| 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 |
12,046.5 |
11,918.0 |
-128.5 |
-1.1% |
11,530.0 |
| High |
12,054.0 |
12,031.5 |
-22.5 |
-0.2% |
11,998.0 |
| Low |
11,840.0 |
11,812.5 |
-27.5 |
-0.2% |
11,421.5 |
| Close |
11,943.0 |
11,951.0 |
8.0 |
0.1% |
11,919.0 |
| Range |
214.0 |
219.0 |
5.0 |
2.3% |
576.5 |
| ATR |
187.0 |
189.3 |
2.3 |
1.2% |
0.0 |
| Volume |
62,978 |
122,968 |
59,990 |
95.3% |
135,838 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,588.7 |
12,488.8 |
12,071.5 |
|
| R3 |
12,369.7 |
12,269.8 |
12,011.2 |
|
| R2 |
12,150.7 |
12,150.7 |
11,991.2 |
|
| R1 |
12,050.8 |
12,050.8 |
11,971.1 |
12,100.8 |
| PP |
11,931.7 |
11,931.7 |
11,931.7 |
11,956.6 |
| S1 |
11,831.8 |
11,831.8 |
11,930.9 |
11,881.8 |
| S2 |
11,712.7 |
11,712.7 |
11,910.9 |
|
| S3 |
11,493.7 |
11,612.8 |
11,890.8 |
|
| S4 |
11,274.7 |
11,393.8 |
11,830.6 |
|
|
| 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 |
11,762.0 |
481.0 |
4.0% |
245.2 |
2.1% |
39% |
False |
False |
90,195 |
| 10 |
12,243.0 |
11,421.5 |
821.5 |
6.9% |
206.3 |
1.7% |
64% |
False |
False |
53,183 |
| 20 |
12,243.0 |
10,964.5 |
1,278.5 |
10.7% |
169.2 |
1.4% |
77% |
False |
False |
27,490 |
| 40 |
12,243.0 |
10,505.0 |
1,738.0 |
14.5% |
164.7 |
1.4% |
83% |
False |
False |
14,021 |
| 60 |
12,243.0 |
9,418.5 |
2,824.5 |
23.6% |
177.0 |
1.5% |
90% |
False |
False |
9,517 |
| 80 |
12,243.0 |
9,251.0 |
2,992.0 |
25.0% |
168.1 |
1.4% |
90% |
False |
False |
7,166 |
| 100 |
12,243.0 |
8,928.0 |
3,315.0 |
27.7% |
153.7 |
1.3% |
91% |
False |
False |
5,743 |
| 120 |
12,243.0 |
8,419.0 |
3,824.0 |
32.0% |
150.9 |
1.3% |
92% |
False |
False |
4,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,962.3 |
|
2.618 |
12,604.8 |
|
1.618 |
12,385.8 |
|
1.000 |
12,250.5 |
|
0.618 |
12,166.8 |
|
HIGH |
12,031.5 |
|
0.618 |
11,947.8 |
|
0.500 |
11,922.0 |
|
0.382 |
11,896.2 |
|
LOW |
11,812.5 |
|
0.618 |
11,677.2 |
|
1.000 |
11,593.5 |
|
1.618 |
11,458.2 |
|
2.618 |
11,239.2 |
|
4.250 |
10,881.8 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,941.3 |
12,015.0 |
| PP |
11,931.7 |
11,993.7 |
| S1 |
11,922.0 |
11,972.3 |
|