| 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 |
1,152.5 |
1,170.0 |
17.5 |
1.5% |
1,173.2 |
| High |
1,176.2 |
1,176.1 |
-0.1 |
0.0% |
1,176.1 |
| Low |
1,148.0 |
1,163.4 |
15.4 |
1.3% |
1,150.0 |
| Close |
1,154.1 |
1,171.9 |
17.8 |
1.5% |
1,155.4 |
| Range |
28.2 |
12.7 |
-15.5 |
-55.0% |
26.1 |
| ATR |
16.6 |
17.0 |
0.4 |
2.3% |
0.0 |
| Volume |
1,112 |
2,198 |
1,086 |
97.7% |
13,378 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,208.6 |
1,202.9 |
1,178.9 |
|
| R3 |
1,195.9 |
1,190.2 |
1,175.4 |
|
| R2 |
1,183.2 |
1,183.2 |
1,174.2 |
|
| R1 |
1,177.5 |
1,177.5 |
1,173.1 |
1,180.4 |
| PP |
1,170.5 |
1,170.5 |
1,170.5 |
1,171.9 |
| S1 |
1,164.8 |
1,164.8 |
1,170.7 |
1,167.7 |
| S2 |
1,157.8 |
1,157.8 |
1,169.6 |
|
| S3 |
1,145.1 |
1,152.1 |
1,168.4 |
|
| S4 |
1,132.4 |
1,139.4 |
1,164.9 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,238.8 |
1,223.2 |
1,169.8 |
|
| R3 |
1,212.7 |
1,197.1 |
1,162.6 |
|
| R2 |
1,186.6 |
1,186.6 |
1,160.2 |
|
| R1 |
1,171.0 |
1,171.0 |
1,157.8 |
1,165.8 |
| PP |
1,160.5 |
1,160.5 |
1,160.5 |
1,157.9 |
| S1 |
1,144.9 |
1,144.9 |
1,153.0 |
1,139.7 |
| S2 |
1,134.4 |
1,134.4 |
1,150.6 |
|
| S3 |
1,108.3 |
1,118.8 |
1,148.2 |
|
| S4 |
1,082.2 |
1,092.7 |
1,141.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,176.2 |
1,145.5 |
30.7 |
2.6% |
15.3 |
1.3% |
86% |
False |
False |
1,876 |
| 10 |
1,202.4 |
1,145.5 |
56.9 |
4.9% |
16.4 |
1.4% |
46% |
False |
False |
2,457 |
| 20 |
1,224.5 |
1,145.5 |
79.0 |
6.7% |
14.9 |
1.3% |
33% |
False |
False |
2,088 |
| 40 |
1,309.5 |
1,145.5 |
164.0 |
14.0% |
16.9 |
1.4% |
16% |
False |
False |
1,736 |
| 60 |
1,309.5 |
1,145.5 |
164.0 |
14.0% |
17.0 |
1.5% |
16% |
False |
False |
1,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,230.1 |
|
2.618 |
1,209.3 |
|
1.618 |
1,196.6 |
|
1.000 |
1,188.8 |
|
0.618 |
1,183.9 |
|
HIGH |
1,176.1 |
|
0.618 |
1,171.2 |
|
0.500 |
1,169.8 |
|
0.382 |
1,168.3 |
|
LOW |
1,163.4 |
|
0.618 |
1,155.6 |
|
1.000 |
1,150.7 |
|
1.618 |
1,142.9 |
|
2.618 |
1,130.2 |
|
4.250 |
1,109.4 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,171.2 |
1,168.2 |
| PP |
1,170.5 |
1,164.5 |
| S1 |
1,169.8 |
1,160.9 |
|