-31,424 |
-16.7% |
745,474 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,223.4 |
1,214.6 |
1,179.1 |
|
| R3 |
1,205.0 |
1,196.2 |
1,174.1 |
|
| R2 |
1,186.6 |
1,186.6 |
1,172.4 |
|
| R1 |
1,177.8 |
1,177.8 |
1,170.7 |
1,182.2 |
| PP |
1,168.2 |
1,168.2 |
1,168.2 |
1,170.4 |
| S1 |
1,159.4 |
1,159.4 |
1,167.3 |
1,163.8 |
| S2 |
1,149.8 |
1,149.8 |
1,165.6 |
|
| S3 |
1,131.4 |
1,141.0 |
1,163.9 |
|
| S4 |
1,113.0 |
1,122.6 |
1,158.9 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,241.5 |
1,224.8 |
1,167.7 |
|
| R3 |
1,213.6 |
1,196.9 |
1,160.1 |
|
| R2 |
1,185.7 |
1,185.7 |
1,157.5 |
|
| R1 |
1,169.0 |
1,169.0 |
1,155.0 |
1,163.4 |
| PP |
1,157.8 |
1,157.8 |
1,157.8 |
1,155.0 |
| S1 |
1,141.1 |
1,141.1 |
1,149.8 |
1,135.5 |
| S2 |
1,129.9 |
1,129.9 |
1,147.3 |
|
| S3 |
1,102.0 |
1,113.2 |
1,144.7 |
|
| S4 |
1,074.1 |
1,085.3 |
1,137.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,177.0 |
1,141.6 |
35.4 |
3.0% |
18.2 |
1.6% |
77% |
True |
False |
150,218 |
| 10 |
1,200.0 |
1,141.6 |
58.4 |
5.0% |
18.9 |
1.6% |
47% |
False |
False |
158,868 |
| 20 |
1,223.0 |
1,141.6 |
81.4 |
7.0% |
17.3 |
1.5% |
34% |
False |
False |
140,753 |
| 40 |
1,308.8 |
1,141.6 |
167.2 |
14.3% |
19.6 |
1.7% |
16% |
False |
False |
132,197 |
| 60 |
1,308.8 |
1,141.6 |
167.2 |
14.3% |
20.2 |
1.7% |
16% |
False |
False |
92,234 |
| 80 |
1,308.8 |
1,141.6 |
167.2 |
14.3% |
20.7 |
1.8% |
16% |
False |
False |
70,353 |
| 100 |
1,308.8 |
1,132.1 |
176.7 |
15.1% |
20.5 |
1.7% |
21% |
False |
False |
56,957 |
| 120 |
1,308.8 |
1,132.1 |
176.7 |
15.1% |
19.1 |
1.6% |
21% |
False |
False |
47,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,255.2 |
|
2.618 |
1,225.2 |
|
1.618 |
1,206.8 |
|
1.000 |
1,195.4 |
|
0.618 |
1,188.4 |
|
HIGH |
1,177.0 |
|
0.618 |
1,170.0 |
|
0.500 |
1,167.8 |
|
0.382 |
1,165.6 |
|
LOW |
1,158.6 |
|
0.618 |
1,147.2 |
|
1.000 |
1,140.2 |
|
1.618 |
1,128.8 |
|
2.618 |
1,110.4 |
|
4.250 |
1,080.4 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,168.6 |
1,165.8 |
| PP |
1,168.2 |
1,162.5 |
| S1 |
1,167.8 |
1,159.3 |
|