| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1,150.0 |
1,170.0 |
20.0 |
1.7% |
1,170.0 |
| High |
1,175.1 |
1,177.0 |
1.9 |
0.2% |
1,176.1 |
| Low |
1,146.9 |
1,161.2 |
14.3 |
1.2% |
1,149.0 |
| Close |
1,152.8 |
1,170.6 |
17.8 |
1.5% |
1,154.1 |
| Range |
28.2 |
15.8 |
-12.4 |
-44.0% |
27.1 |
| ATR |
16.3 |
16.9 |
0.6 |
3.5% |
0.0 |
| Volume |
1,313 |
3,579 |
2,266 |
172.6% |
20,504 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,217.0 |
1,209.6 |
1,179.3 |
|
| R3 |
1,201.2 |
1,193.8 |
1,174.9 |
|
| R2 |
1,185.4 |
1,185.4 |
1,173.5 |
|
| R1 |
1,178.0 |
1,178.0 |
1,172.0 |
1,181.7 |
| PP |
1,169.6 |
1,169.6 |
1,169.6 |
1,171.5 |
| S1 |
1,162.2 |
1,162.2 |
1,169.2 |
1,165.9 |
| S2 |
1,153.8 |
1,153.8 |
1,167.7 |
|
| S3 |
1,138.0 |
1,146.4 |
1,166.3 |
|
| S4 |
1,122.2 |
1,130.6 |
1,161.9 |
|
|
| 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 |
1,177.0 |
1,143.8 |
33.2 |
2.8% |
16.2 |
1.4% |
81% |
True |
False |
2,678 |
| 10 |
1,201.2 |
1,143.8 |
57.4 |
4.9% |
17.0 |
1.4% |
47% |
False |
False |
2,920 |
| 20 |
1,224.0 |
1,143.8 |
80.2 |
6.9% |
14.7 |
1.3% |
33% |
False |
False |
2,430 |
| 40 |
1,307.3 |
1,143.8 |
163.5 |
14.0% |
15.8 |
1.4% |
16% |
False |
False |
1,960 |
| 60 |
1,309.0 |
1,143.8 |
165.2 |
14.1% |
15.9 |
1.4% |
16% |
False |
False |
1,551 |
| 80 |
1,309.0 |
1,143.8 |
165.2 |
14.1% |
15.1 |
1.3% |
16% |
False |
False |
1,354 |
| 100 |
1,309.0 |
1,135.3 |
173.7 |
14.8% |
14.6 |
1.2% |
20% |
False |
False |
1,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,244.2 |
|
2.618 |
1,218.4 |
|
1.618 |
1,202.6 |
|
1.000 |
1,192.8 |
|
0.618 |
1,186.8 |
|
HIGH |
1,177.0 |
|
0.618 |
1,171.0 |
|
0.500 |
1,169.1 |
|
0.382 |
1,167.2 |
|
LOW |
1,161.2 |
|
0.618 |
1,151.4 |
|
1.000 |
1,145.4 |
|
1.618 |
1,135.6 |
|
2.618 |
1,119.8 |
|
4.250 |
1,094.1 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,170.1 |
1,167.2 |
| PP |
1,169.6 |
1,163.8 |
| S1 |
1,169.1 |
1,160.4 |
|