| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
17,681 |
17,657 |
-24 |
-0.1% |
18,144 |
| High |
17,734 |
17,899 |
165 |
0.9% |
18,270 |
| Low |
17,618 |
17,636 |
18 |
0.1% |
17,811 |
| Close |
17,638 |
17,866 |
228 |
1.3% |
17,861 |
| Range |
116 |
263 |
147 |
126.7% |
459 |
| ATR |
188 |
193 |
5 |
2.8% |
0 |
| Volume |
133,731 |
130,358 |
-3,373 |
-2.5% |
588,666 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,589 |
18,491 |
18,011 |
|
| R3 |
18,326 |
18,228 |
17,938 |
|
| R2 |
18,063 |
18,063 |
17,914 |
|
| R1 |
17,965 |
17,965 |
17,890 |
18,014 |
| PP |
17,800 |
17,800 |
17,800 |
17,825 |
| S1 |
17,702 |
17,702 |
17,842 |
17,751 |
| S2 |
17,537 |
17,537 |
17,818 |
|
| S3 |
17,274 |
17,439 |
17,794 |
|
| S4 |
17,011 |
17,176 |
17,721 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,358 |
19,068 |
18,114 |
|
| R3 |
18,899 |
18,609 |
17,987 |
|
| R2 |
18,440 |
18,440 |
17,945 |
|
| R1 |
18,150 |
18,150 |
17,903 |
18,066 |
| PP |
17,981 |
17,981 |
17,981 |
17,938 |
| S1 |
17,691 |
17,691 |
17,819 |
17,607 |
| S2 |
17,522 |
17,522 |
17,777 |
|
| S3 |
17,063 |
17,232 |
17,735 |
|
| S4 |
16,604 |
16,773 |
17,609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,155 |
17,618 |
537 |
3.0% |
249 |
1.4% |
46% |
False |
False |
143,893 |
| 10 |
18,270 |
17,618 |
652 |
3.6% |
186 |
1.0% |
38% |
False |
False |
120,546 |
| 20 |
18,270 |
17,618 |
652 |
3.6% |
155 |
0.9% |
38% |
False |
False |
111,754 |
| 40 |
18,270 |
16,962 |
1,308 |
7.3% |
224 |
1.3% |
69% |
False |
False |
151,601 |
| 60 |
18,270 |
16,962 |
1,308 |
7.3% |
232 |
1.3% |
69% |
False |
False |
154,773 |
| 80 |
18,270 |
16,962 |
1,308 |
7.3% |
208 |
1.2% |
69% |
False |
False |
119,764 |
| 100 |
18,270 |
16,000 |
2,270 |
12.7% |
198 |
1.1% |
82% |
False |
False |
95,819 |
| 120 |
18,270 |
15,740 |
2,530 |
14.2% |
198 |
1.1% |
84% |
False |
False |
79,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,017 |
|
2.618 |
18,588 |
|
1.618 |
18,325 |
|
1.000 |
18,162 |
|
0.618 |
18,062 |
|
HIGH |
17,899 |
|
0.618 |
17,799 |
|
0.500 |
17,768 |
|
0.382 |
17,737 |
|
LOW |
17,636 |
|
0.618 |
17,474 |
|
1.000 |
17,373 |
|
1.618 |
17,211 |
|
2.618 |
16,948 |
|
4.250 |
16,518 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,833 |
17,843 |
| PP |
17,800 |
17,820 |
| S1 |
17,768 |
17,797 |
|