| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
12,175.0 |
12,046.5 |
-128.5 |
-1.1% |
11,530.0 |
| High |
12,217.5 |
12,054.0 |
-163.5 |
-1.3% |
11,998.0 |
| Low |
11,949.5 |
11,840.0 |
-109.5 |
-0.9% |
11,421.5 |
| Close |
12,009.0 |
11,943.0 |
-66.0 |
-0.5% |
11,919.0 |
| Range |
268.0 |
214.0 |
-54.0 |
-20.1% |
576.5 |
| ATR |
185.0 |
187.0 |
2.1 |
1.1% |
0.0 |
| Volume |
116,954 |
62,978 |
-53,976 |
-46.2% |
135,838 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,587.7 |
12,479.3 |
12,060.7 |
|
| R3 |
12,373.7 |
12,265.3 |
12,001.9 |
|
| R2 |
12,159.7 |
12,159.7 |
11,982.2 |
|
| R1 |
12,051.3 |
12,051.3 |
11,962.6 |
11,998.5 |
| PP |
11,945.7 |
11,945.7 |
11,945.7 |
11,919.3 |
| S1 |
11,837.3 |
11,837.3 |
11,923.4 |
11,784.5 |
| S2 |
11,731.7 |
11,731.7 |
11,903.8 |
|
| S3 |
11,517.7 |
11,623.3 |
11,884.2 |
|
| S4 |
11,303.7 |
11,409.3 |
11,825.3 |
|
|
| 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 |
11,762.0 |
481.0 |
4.0% |
220.5 |
1.8% |
38% |
False |
False |
71,175 |
| 10 |
12,243.0 |
11,421.5 |
821.5 |
6.9% |
196.4 |
1.6% |
63% |
False |
False |
41,091 |
| 20 |
12,243.0 |
10,888.0 |
1,355.0 |
11.3% |
165.5 |
1.4% |
78% |
False |
False |
21,365 |
| 40 |
12,243.0 |
10,267.0 |
1,976.0 |
16.5% |
166.6 |
1.4% |
85% |
False |
False |
10,967 |
| 60 |
12,243.0 |
9,418.5 |
2,824.5 |
23.6% |
176.3 |
1.5% |
89% |
False |
False |
7,476 |
| 80 |
12,243.0 |
9,251.0 |
2,992.0 |
25.1% |
166.6 |
1.4% |
90% |
False |
False |
5,630 |
| 100 |
12,243.0 |
8,928.0 |
3,315.0 |
27.8% |
152.5 |
1.3% |
91% |
False |
False |
4,513 |
| 120 |
12,243.0 |
8,419.0 |
3,824.0 |
32.0% |
150.7 |
1.3% |
92% |
False |
False |
3,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,963.5 |
|
2.618 |
12,614.3 |
|
1.618 |
12,400.3 |
|
1.000 |
12,268.0 |
|
0.618 |
12,186.3 |
|
HIGH |
12,054.0 |
|
0.618 |
11,972.3 |
|
0.500 |
11,947.0 |
|
0.382 |
11,921.7 |
|
LOW |
11,840.0 |
|
0.618 |
11,707.7 |
|
1.000 |
11,626.0 |
|
1.618 |
11,493.7 |
|
2.618 |
11,279.7 |
|
4.250 |
10,930.5 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,947.0 |
12,041.5 |
| PP |
11,945.7 |
12,008.7 |
| S1 |
11,944.3 |
11,975.8 |
|