| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,918.0 |
11,965.0 |
47.0 |
0.4% |
11,973.5 |
| High |
12,031.5 |
12,116.0 |
84.5 |
0.7% |
12,243.0 |
| Low |
11,812.5 |
11,953.0 |
140.5 |
1.2% |
11,812.5 |
| Close |
11,951.0 |
12,089.0 |
138.0 |
1.2% |
12,089.0 |
| Range |
219.0 |
163.0 |
-56.0 |
-25.6% |
430.5 |
| ATR |
189.3 |
187.6 |
-1.7 |
-0.9% |
0.0 |
| Volume |
122,968 |
109,382 |
-13,586 |
-11.0% |
503,683 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,541.7 |
12,478.3 |
12,178.7 |
|
| R3 |
12,378.7 |
12,315.3 |
12,133.8 |
|
| R2 |
12,215.7 |
12,215.7 |
12,118.9 |
|
| R1 |
12,152.3 |
12,152.3 |
12,103.9 |
12,184.0 |
| PP |
12,052.7 |
12,052.7 |
12,052.7 |
12,068.5 |
| S1 |
11,989.3 |
11,989.3 |
12,074.1 |
12,021.0 |
| S2 |
11,889.7 |
11,889.7 |
12,059.1 |
|
| S3 |
11,726.7 |
11,826.3 |
12,044.2 |
|
| S4 |
11,563.7 |
11,663.3 |
11,999.4 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,339.7 |
13,144.8 |
12,325.8 |
|
| R3 |
12,909.2 |
12,714.3 |
12,207.4 |
|
| R2 |
12,478.7 |
12,478.7 |
12,167.9 |
|
| R1 |
12,283.8 |
12,283.8 |
12,128.5 |
12,381.3 |
| PP |
12,048.2 |
12,048.2 |
12,048.2 |
12,096.9 |
| S1 |
11,853.3 |
11,853.3 |
12,049.5 |
11,950.8 |
| S2 |
11,617.7 |
11,617.7 |
12,010.1 |
|
| S3 |
11,187.2 |
11,422.8 |
11,970.6 |
|
| S4 |
10,756.7 |
10,992.3 |
11,852.2 |
|
|
| 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 |
11,812.5 |
430.5 |
3.6% |
230.6 |
1.9% |
64% |
False |
False |
100,736 |
| 10 |
12,243.0 |
11,421.5 |
821.5 |
6.8% |
212.2 |
1.8% |
81% |
False |
False |
63,952 |
| 20 |
12,243.0 |
11,090.0 |
1,153.0 |
9.5% |
167.4 |
1.4% |
87% |
False |
False |
32,883 |
| 40 |
12,243.0 |
10,569.5 |
1,673.5 |
13.8% |
163.3 |
1.4% |
91% |
False |
False |
16,735 |
| 60 |
12,243.0 |
9,418.5 |
2,824.5 |
23.4% |
176.1 |
1.5% |
95% |
False |
False |
11,337 |
| 80 |
12,243.0 |
9,251.0 |
2,992.0 |
24.7% |
167.7 |
1.4% |
95% |
False |
False |
8,533 |
| 100 |
12,243.0 |
8,928.0 |
3,315.0 |
27.4% |
154.8 |
1.3% |
95% |
False |
False |
6,836 |
| 120 |
12,243.0 |
8,419.0 |
3,824.0 |
31.6% |
152.2 |
1.3% |
96% |
False |
False |
5,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,808.8 |
|
2.618 |
12,542.7 |
|
1.618 |
12,379.7 |
|
1.000 |
12,279.0 |
|
0.618 |
12,216.7 |
|
HIGH |
12,116.0 |
|
0.618 |
12,053.7 |
|
0.500 |
12,034.5 |
|
0.382 |
12,015.3 |
|
LOW |
11,953.0 |
|
0.618 |
11,852.3 |
|
1.000 |
11,790.0 |
|
1.618 |
11,689.3 |
|
2.618 |
11,526.3 |
|
4.250 |
11,260.3 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,070.8 |
12,047.4 |
| PP |
12,052.7 |
12,005.8 |
| S1 |
12,034.5 |
11,964.3 |
|