| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,919.5 |
11,930.0 |
10.5 |
0.1% |
12,068.5 |
| High |
11,984.0 |
12,139.5 |
155.5 |
1.3% |
12,069.0 |
| Low |
11,828.0 |
11,917.0 |
89.0 |
0.8% |
11,650.0 |
| Close |
11,889.0 |
12,118.5 |
229.5 |
1.9% |
11,889.0 |
| Range |
156.0 |
222.5 |
66.5 |
42.6% |
419.0 |
| ATR |
196.5 |
200.3 |
3.9 |
2.0% |
0.0 |
| Volume |
89,238 |
117,902 |
28,664 |
32.1% |
576,404 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,725.8 |
12,644.7 |
12,240.9 |
|
| R3 |
12,503.3 |
12,422.2 |
12,179.7 |
|
| R2 |
12,280.8 |
12,280.8 |
12,159.3 |
|
| R1 |
12,199.7 |
12,199.7 |
12,138.9 |
12,240.3 |
| PP |
12,058.3 |
12,058.3 |
12,058.3 |
12,078.6 |
| S1 |
11,977.2 |
11,977.2 |
12,098.1 |
12,017.8 |
| S2 |
11,835.8 |
11,835.8 |
12,077.7 |
|
| S3 |
11,613.3 |
11,754.7 |
12,057.3 |
|
| S4 |
11,390.8 |
11,532.2 |
11,996.1 |
|
|
| 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 |
12,139.5 |
11,650.0 |
489.5 |
4.0% |
214.8 |
1.8% |
96% |
True |
False |
115,558 |
| 10 |
12,217.5 |
11,650.0 |
567.5 |
4.7% |
215.7 |
1.8% |
83% |
False |
False |
110,658 |
| 20 |
12,243.0 |
11,215.0 |
1,028.0 |
8.5% |
203.5 |
1.7% |
88% |
False |
False |
67,361 |
| 40 |
12,243.0 |
10,617.0 |
1,626.0 |
13.4% |
164.1 |
1.4% |
92% |
False |
False |
33,991 |
| 60 |
12,243.0 |
9,418.5 |
2,824.5 |
23.3% |
181.4 |
1.5% |
96% |
False |
False |
22,878 |
| 80 |
12,243.0 |
9,251.0 |
2,992.0 |
24.7% |
179.4 |
1.5% |
96% |
False |
False |
17,207 |
| 100 |
12,243.0 |
9,158.5 |
3,084.5 |
25.5% |
162.5 |
1.3% |
96% |
False |
False |
13,775 |
| 120 |
12,243.0 |
8,419.0 |
3,824.0 |
31.6% |
158.0 |
1.3% |
97% |
False |
False |
11,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,085.1 |
|
2.618 |
12,722.0 |
|
1.618 |
12,499.5 |
|
1.000 |
12,362.0 |
|
0.618 |
12,277.0 |
|
HIGH |
12,139.5 |
|
0.618 |
12,054.5 |
|
0.500 |
12,028.3 |
|
0.382 |
12,002.0 |
|
LOW |
11,917.0 |
|
0.618 |
11,779.5 |
|
1.000 |
11,694.5 |
|
1.618 |
11,557.0 |
|
2.618 |
11,334.5 |
|
4.250 |
10,971.4 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,088.4 |
12,043.9 |
| PP |
12,058.3 |
11,969.3 |
| S1 |
12,028.3 |
11,894.8 |
|