| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,930.0 |
12,092.0 |
162.0 |
1.4% |
12,068.5 |
| High |
12,139.5 |
12,154.0 |
14.5 |
0.1% |
12,069.0 |
| Low |
11,917.0 |
11,945.5 |
28.5 |
0.2% |
11,650.0 |
| Close |
12,118.5 |
12,010.5 |
-108.0 |
-0.9% |
11,889.0 |
| Range |
222.5 |
208.5 |
-14.0 |
-6.3% |
419.0 |
| ATR |
200.3 |
200.9 |
0.6 |
0.3% |
0.0 |
| Volume |
117,902 |
121,488 |
3,586 |
3.0% |
576,404 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,662.2 |
12,544.8 |
12,125.2 |
|
| R3 |
12,453.7 |
12,336.3 |
12,067.8 |
|
| R2 |
12,245.2 |
12,245.2 |
12,048.7 |
|
| R1 |
12,127.8 |
12,127.8 |
12,029.6 |
12,082.3 |
| PP |
12,036.7 |
12,036.7 |
12,036.7 |
12,013.9 |
| S1 |
11,919.3 |
11,919.3 |
11,991.4 |
11,873.8 |
| S2 |
11,828.2 |
11,828.2 |
11,972.3 |
|
| S3 |
11,619.7 |
11,710.8 |
11,953.2 |
|
| S4 |
11,411.2 |
11,502.3 |
11,895.8 |
|
|
| 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 |
12,154.0 |
11,650.0 |
504.0 |
4.2% |
208.8 |
1.7% |
72% |
True |
False |
117,930 |
| 10 |
12,154.0 |
11,650.0 |
504.0 |
4.2% |
209.7 |
1.7% |
72% |
True |
False |
111,112 |
| 20 |
12,243.0 |
11,215.0 |
1,028.0 |
8.6% |
203.4 |
1.7% |
77% |
False |
False |
73,183 |
| 40 |
12,243.0 |
10,617.0 |
1,626.0 |
13.5% |
166.1 |
1.4% |
86% |
False |
False |
37,015 |
| 60 |
12,243.0 |
9,486.0 |
2,757.0 |
23.0% |
181.2 |
1.5% |
92% |
False |
False |
24,895 |
| 80 |
12,243.0 |
9,251.0 |
2,992.0 |
24.9% |
180.6 |
1.5% |
92% |
False |
False |
18,725 |
| 100 |
12,243.0 |
9,158.5 |
3,084.5 |
25.7% |
163.3 |
1.4% |
92% |
False |
False |
14,990 |
| 120 |
12,243.0 |
8,419.0 |
3,824.0 |
31.8% |
159.7 |
1.3% |
94% |
False |
False |
12,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,040.1 |
|
2.618 |
12,699.9 |
|
1.618 |
12,491.4 |
|
1.000 |
12,362.5 |
|
0.618 |
12,282.9 |
|
HIGH |
12,154.0 |
|
0.618 |
12,074.4 |
|
0.500 |
12,049.8 |
|
0.382 |
12,025.1 |
|
LOW |
11,945.5 |
|
0.618 |
11,816.6 |
|
1.000 |
11,737.0 |
|
1.618 |
11,608.1 |
|
2.618 |
11,399.6 |
|
4.250 |
11,059.4 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
12,049.8 |
12,004.0 |
| PP |
12,036.7 |
11,997.5 |
| S1 |
12,023.6 |
11,991.0 |
|