| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,905.0 |
11,990.0 |
85.0 |
0.7% |
11,973.5 |
| High |
12,061.0 |
12,050.0 |
-11.0 |
-0.1% |
12,243.0 |
| Low |
11,822.5 |
11,867.5 |
45.0 |
0.4% |
11,812.5 |
| Close |
12,049.5 |
11,925.5 |
-124.0 |
-1.0% |
12,089.0 |
| Range |
238.5 |
182.5 |
-56.0 |
-23.5% |
430.5 |
| ATR |
194.6 |
193.7 |
-0.9 |
-0.4% |
0.0 |
| Volume |
109,627 |
156,301 |
46,674 |
42.6% |
503,683 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,495.2 |
12,392.8 |
12,025.9 |
|
| R3 |
12,312.7 |
12,210.3 |
11,975.7 |
|
| R2 |
12,130.2 |
12,130.2 |
11,959.0 |
|
| R1 |
12,027.8 |
12,027.8 |
11,942.2 |
11,987.8 |
| PP |
11,947.7 |
11,947.7 |
11,947.7 |
11,927.6 |
| S1 |
11,845.3 |
11,845.3 |
11,908.8 |
11,805.3 |
| S2 |
11,765.2 |
11,765.2 |
11,892.0 |
|
| S3 |
11,582.7 |
11,662.8 |
11,875.3 |
|
| S4 |
11,400.2 |
11,480.3 |
11,825.1 |
|
|
| 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% |
204.3 |
1.7% |
37% |
False |
False |
122,958 |
| 10 |
12,243.0 |
11,762.0 |
481.0 |
4.0% |
212.4 |
1.8% |
34% |
False |
False |
97,067 |
| 20 |
12,243.0 |
11,208.0 |
1,035.0 |
8.7% |
186.6 |
1.6% |
69% |
False |
False |
51,921 |
| 40 |
12,243.0 |
10,600.0 |
1,643.0 |
13.8% |
162.5 |
1.4% |
81% |
False |
False |
26,245 |
| 60 |
12,243.0 |
9,418.5 |
2,824.5 |
23.7% |
181.3 |
1.5% |
89% |
False |
False |
17,707 |
| 80 |
12,243.0 |
9,251.0 |
2,992.0 |
25.1% |
173.3 |
1.5% |
89% |
False |
False |
13,309 |
| 100 |
12,243.0 |
8,976.0 |
3,267.0 |
27.4% |
159.2 |
1.3% |
90% |
False |
False |
10,658 |
| 120 |
12,243.0 |
8,419.0 |
3,824.0 |
32.1% |
155.9 |
1.3% |
92% |
False |
False |
8,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,825.6 |
|
2.618 |
12,527.8 |
|
1.618 |
12,345.3 |
|
1.000 |
12,232.5 |
|
0.618 |
12,162.8 |
|
HIGH |
12,050.0 |
|
0.618 |
11,980.3 |
|
0.500 |
11,958.8 |
|
0.382 |
11,937.2 |
|
LOW |
11,867.5 |
|
0.618 |
11,754.7 |
|
1.000 |
11,685.0 |
|
1.618 |
11,572.2 |
|
2.618 |
11,389.7 |
|
4.250 |
11,091.9 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,958.8 |
11,945.8 |
| PP |
11,947.7 |
11,939.0 |
| S1 |
11,936.6 |
11,932.3 |
|