| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1,155.1 |
1,150.0 |
-5.1 |
-0.4% |
1,170.0 |
| High |
1,159.8 |
1,175.1 |
15.3 |
1.3% |
1,176.1 |
| Low |
1,143.8 |
1,146.9 |
3.1 |
0.3% |
1,149.0 |
| Close |
1,149.8 |
1,152.8 |
3.0 |
0.3% |
1,154.1 |
| Range |
16.0 |
28.2 |
12.2 |
76.3% |
27.1 |
| ATR |
15.4 |
16.3 |
0.9 |
6.0% |
0.0 |
| Volume |
1,176 |
1,313 |
137 |
11.6% |
20,504 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.9 |
1,226.0 |
1,168.3 |
|
| R3 |
1,214.7 |
1,197.8 |
1,160.6 |
|
| R2 |
1,186.5 |
1,186.5 |
1,158.0 |
|
| R1 |
1,169.6 |
1,169.6 |
1,155.4 |
1,178.1 |
| PP |
1,158.3 |
1,158.3 |
1,158.3 |
1,162.5 |
| S1 |
1,141.4 |
1,141.4 |
1,150.2 |
1,149.9 |
| S2 |
1,130.1 |
1,130.1 |
1,147.6 |
|
| S3 |
1,101.9 |
1,113.2 |
1,145.0 |
|
| S4 |
1,073.7 |
1,085.0 |
1,137.3 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,241.0 |
1,224.7 |
1,169.0 |
|
| R3 |
1,213.9 |
1,197.6 |
1,161.6 |
|
| R2 |
1,186.8 |
1,186.8 |
1,159.1 |
|
| R1 |
1,170.5 |
1,170.5 |
1,156.6 |
1,165.1 |
| PP |
1,159.7 |
1,159.7 |
1,159.7 |
1,157.1 |
| S1 |
1,143.4 |
1,143.4 |
1,151.6 |
1,138.0 |
| S2 |
1,132.6 |
1,132.6 |
1,149.1 |
|
| S3 |
1,105.5 |
1,116.3 |
1,146.6 |
|
| S4 |
1,078.4 |
1,089.2 |
1,139.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,175.1 |
1,143.8 |
31.3 |
2.7% |
16.1 |
1.4% |
29% |
True |
False |
2,535 |
| 10 |
1,209.0 |
1,143.8 |
65.2 |
5.7% |
16.5 |
1.4% |
14% |
False |
False |
2,718 |
| 20 |
1,224.0 |
1,143.8 |
80.2 |
7.0% |
14.6 |
1.3% |
11% |
False |
False |
2,341 |
| 40 |
1,309.0 |
1,143.8 |
165.2 |
14.3% |
15.9 |
1.4% |
5% |
False |
False |
1,900 |
| 60 |
1,309.0 |
1,143.8 |
165.2 |
14.3% |
15.7 |
1.4% |
5% |
False |
False |
1,494 |
| 80 |
1,309.0 |
1,143.8 |
165.2 |
14.3% |
15.2 |
1.3% |
5% |
False |
False |
1,313 |
| 100 |
1,309.0 |
1,135.3 |
173.7 |
15.1% |
14.6 |
1.3% |
10% |
False |
False |
1,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,295.0 |
|
2.618 |
1,248.9 |
|
1.618 |
1,220.7 |
|
1.000 |
1,203.3 |
|
0.618 |
1,192.5 |
|
HIGH |
1,175.1 |
|
0.618 |
1,164.3 |
|
0.500 |
1,161.0 |
|
0.382 |
1,157.7 |
|
LOW |
1,146.9 |
|
0.618 |
1,129.5 |
|
1.000 |
1,118.7 |
|
1.618 |
1,101.3 |
|
2.618 |
1,073.1 |
|
4.250 |
1,027.1 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,161.0 |
1,159.5 |
| PP |
1,158.3 |
1,157.2 |
| S1 |
1,155.5 |
1,155.0 |
|