| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
3,607.0 |
3,654.0 |
47.0 |
1.3% |
3,594.0 |
| High |
3,664.0 |
3,655.0 |
-9.0 |
-0.2% |
3,664.0 |
| Low |
3,595.0 |
3,608.0 |
13.0 |
0.4% |
3,563.0 |
| Close |
3,658.0 |
3,621.0 |
-37.0 |
-1.0% |
3,658.0 |
| Range |
69.0 |
47.0 |
-22.0 |
-31.9% |
101.0 |
| ATR |
54.5 |
54.2 |
-0.3 |
-0.6% |
0.0 |
| Volume |
885,732 |
976,918 |
91,186 |
10.3% |
6,390,961 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,769.0 |
3,742.0 |
3,646.9 |
|
| R3 |
3,722.0 |
3,695.0 |
3,633.9 |
|
| R2 |
3,675.0 |
3,675.0 |
3,629.6 |
|
| R1 |
3,648.0 |
3,648.0 |
3,625.3 |
3,638.0 |
| PP |
3,628.0 |
3,628.0 |
3,628.0 |
3,623.0 |
| S1 |
3,601.0 |
3,601.0 |
3,616.7 |
3,591.0 |
| S2 |
3,581.0 |
3,581.0 |
3,612.4 |
|
| S3 |
3,534.0 |
3,554.0 |
3,608.1 |
|
| S4 |
3,487.0 |
3,507.0 |
3,595.2 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,931.3 |
3,895.7 |
3,713.6 |
|
| R3 |
3,830.3 |
3,794.7 |
3,685.8 |
|
| R2 |
3,729.3 |
3,729.3 |
3,676.5 |
|
| R1 |
3,693.7 |
3,693.7 |
3,667.3 |
3,711.5 |
| PP |
3,628.3 |
3,628.3 |
3,628.3 |
3,637.3 |
| S1 |
3,592.7 |
3,592.7 |
3,648.7 |
3,610.5 |
| S2 |
3,527.3 |
3,527.3 |
3,639.5 |
|
| S3 |
3,426.3 |
3,491.7 |
3,630.2 |
|
| S4 |
3,325.3 |
3,390.7 |
3,602.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,664.0 |
3,563.0 |
101.0 |
2.8% |
56.0 |
1.5% |
57% |
False |
False |
1,173,062 |
| 10 |
3,664.0 |
3,476.0 |
188.0 |
5.2% |
55.4 |
1.5% |
77% |
False |
False |
964,267 |
| 20 |
3,664.0 |
3,438.0 |
226.0 |
6.2% |
47.7 |
1.3% |
81% |
False |
False |
504,774 |
| 40 |
3,664.0 |
3,235.0 |
429.0 |
11.8% |
51.6 |
1.4% |
90% |
False |
False |
253,009 |
| 60 |
3,664.0 |
2,912.0 |
752.0 |
20.8% |
58.1 |
1.6% |
94% |
False |
False |
169,128 |
| 80 |
3,664.0 |
2,848.0 |
816.0 |
22.5% |
55.9 |
1.5% |
95% |
False |
False |
126,990 |
| 100 |
3,664.0 |
2,848.0 |
816.0 |
22.5% |
50.7 |
1.4% |
95% |
False |
False |
101,599 |
| 120 |
3,664.0 |
2,710.0 |
954.0 |
26.3% |
48.7 |
1.3% |
95% |
False |
False |
84,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,854.8 |
|
2.618 |
3,778.0 |
|
1.618 |
3,731.0 |
|
1.000 |
3,702.0 |
|
0.618 |
3,684.0 |
|
HIGH |
3,655.0 |
|
0.618 |
3,637.0 |
|
0.500 |
3,631.5 |
|
0.382 |
3,626.0 |
|
LOW |
3,608.0 |
|
0.618 |
3,579.0 |
|
1.000 |
3,561.0 |
|
1.618 |
3,532.0 |
|
2.618 |
3,485.0 |
|
4.250 |
3,408.3 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,631.5 |
3,619.5 |
| PP |
3,628.0 |
3,618.0 |
| S1 |
3,624.5 |
3,616.5 |
|