| 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 |
19,465 |
19,440 |
-25 |
-0.1% |
19,275 |
| High |
19,515 |
19,655 |
140 |
0.7% |
19,655 |
| Low |
19,275 |
19,375 |
100 |
0.5% |
19,200 |
| Close |
19,435 |
19,625 |
190 |
1.0% |
19,625 |
| Range |
240 |
280 |
40 |
16.7% |
455 |
| ATR |
242 |
245 |
3 |
1.1% |
0 |
| Volume |
13,859 |
10,896 |
-2,963 |
-21.4% |
59,825 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,392 |
20,288 |
19,779 |
|
| R3 |
20,112 |
20,008 |
19,702 |
|
| R2 |
19,832 |
19,832 |
19,676 |
|
| R1 |
19,728 |
19,728 |
19,651 |
19,780 |
| PP |
19,552 |
19,552 |
19,552 |
19,578 |
| S1 |
19,448 |
19,448 |
19,599 |
19,500 |
| S2 |
19,272 |
19,272 |
19,574 |
|
| S3 |
18,992 |
19,168 |
19,548 |
|
| S4 |
18,712 |
18,888 |
19,471 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,858 |
20,697 |
19,875 |
|
| R3 |
20,403 |
20,242 |
19,750 |
|
| R2 |
19,948 |
19,948 |
19,709 |
|
| R1 |
19,787 |
19,787 |
19,667 |
19,868 |
| PP |
19,493 |
19,493 |
19,493 |
19,534 |
| S1 |
19,332 |
19,332 |
19,583 |
19,413 |
| S2 |
19,038 |
19,038 |
19,542 |
|
| S3 |
18,583 |
18,877 |
19,500 |
|
| S4 |
18,128 |
18,422 |
19,375 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,655 |
19,200 |
455 |
2.3% |
238 |
1.2% |
93% |
True |
False |
11,965 |
| 10 |
19,655 |
18,450 |
1,205 |
6.1% |
289 |
1.5% |
98% |
True |
False |
16,033 |
| 20 |
19,655 |
18,440 |
1,215 |
6.2% |
233 |
1.2% |
98% |
True |
False |
9,116 |
| 40 |
19,655 |
17,440 |
2,215 |
11.3% |
201 |
1.0% |
99% |
True |
False |
4,585 |
| 60 |
19,655 |
16,665 |
2,990 |
15.2% |
175 |
0.9% |
99% |
True |
False |
3,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,845 |
|
2.618 |
20,388 |
|
1.618 |
20,108 |
|
1.000 |
19,935 |
|
0.618 |
19,828 |
|
HIGH |
19,655 |
|
0.618 |
19,548 |
|
0.500 |
19,515 |
|
0.382 |
19,482 |
|
LOW |
19,375 |
|
0.618 |
19,202 |
|
1.000 |
19,095 |
|
1.618 |
18,922 |
|
2.618 |
18,642 |
|
4.250 |
18,185 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,588 |
19,572 |
| PP |
19,552 |
19,518 |
| S1 |
19,515 |
19,465 |
|