| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,965.0 |
12,068.5 |
103.5 |
0.9% |
11,973.5 |
| High |
12,116.0 |
12,069.0 |
-47.0 |
-0.4% |
12,243.0 |
| Low |
11,953.0 |
11,850.5 |
-102.5 |
-0.9% |
11,812.5 |
| Close |
12,089.0 |
11,910.5 |
-178.5 |
-1.5% |
12,089.0 |
| Range |
163.0 |
218.5 |
55.5 |
34.0% |
430.5 |
| ATR |
187.6 |
191.2 |
3.6 |
1.9% |
0.0 |
| Volume |
109,382 |
116,516 |
7,134 |
6.5% |
503,683 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,598.8 |
12,473.2 |
12,030.7 |
|
| R3 |
12,380.3 |
12,254.7 |
11,970.6 |
|
| R2 |
12,161.8 |
12,161.8 |
11,950.6 |
|
| R1 |
12,036.2 |
12,036.2 |
11,930.5 |
11,989.8 |
| PP |
11,943.3 |
11,943.3 |
11,943.3 |
11,920.1 |
| S1 |
11,817.7 |
11,817.7 |
11,890.5 |
11,771.3 |
| S2 |
11,724.8 |
11,724.8 |
11,870.4 |
|
| S3 |
11,506.3 |
11,599.2 |
11,850.4 |
|
| S4 |
11,287.8 |
11,380.7 |
11,790.3 |
|
|
| 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 |
12,217.5 |
11,812.5 |
405.0 |
3.4% |
216.5 |
1.8% |
24% |
False |
False |
105,759 |
| 10 |
12,243.0 |
11,421.5 |
821.5 |
6.9% |
219.6 |
1.8% |
60% |
False |
False |
75,434 |
| 20 |
12,243.0 |
11,111.0 |
1,132.0 |
9.5% |
174.6 |
1.5% |
71% |
False |
False |
38,695 |
| 40 |
12,243.0 |
10,569.5 |
1,673.5 |
14.1% |
162.4 |
1.4% |
80% |
False |
False |
19,631 |
| 60 |
12,243.0 |
9,418.5 |
2,824.5 |
23.7% |
178.0 |
1.5% |
88% |
False |
False |
13,278 |
| 80 |
12,243.0 |
9,251.0 |
2,992.0 |
25.1% |
169.6 |
1.4% |
89% |
False |
False |
9,989 |
| 100 |
12,243.0 |
8,976.0 |
3,267.0 |
27.4% |
156.6 |
1.3% |
90% |
False |
False |
7,999 |
| 120 |
12,243.0 |
8,419.0 |
3,824.0 |
32.1% |
154.1 |
1.3% |
91% |
False |
False |
6,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,997.6 |
|
2.618 |
12,641.0 |
|
1.618 |
12,422.5 |
|
1.000 |
12,287.5 |
|
0.618 |
12,204.0 |
|
HIGH |
12,069.0 |
|
0.618 |
11,985.5 |
|
0.500 |
11,959.8 |
|
0.382 |
11,934.0 |
|
LOW |
11,850.5 |
|
0.618 |
11,715.5 |
|
1.000 |
11,632.0 |
|
1.618 |
11,497.0 |
|
2.618 |
11,278.5 |
|
4.250 |
10,921.9 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,959.8 |
11,964.3 |
| PP |
11,943.3 |
11,946.3 |
| S1 |
11,926.9 |
11,928.4 |
|