| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
12,068.5 |
11,905.0 |
-163.5 |
-1.4% |
11,973.5 |
| High |
12,069.0 |
12,061.0 |
-8.0 |
-0.1% |
12,243.0 |
| Low |
11,850.5 |
11,822.5 |
-28.0 |
-0.2% |
11,812.5 |
| Close |
11,910.5 |
12,049.5 |
139.0 |
1.2% |
12,089.0 |
| Range |
218.5 |
238.5 |
20.0 |
9.2% |
430.5 |
| ATR |
191.2 |
194.6 |
3.4 |
1.8% |
0.0 |
| Volume |
116,516 |
109,627 |
-6,889 |
-5.9% |
503,683 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,693.2 |
12,609.8 |
12,180.7 |
|
| R3 |
12,454.7 |
12,371.3 |
12,115.1 |
|
| R2 |
12,216.2 |
12,216.2 |
12,093.2 |
|
| R1 |
12,132.8 |
12,132.8 |
12,071.4 |
12,174.5 |
| PP |
11,977.7 |
11,977.7 |
11,977.7 |
11,998.5 |
| S1 |
11,894.3 |
11,894.3 |
12,027.6 |
11,936.0 |
| S2 |
11,739.2 |
11,739.2 |
12,005.8 |
|
| S3 |
11,500.7 |
11,655.8 |
11,983.9 |
|
| S4 |
11,262.2 |
11,417.3 |
11,918.3 |
|
|
| 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 |
12,116.0 |
11,812.5 |
303.5 |
2.5% |
210.6 |
1.7% |
78% |
False |
False |
104,294 |
| 10 |
12,243.0 |
11,548.5 |
694.5 |
5.8% |
226.4 |
1.9% |
72% |
False |
False |
85,600 |
| 20 |
12,243.0 |
11,195.0 |
1,048.0 |
8.7% |
179.7 |
1.5% |
82% |
False |
False |
44,148 |
| 40 |
12,243.0 |
10,569.5 |
1,673.5 |
13.9% |
162.9 |
1.4% |
88% |
False |
False |
22,347 |
| 60 |
12,243.0 |
9,418.5 |
2,824.5 |
23.4% |
180.7 |
1.5% |
93% |
False |
False |
15,104 |
| 80 |
12,243.0 |
9,251.0 |
2,992.0 |
24.8% |
171.6 |
1.4% |
94% |
False |
False |
11,356 |
| 100 |
12,243.0 |
8,976.0 |
3,267.0 |
27.1% |
158.1 |
1.3% |
94% |
False |
False |
9,095 |
| 120 |
12,243.0 |
8,419.0 |
3,824.0 |
31.7% |
155.4 |
1.3% |
95% |
False |
False |
7,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,074.6 |
|
2.618 |
12,685.4 |
|
1.618 |
12,446.9 |
|
1.000 |
12,299.5 |
|
0.618 |
12,208.4 |
|
HIGH |
12,061.0 |
|
0.618 |
11,969.9 |
|
0.500 |
11,941.8 |
|
0.382 |
11,913.6 |
|
LOW |
11,822.5 |
|
0.618 |
11,675.1 |
|
1.000 |
11,584.0 |
|
1.618 |
11,436.6 |
|
2.618 |
11,198.1 |
|
4.250 |
10,808.9 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,013.6 |
12,022.8 |
| PP |
11,977.7 |
11,996.0 |
| S1 |
11,941.8 |
11,969.3 |
|