| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,814.0 |
11,919.5 |
105.5 |
0.9% |
12,068.5 |
| High |
11,924.5 |
11,984.0 |
59.5 |
0.5% |
12,069.0 |
| Low |
11,650.0 |
11,828.0 |
178.0 |
1.5% |
11,650.0 |
| Close |
11,876.0 |
11,889.0 |
13.0 |
0.1% |
11,889.0 |
| Range |
274.5 |
156.0 |
-118.5 |
-43.2% |
419.0 |
| ATR |
199.6 |
196.5 |
-3.1 |
-1.6% |
0.0 |
| Volume |
104,722 |
89,238 |
-15,484 |
-14.8% |
576,404 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,368.3 |
12,284.7 |
11,974.8 |
|
| R3 |
12,212.3 |
12,128.7 |
11,931.9 |
|
| R2 |
12,056.3 |
12,056.3 |
11,917.6 |
|
| R1 |
11,972.7 |
11,972.7 |
11,903.3 |
11,936.5 |
| PP |
11,900.3 |
11,900.3 |
11,900.3 |
11,882.3 |
| S1 |
11,816.7 |
11,816.7 |
11,874.7 |
11,780.5 |
| S2 |
11,744.3 |
11,744.3 |
11,860.4 |
|
| S3 |
11,588.3 |
11,660.7 |
11,846.1 |
|
| S4 |
11,432.3 |
11,504.7 |
11,803.2 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,126.3 |
12,926.7 |
12,119.5 |
|
| R3 |
12,707.3 |
12,507.7 |
12,004.2 |
|
| R2 |
12,288.3 |
12,288.3 |
11,965.8 |
|
| R1 |
12,088.7 |
12,088.7 |
11,927.4 |
11,979.0 |
| PP |
11,869.3 |
11,869.3 |
11,869.3 |
11,814.5 |
| S1 |
11,669.7 |
11,669.7 |
11,850.6 |
11,560.0 |
| S2 |
11,450.3 |
11,450.3 |
11,812.2 |
|
| S3 |
11,031.3 |
11,250.7 |
11,773.8 |
|
| S4 |
10,612.3 |
10,831.7 |
11,658.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,069.0 |
11,650.0 |
419.0 |
3.5% |
214.0 |
1.8% |
57% |
False |
False |
115,280 |
| 10 |
12,243.0 |
11,650.0 |
593.0 |
5.0% |
222.3 |
1.9% |
40% |
False |
False |
108,008 |
| 20 |
12,243.0 |
11,215.0 |
1,028.0 |
8.6% |
196.4 |
1.7% |
66% |
False |
False |
61,503 |
| 40 |
12,243.0 |
10,617.0 |
1,626.0 |
13.7% |
163.4 |
1.4% |
78% |
False |
False |
31,060 |
| 60 |
12,243.0 |
9,418.5 |
2,824.5 |
23.8% |
183.2 |
1.5% |
87% |
False |
False |
20,919 |
| 80 |
12,243.0 |
9,251.0 |
2,992.0 |
25.2% |
177.3 |
1.5% |
88% |
False |
False |
15,733 |
| 100 |
12,243.0 |
9,158.5 |
3,084.5 |
25.9% |
160.9 |
1.4% |
89% |
False |
False |
12,596 |
| 120 |
12,243.0 |
8,419.0 |
3,824.0 |
32.2% |
157.8 |
1.3% |
91% |
False |
False |
10,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,647.0 |
|
2.618 |
12,392.4 |
|
1.618 |
12,236.4 |
|
1.000 |
12,140.0 |
|
0.618 |
12,080.4 |
|
HIGH |
11,984.0 |
|
0.618 |
11,924.4 |
|
0.500 |
11,906.0 |
|
0.382 |
11,887.6 |
|
LOW |
11,828.0 |
|
0.618 |
11,731.6 |
|
1.000 |
11,672.0 |
|
1.618 |
11,575.6 |
|
2.618 |
11,419.6 |
|
4.250 |
11,165.0 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,906.0 |
11,876.0 |
| PP |
11,900.3 |
11,863.0 |
| S1 |
11,894.7 |
11,850.0 |
|