| 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 |
11,973.5 |
12,175.0 |
201.5 |
1.7% |
11,530.0 |
| High |
12,243.0 |
12,217.5 |
-25.5 |
-0.2% |
11,998.0 |
| Low |
11,954.0 |
11,949.5 |
-4.5 |
0.0% |
11,421.5 |
| Close |
12,188.0 |
12,009.0 |
-179.0 |
-1.5% |
11,919.0 |
| Range |
289.0 |
268.0 |
-21.0 |
-7.3% |
576.5 |
| ATR |
178.6 |
185.0 |
6.4 |
3.6% |
0.0 |
| Volume |
91,401 |
116,954 |
25,553 |
28.0% |
135,838 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,862.7 |
12,703.8 |
12,156.4 |
|
| R3 |
12,594.7 |
12,435.8 |
12,082.7 |
|
| R2 |
12,326.7 |
12,326.7 |
12,058.1 |
|
| R1 |
12,167.8 |
12,167.8 |
12,033.6 |
12,113.3 |
| PP |
12,058.7 |
12,058.7 |
12,058.7 |
12,031.4 |
| S1 |
11,899.8 |
11,899.8 |
11,984.4 |
11,845.3 |
| S2 |
11,790.7 |
11,790.7 |
11,959.9 |
|
| S3 |
11,522.7 |
11,631.8 |
11,935.3 |
|
| S4 |
11,254.7 |
11,363.8 |
11,861.6 |
|
|
| 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 |
11,548.5 |
694.5 |
5.8% |
242.2 |
2.0% |
66% |
False |
False |
66,906 |
| 10 |
12,243.0 |
11,215.0 |
1,028.0 |
8.6% |
197.1 |
1.6% |
77% |
False |
False |
35,255 |
| 20 |
12,243.0 |
10,888.0 |
1,355.0 |
11.3% |
157.8 |
1.3% |
83% |
False |
False |
18,226 |
| 40 |
12,243.0 |
10,170.0 |
2,073.0 |
17.3% |
165.2 |
1.4% |
89% |
False |
False |
9,431 |
| 60 |
12,243.0 |
9,418.5 |
2,824.5 |
23.5% |
176.4 |
1.5% |
92% |
False |
False |
6,428 |
| 80 |
12,243.0 |
9,251.0 |
2,992.0 |
24.9% |
164.9 |
1.4% |
92% |
False |
False |
4,844 |
| 100 |
12,243.0 |
8,885.0 |
3,358.0 |
28.0% |
151.0 |
1.3% |
93% |
False |
False |
3,884 |
| 120 |
12,243.0 |
8,419.0 |
3,824.0 |
31.8% |
149.6 |
1.2% |
94% |
False |
False |
3,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,356.5 |
|
2.618 |
12,919.1 |
|
1.618 |
12,651.1 |
|
1.000 |
12,485.5 |
|
0.618 |
12,383.1 |
|
HIGH |
12,217.5 |
|
0.618 |
12,115.1 |
|
0.500 |
12,083.5 |
|
0.382 |
12,051.9 |
|
LOW |
11,949.5 |
|
0.618 |
11,783.9 |
|
1.000 |
11,681.5 |
|
1.618 |
11,515.9 |
|
2.618 |
11,247.9 |
|
4.250 |
10,810.5 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,083.5 |
12,006.8 |
| PP |
12,058.7 |
12,004.7 |
| S1 |
12,033.8 |
12,002.5 |
|