| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
18,078 |
17,972 |
-106 |
-0.6% |
17,735 |
| High |
18,125 |
18,122 |
-3 |
0.0% |
18,125 |
| Low |
17,929 |
17,962 |
33 |
0.2% |
17,689 |
| Close |
17,966 |
18,042 |
76 |
0.4% |
18,042 |
| Range |
196 |
160 |
-36 |
-18.4% |
436 |
| ATR |
217 |
213 |
-4 |
-1.9% |
0 |
| Volume |
25,958 |
4,621 |
-21,337 |
-82.2% |
159,714 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,522 |
18,442 |
18,130 |
|
| R3 |
18,362 |
18,282 |
18,086 |
|
| R2 |
18,202 |
18,202 |
18,071 |
|
| R1 |
18,122 |
18,122 |
18,057 |
18,162 |
| PP |
18,042 |
18,042 |
18,042 |
18,062 |
| S1 |
17,962 |
17,962 |
18,027 |
18,002 |
| S2 |
17,882 |
17,882 |
18,013 |
|
| S3 |
17,722 |
17,802 |
17,998 |
|
| S4 |
17,562 |
17,642 |
17,954 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,260 |
19,087 |
18,282 |
|
| R3 |
18,824 |
18,651 |
18,162 |
|
| R2 |
18,388 |
18,388 |
18,122 |
|
| R1 |
18,215 |
18,215 |
18,082 |
18,302 |
| PP |
17,952 |
17,952 |
17,952 |
17,995 |
| S1 |
17,779 |
17,779 |
18,002 |
17,866 |
| S2 |
17,516 |
17,516 |
17,962 |
|
| S3 |
17,080 |
17,343 |
17,922 |
|
| S4 |
16,644 |
16,907 |
17,802 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,125 |
17,689 |
436 |
2.4% |
247 |
1.4% |
81% |
False |
False |
31,942 |
| 10 |
18,125 |
17,618 |
507 |
2.8% |
242 |
1.3% |
84% |
False |
False |
77,994 |
| 20 |
18,270 |
17,618 |
652 |
3.6% |
187 |
1.0% |
65% |
False |
False |
89,422 |
| 40 |
18,270 |
16,962 |
1,308 |
7.2% |
214 |
1.2% |
83% |
False |
False |
121,654 |
| 60 |
18,270 |
16,962 |
1,308 |
7.2% |
227 |
1.3% |
83% |
False |
False |
136,011 |
| 80 |
18,270 |
16,962 |
1,308 |
7.2% |
219 |
1.2% |
83% |
False |
False |
122,819 |
| 100 |
18,270 |
16,595 |
1,675 |
9.3% |
199 |
1.1% |
86% |
False |
False |
98,276 |
| 120 |
18,270 |
15,740 |
2,530 |
14.0% |
203 |
1.1% |
91% |
False |
False |
81,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,802 |
|
2.618 |
18,541 |
|
1.618 |
18,381 |
|
1.000 |
18,282 |
|
0.618 |
18,221 |
|
HIGH |
18,122 |
|
0.618 |
18,061 |
|
0.500 |
18,042 |
|
0.382 |
18,023 |
|
LOW |
17,962 |
|
0.618 |
17,863 |
|
1.000 |
17,802 |
|
1.618 |
17,703 |
|
2.618 |
17,543 |
|
4.250 |
17,282 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,042 |
17,998 |
| PP |
18,042 |
17,953 |
| S1 |
18,042 |
17,909 |
|