| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
17,716.27 |
17,673.63 |
-42.64 |
-0.2% |
18,136.73 |
| High |
17,759.51 |
17,729.14 |
-30.37 |
-0.2% |
18,205.93 |
| Low |
17,579.27 |
17,630.49 |
51.22 |
0.3% |
17,579.27 |
| Close |
17,678.23 |
17,712.66 |
34.43 |
0.2% |
17,712.66 |
| Range |
180.24 |
98.65 |
-81.59 |
-45.3% |
626.66 |
| ATR |
198.93 |
191.76 |
-7.16 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,986.71 |
17,948.34 |
17,766.92 |
|
| R3 |
17,888.06 |
17,849.69 |
17,739.79 |
|
| R2 |
17,789.41 |
17,789.41 |
17,730.75 |
|
| R1 |
17,751.04 |
17,751.04 |
17,721.70 |
17,770.23 |
| PP |
17,690.76 |
17,690.76 |
17,690.76 |
17,700.36 |
| S1 |
17,652.39 |
17,652.39 |
17,703.62 |
17,671.58 |
| S2 |
17,592.11 |
17,592.11 |
17,694.57 |
|
| S3 |
17,493.46 |
17,553.74 |
17,685.53 |
|
| S4 |
17,394.81 |
17,455.09 |
17,658.40 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,712.60 |
19,339.29 |
18,057.32 |
|
| R3 |
19,085.94 |
18,712.63 |
17,884.99 |
|
| R2 |
18,459.28 |
18,459.28 |
17,827.55 |
|
| R1 |
18,085.97 |
18,085.97 |
17,770.10 |
17,959.30 |
| PP |
17,832.62 |
17,832.62 |
17,832.62 |
17,769.28 |
| S1 |
17,459.31 |
17,459.31 |
17,655.22 |
17,332.64 |
| S2 |
17,205.96 |
17,205.96 |
17,597.77 |
|
| S3 |
16,579.30 |
16,832.65 |
17,540.33 |
|
| S4 |
15,952.64 |
16,205.99 |
17,368.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
166.20 |
0.9% |
21% |
False |
False |
|
| 10 |
18,205.93 |
17,579.27 |
626.66 |
3.5% |
202.92 |
1.1% |
21% |
False |
False |
|
| 20 |
18,288.63 |
17,579.27 |
709.36 |
4.0% |
202.11 |
1.1% |
19% |
False |
False |
|
| 40 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
177.96 |
1.0% |
54% |
False |
False |
|
| 60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
208.61 |
1.2% |
54% |
False |
False |
|
| 80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
201.48 |
1.1% |
54% |
False |
False |
|
| 100 |
18,288.63 |
17,037.76 |
1,250.87 |
7.1% |
178.96 |
1.0% |
54% |
False |
False |
|
| 120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.7% |
189.34 |
1.1% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,148.40 |
|
2.618 |
17,987.41 |
|
1.618 |
17,888.76 |
|
1.000 |
17,827.79 |
|
0.618 |
17,790.11 |
|
HIGH |
17,729.14 |
|
0.618 |
17,691.46 |
|
0.500 |
17,679.82 |
|
0.382 |
17,668.17 |
|
LOW |
17,630.49 |
|
0.618 |
17,569.52 |
|
1.000 |
17,531.84 |
|
1.618 |
17,470.87 |
|
2.618 |
17,372.22 |
|
4.250 |
17,211.23 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,701.71 |
17,810.62 |
| PP |
17,690.76 |
17,777.97 |
| S1 |
17,679.82 |
17,745.31 |
|