| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1,204.5 |
1,200.0 |
-4.5 |
-0.4% |
1,187.0 |
| High |
1,207.8 |
1,200.1 |
-7.7 |
-0.6% |
1,221.5 |
| Low |
1,196.0 |
1,185.1 |
-10.9 |
-0.9% |
1,183.2 |
| Close |
1,203.3 |
1,187.8 |
-15.5 |
-1.3% |
1,203.3 |
| Range |
11.8 |
15.0 |
3.2 |
27.1% |
38.3 |
| ATR |
15.8 |
15.9 |
0.2 |
1.1% |
0.0 |
| Volume |
2,504 |
8,748 |
6,244 |
249.4% |
11,722 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,236.0 |
1,226.9 |
1,196.1 |
|
| R3 |
1,221.0 |
1,211.9 |
1,191.9 |
|
| R2 |
1,206.0 |
1,206.0 |
1,190.6 |
|
| R1 |
1,196.9 |
1,196.9 |
1,189.2 |
1,194.0 |
| PP |
1,191.0 |
1,191.0 |
1,191.0 |
1,189.5 |
| S1 |
1,181.9 |
1,181.9 |
1,186.4 |
1,179.0 |
| S2 |
1,176.0 |
1,176.0 |
1,185.1 |
|
| S3 |
1,161.0 |
1,166.9 |
1,183.7 |
|
| S4 |
1,146.0 |
1,151.9 |
1,179.6 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.6 |
1,298.7 |
1,224.4 |
|
| R3 |
1,279.3 |
1,260.4 |
1,213.8 |
|
| R2 |
1,241.0 |
1,241.0 |
1,210.3 |
|
| R1 |
1,222.1 |
1,222.1 |
1,206.8 |
1,231.6 |
| PP |
1,202.7 |
1,202.7 |
1,202.7 |
1,207.4 |
| S1 |
1,183.8 |
1,183.8 |
1,199.8 |
1,193.3 |
| S2 |
1,164.4 |
1,164.4 |
1,196.3 |
|
| S3 |
1,126.1 |
1,145.5 |
1,192.8 |
|
| S4 |
1,087.8 |
1,107.2 |
1,182.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,221.5 |
1,185.1 |
36.4 |
3.1% |
13.4 |
1.1% |
7% |
False |
True |
3,659 |
| 10 |
1,221.5 |
1,145.5 |
76.0 |
6.4% |
15.2 |
1.3% |
56% |
False |
False |
2,576 |
| 20 |
1,221.5 |
1,145.5 |
76.0 |
6.4% |
14.8 |
1.2% |
56% |
False |
False |
2,633 |
| 40 |
1,287.5 |
1,145.5 |
142.0 |
12.0% |
15.5 |
1.3% |
30% |
False |
False |
2,061 |
| 60 |
1,309.5 |
1,145.5 |
164.0 |
13.8% |
16.7 |
1.4% |
26% |
False |
False |
1,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,263.9 |
|
2.618 |
1,239.4 |
|
1.618 |
1,224.4 |
|
1.000 |
1,215.1 |
|
0.618 |
1,209.4 |
|
HIGH |
1,200.1 |
|
0.618 |
1,194.4 |
|
0.500 |
1,192.6 |
|
0.382 |
1,190.8 |
|
LOW |
1,185.1 |
|
0.618 |
1,175.8 |
|
1.000 |
1,170.1 |
|
1.618 |
1,160.8 |
|
2.618 |
1,145.8 |
|
4.250 |
1,121.4 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,192.6 |
1,203.3 |
| PP |
1,191.0 |
1,198.1 |
| S1 |
1,189.4 |
1,193.0 |
|