| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
5,785.0 |
5,840.0 |
55.0 |
1.0% |
5,830.0 |
| High |
5,810.0 |
5,867.0 |
57.0 |
1.0% |
5,855.0 |
| Low |
5,759.0 |
5,834.0 |
75.0 |
1.3% |
5,744.0 |
| Close |
5,796.0 |
5,836.0 |
40.0 |
0.7% |
5,812.0 |
| Range |
51.0 |
33.0 |
-18.0 |
-35.3% |
111.0 |
| ATR |
64.3 |
64.8 |
0.5 |
0.7% |
0.0 |
| Volume |
93,219 |
123,916 |
30,697 |
32.9% |
131,162 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,944.7 |
5,923.3 |
5,854.2 |
|
| R3 |
5,911.7 |
5,890.3 |
5,845.1 |
|
| R2 |
5,878.7 |
5,878.7 |
5,842.1 |
|
| R1 |
5,857.3 |
5,857.3 |
5,839.0 |
5,851.5 |
| PP |
5,845.7 |
5,845.7 |
5,845.7 |
5,842.8 |
| S1 |
5,824.3 |
5,824.3 |
5,833.0 |
5,818.5 |
| S2 |
5,812.7 |
5,812.7 |
5,830.0 |
|
| S3 |
5,779.7 |
5,791.3 |
5,826.9 |
|
| S4 |
5,746.7 |
5,758.3 |
5,817.9 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,136.7 |
6,085.3 |
5,873.1 |
|
| R3 |
6,025.7 |
5,974.3 |
5,842.5 |
|
| R2 |
5,914.7 |
5,914.7 |
5,832.4 |
|
| R1 |
5,863.3 |
5,863.3 |
5,822.2 |
5,833.5 |
| PP |
5,803.7 |
5,803.7 |
5,803.7 |
5,788.8 |
| S1 |
5,752.3 |
5,752.3 |
5,801.8 |
5,722.5 |
| S2 |
5,692.7 |
5,692.7 |
5,791.7 |
|
| S3 |
5,581.7 |
5,641.3 |
5,781.5 |
|
| S4 |
5,470.7 |
5,530.3 |
5,751.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,867.0 |
5,744.0 |
123.0 |
2.1% |
56.2 |
1.0% |
75% |
True |
False |
61,976 |
| 10 |
5,944.0 |
5,744.0 |
200.0 |
3.4% |
53.6 |
0.9% |
46% |
False |
False |
40,962 |
| 20 |
5,981.0 |
5,744.0 |
237.0 |
4.1% |
58.1 |
1.0% |
39% |
False |
False |
31,922 |
| 40 |
5,981.0 |
5,231.0 |
750.0 |
12.9% |
58.6 |
1.0% |
81% |
False |
False |
28,509 |
| 60 |
5,981.0 |
5,150.0 |
831.0 |
14.2% |
61.1 |
1.0% |
83% |
False |
False |
26,205 |
| 80 |
5,981.0 |
5,081.0 |
900.0 |
15.4% |
56.6 |
1.0% |
84% |
False |
False |
23,339 |
| 100 |
5,981.0 |
5,081.0 |
900.0 |
15.4% |
46.0 |
0.8% |
84% |
False |
False |
18,677 |
| 120 |
5,981.0 |
5,081.0 |
900.0 |
15.4% |
38.8 |
0.7% |
84% |
False |
False |
15,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,007.3 |
|
2.618 |
5,953.4 |
|
1.618 |
5,920.4 |
|
1.000 |
5,900.0 |
|
0.618 |
5,887.4 |
|
HIGH |
5,867.0 |
|
0.618 |
5,854.4 |
|
0.500 |
5,850.5 |
|
0.382 |
5,846.6 |
|
LOW |
5,834.0 |
|
0.618 |
5,813.6 |
|
1.000 |
5,801.0 |
|
1.618 |
5,780.6 |
|
2.618 |
5,747.6 |
|
4.250 |
5,693.8 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,850.5 |
5,828.3 |
| PP |
5,845.7 |
5,820.7 |
| S1 |
5,840.8 |
5,813.0 |
|