| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1,168.4 |
1,170.9 |
2.5 |
0.2% |
1,159.0 |
| High |
1,177.6 |
1,188.0 |
10.4 |
0.9% |
1,188.0 |
| Low |
1,159.7 |
1,168.7 |
9.0 |
0.8% |
1,142.4 |
| Close |
1,169.8 |
1,185.4 |
15.6 |
1.3% |
1,185.4 |
| Range |
17.9 |
19.3 |
1.4 |
7.8% |
45.6 |
| ATR |
18.9 |
18.9 |
0.0 |
0.2% |
0.0 |
| Volume |
12,421 |
30,236 |
17,815 |
143.4% |
111,645 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,238.6 |
1,231.3 |
1,196.0 |
|
| R3 |
1,219.3 |
1,212.0 |
1,190.7 |
|
| R2 |
1,200.0 |
1,200.0 |
1,188.9 |
|
| R1 |
1,192.7 |
1,192.7 |
1,187.2 |
1,196.4 |
| PP |
1,180.7 |
1,180.7 |
1,180.7 |
1,182.5 |
| S1 |
1,173.4 |
1,173.4 |
1,183.6 |
1,177.1 |
| S2 |
1,161.4 |
1,161.4 |
1,181.9 |
|
| S3 |
1,142.1 |
1,154.1 |
1,180.1 |
|
| S4 |
1,122.8 |
1,134.8 |
1,174.8 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,308.7 |
1,292.7 |
1,210.5 |
|
| R3 |
1,263.1 |
1,247.1 |
1,197.9 |
|
| R2 |
1,217.5 |
1,217.5 |
1,193.8 |
|
| R1 |
1,201.5 |
1,201.5 |
1,189.6 |
1,209.5 |
| PP |
1,171.9 |
1,171.9 |
1,171.9 |
1,176.0 |
| S1 |
1,155.9 |
1,155.9 |
1,181.2 |
1,163.9 |
| S2 |
1,126.3 |
1,126.3 |
1,177.0 |
|
| S3 |
1,080.7 |
1,110.3 |
1,172.9 |
|
| S4 |
1,035.1 |
1,064.7 |
1,160.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,188.0 |
1,142.4 |
45.6 |
3.8% |
19.6 |
1.7% |
94% |
True |
False |
22,329 |
| 10 |
1,188.0 |
1,142.4 |
45.6 |
3.8% |
16.8 |
1.4% |
94% |
True |
False |
21,686 |
| 20 |
1,223.7 |
1,142.4 |
81.3 |
6.9% |
16.9 |
1.4% |
53% |
False |
False |
14,222 |
| 40 |
1,303.5 |
1,142.4 |
161.1 |
13.6% |
18.7 |
1.6% |
27% |
False |
False |
9,330 |
| 60 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
19.2 |
1.6% |
26% |
False |
False |
7,210 |
| 80 |
1,309.0 |
1,142.4 |
166.6 |
14.1% |
19.9 |
1.7% |
26% |
False |
False |
6,205 |
| 100 |
1,309.0 |
1,134.1 |
174.9 |
14.8% |
20.1 |
1.7% |
29% |
False |
False |
5,541 |
| 120 |
1,309.0 |
1,134.1 |
174.9 |
14.8% |
18.7 |
1.6% |
29% |
False |
False |
4,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,270.0 |
|
2.618 |
1,238.5 |
|
1.618 |
1,219.2 |
|
1.000 |
1,207.3 |
|
0.618 |
1,199.9 |
|
HIGH |
1,188.0 |
|
0.618 |
1,180.6 |
|
0.500 |
1,178.4 |
|
0.382 |
1,176.1 |
|
LOW |
1,168.7 |
|
0.618 |
1,156.8 |
|
1.000 |
1,149.4 |
|
1.618 |
1,137.5 |
|
2.618 |
1,118.2 |
|
4.250 |
1,086.7 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,183.1 |
1,179.2 |
| PP |
1,180.7 |
1,173.0 |
| S1 |
1,178.4 |
1,166.9 |
|