| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,990.0 |
11,814.0 |
-176.0 |
-1.5% |
11,973.5 |
| High |
12,050.0 |
11,924.5 |
-125.5 |
-1.0% |
12,243.0 |
| Low |
11,867.5 |
11,650.0 |
-217.5 |
-1.8% |
11,812.5 |
| Close |
11,925.5 |
11,876.0 |
-49.5 |
-0.4% |
12,089.0 |
| Range |
182.5 |
274.5 |
92.0 |
50.4% |
430.5 |
| ATR |
193.7 |
199.6 |
5.8 |
3.0% |
0.0 |
| Volume |
156,301 |
104,722 |
-51,579 |
-33.0% |
503,683 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,640.3 |
12,532.7 |
12,027.0 |
|
| R3 |
12,365.8 |
12,258.2 |
11,951.5 |
|
| R2 |
12,091.3 |
12,091.3 |
11,926.3 |
|
| R1 |
11,983.7 |
11,983.7 |
11,901.2 |
12,037.5 |
| PP |
11,816.8 |
11,816.8 |
11,816.8 |
11,843.8 |
| S1 |
11,709.2 |
11,709.2 |
11,850.8 |
11,763.0 |
| S2 |
11,542.3 |
11,542.3 |
11,825.7 |
|
| S3 |
11,267.8 |
11,434.7 |
11,800.5 |
|
| S4 |
10,993.3 |
11,160.2 |
11,725.0 |
|
|
| 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 |
11,650.0 |
466.0 |
3.9% |
215.4 |
1.8% |
48% |
False |
True |
119,309 |
| 10 |
12,243.0 |
11,650.0 |
593.0 |
5.0% |
230.3 |
1.9% |
38% |
False |
True |
104,752 |
| 20 |
12,243.0 |
11,215.0 |
1,028.0 |
8.7% |
193.4 |
1.6% |
64% |
False |
False |
57,104 |
| 40 |
12,243.0 |
10,617.0 |
1,626.0 |
13.7% |
163.3 |
1.4% |
77% |
False |
False |
28,843 |
| 60 |
12,243.0 |
9,418.5 |
2,824.5 |
23.8% |
183.5 |
1.5% |
87% |
False |
False |
19,451 |
| 80 |
12,243.0 |
9,251.0 |
2,992.0 |
25.2% |
176.0 |
1.5% |
88% |
False |
False |
14,618 |
| 100 |
12,243.0 |
9,158.5 |
3,084.5 |
26.0% |
160.0 |
1.3% |
88% |
False |
False |
11,704 |
| 120 |
12,243.0 |
8,419.0 |
3,824.0 |
32.2% |
156.5 |
1.3% |
90% |
False |
False |
9,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,091.1 |
|
2.618 |
12,643.1 |
|
1.618 |
12,368.6 |
|
1.000 |
12,199.0 |
|
0.618 |
12,094.1 |
|
HIGH |
11,924.5 |
|
0.618 |
11,819.6 |
|
0.500 |
11,787.3 |
|
0.382 |
11,754.9 |
|
LOW |
11,650.0 |
|
0.618 |
11,480.4 |
|
1.000 |
11,375.5 |
|
1.618 |
11,205.9 |
|
2.618 |
10,931.4 |
|
4.250 |
10,483.4 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,846.4 |
11,869.2 |
| PP |
11,816.8 |
11,862.3 |
| S1 |
11,787.3 |
11,855.5 |
|