| 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 |
11,867.5 |
11,973.5 |
106.0 |
0.9% |
11,530.0 |
| High |
11,998.0 |
12,243.0 |
245.0 |
2.0% |
11,998.0 |
| Low |
11,762.0 |
11,954.0 |
192.0 |
1.6% |
11,421.5 |
| Close |
11,919.0 |
12,188.0 |
269.0 |
2.3% |
11,919.0 |
| Range |
236.0 |
289.0 |
53.0 |
22.5% |
576.5 |
| ATR |
167.4 |
178.6 |
11.2 |
6.7% |
0.0 |
| Volume |
56,678 |
91,401 |
34,723 |
61.3% |
135,838 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,995.3 |
12,880.7 |
12,347.0 |
|
| R3 |
12,706.3 |
12,591.7 |
12,267.5 |
|
| R2 |
12,417.3 |
12,417.3 |
12,241.0 |
|
| R1 |
12,302.7 |
12,302.7 |
12,214.5 |
12,360.0 |
| PP |
12,128.3 |
12,128.3 |
12,128.3 |
12,157.0 |
| S1 |
12,013.7 |
12,013.7 |
12,161.5 |
12,071.0 |
| S2 |
11,839.3 |
11,839.3 |
12,135.0 |
|
| S3 |
11,550.3 |
11,724.7 |
12,108.5 |
|
| S4 |
11,261.3 |
11,435.7 |
12,029.1 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,509.0 |
13,290.5 |
12,236.1 |
|
| R3 |
12,932.5 |
12,714.0 |
12,077.5 |
|
| R2 |
12,356.0 |
12,356.0 |
12,024.7 |
|
| R1 |
12,137.5 |
12,137.5 |
11,971.8 |
12,246.8 |
| PP |
11,779.5 |
11,779.5 |
11,779.5 |
11,834.1 |
| S1 |
11,561.0 |
11,561.0 |
11,866.2 |
11,670.3 |
| S2 |
11,203.0 |
11,203.0 |
11,813.3 |
|
| S3 |
10,626.5 |
10,984.5 |
11,760.5 |
|
| S4 |
10,050.0 |
10,408.0 |
11,601.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,243.0 |
11,421.5 |
821.5 |
6.7% |
222.7 |
1.8% |
93% |
True |
False |
45,108 |
| 10 |
12,243.0 |
11,215.0 |
1,028.0 |
8.4% |
191.3 |
1.6% |
95% |
True |
False |
24,064 |
| 20 |
12,243.0 |
10,782.5 |
1,460.5 |
12.0% |
153.0 |
1.3% |
96% |
True |
False |
12,392 |
| 40 |
12,243.0 |
10,170.0 |
2,073.0 |
17.0% |
160.8 |
1.3% |
97% |
True |
False |
6,514 |
| 60 |
12,243.0 |
9,251.0 |
2,992.0 |
24.5% |
177.8 |
1.5% |
98% |
True |
False |
4,483 |
| 80 |
12,243.0 |
9,251.0 |
2,992.0 |
24.5% |
163.2 |
1.3% |
98% |
True |
False |
3,383 |
| 100 |
12,243.0 |
8,684.0 |
3,559.0 |
29.2% |
151.0 |
1.2% |
98% |
True |
False |
2,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,471.3 |
|
2.618 |
12,999.6 |
|
1.618 |
12,710.6 |
|
1.000 |
12,532.0 |
|
0.618 |
12,421.6 |
|
HIGH |
12,243.0 |
|
0.618 |
12,132.6 |
|
0.500 |
12,098.5 |
|
0.382 |
12,064.4 |
|
LOW |
11,954.0 |
|
0.618 |
11,775.4 |
|
1.000 |
11,665.0 |
|
1.618 |
11,486.4 |
|
2.618 |
11,197.4 |
|
4.250 |
10,725.8 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,158.2 |
12,126.2 |
| PP |
12,128.3 |
12,064.3 |
| S1 |
12,098.5 |
12,002.5 |
|