| 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 |
17,846.80 |
18,072.58 |
225.78 |
1.3% |
17,856.56 |
| High |
18,097.12 |
18,072.99 |
-24.13 |
-0.1% |
18,031.04 |
| Low |
17,697.52 |
17,934.24 |
236.72 |
1.3% |
17,620.49 |
| Close |
18,076.19 |
17,959.03 |
-117.16 |
-0.6% |
17,749.31 |
| Range |
399.60 |
138.75 |
-260.85 |
-65.3% |
410.55 |
| ATR |
204.76 |
200.27 |
-4.49 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,405.00 |
18,320.77 |
18,035.34 |
|
| R3 |
18,266.25 |
18,182.02 |
17,997.19 |
|
| R2 |
18,127.50 |
18,127.50 |
17,984.47 |
|
| R1 |
18,043.27 |
18,043.27 |
17,971.75 |
18,016.01 |
| PP |
17,988.75 |
17,988.75 |
17,988.75 |
17,975.13 |
| S1 |
17,904.52 |
17,904.52 |
17,946.31 |
17,877.26 |
| S2 |
17,850.00 |
17,850.00 |
17,933.59 |
|
| S3 |
17,711.25 |
17,765.77 |
17,920.87 |
|
| S4 |
17,572.50 |
17,627.02 |
17,882.72 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,031.93 |
18,801.17 |
17,975.11 |
|
| R3 |
18,621.38 |
18,390.62 |
17,862.21 |
|
| R2 |
18,210.83 |
18,210.83 |
17,824.58 |
|
| R1 |
17,980.07 |
17,980.07 |
17,786.94 |
17,890.18 |
| PP |
17,800.28 |
17,800.28 |
17,800.28 |
17,755.33 |
| S1 |
17,569.52 |
17,569.52 |
17,711.68 |
17,479.63 |
| S2 |
17,389.73 |
17,389.73 |
17,674.04 |
|
| S3 |
16,979.18 |
17,158.97 |
17,636.41 |
|
| S4 |
16,568.63 |
16,748.42 |
17,523.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,097.12 |
17,629.89 |
467.23 |
2.6% |
244.24 |
1.4% |
70% |
False |
False |
|
| 10 |
18,135.72 |
17,620.49 |
515.23 |
2.9% |
241.73 |
1.3% |
66% |
False |
False |
|
| 20 |
18,288.63 |
17,620.49 |
668.14 |
3.7% |
184.22 |
1.0% |
51% |
False |
False |
|
| 40 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
190.65 |
1.1% |
74% |
False |
False |
|
| 60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
199.16 |
1.1% |
74% |
False |
False |
|
| 80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
194.75 |
1.1% |
74% |
False |
False |
|
| 100 |
18,288.63 |
16,649.72 |
1,638.91 |
9.1% |
179.40 |
1.0% |
80% |
False |
False |
|
| 120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.6% |
190.24 |
1.1% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,662.68 |
|
2.618 |
18,436.24 |
|
1.618 |
18,297.49 |
|
1.000 |
18,211.74 |
|
0.618 |
18,158.74 |
|
HIGH |
18,072.99 |
|
0.618 |
18,019.99 |
|
0.500 |
18,003.62 |
|
0.382 |
17,987.24 |
|
LOW |
17,934.24 |
|
0.618 |
17,848.49 |
|
1.000 |
17,795.49 |
|
1.618 |
17,709.74 |
|
2.618 |
17,570.99 |
|
4.250 |
17,344.55 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,003.62 |
17,938.46 |
| PP |
17,988.75 |
17,917.89 |
| S1 |
17,973.89 |
17,897.32 |
|