| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
19,510 |
19,370 |
-140 |
-0.7% |
19,645 |
| High |
19,570 |
19,655 |
85 |
0.4% |
19,770 |
| Low |
19,080 |
19,135 |
55 |
0.3% |
19,080 |
| Close |
19,355 |
19,410 |
55 |
0.3% |
19,410 |
| Range |
490 |
520 |
30 |
6.1% |
690 |
| ATR |
257 |
276 |
19 |
7.3% |
0 |
| Volume |
20,407 |
14,705 |
-5,702 |
-27.9% |
68,472 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,960 |
20,705 |
19,696 |
|
| R3 |
20,440 |
20,185 |
19,553 |
|
| R2 |
19,920 |
19,920 |
19,505 |
|
| R1 |
19,665 |
19,665 |
19,458 |
19,793 |
| PP |
19,400 |
19,400 |
19,400 |
19,464 |
| S1 |
19,145 |
19,145 |
19,362 |
19,273 |
| S2 |
18,880 |
18,880 |
19,315 |
|
| S3 |
18,360 |
18,625 |
19,267 |
|
| S4 |
17,840 |
18,105 |
19,124 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,490 |
21,140 |
19,790 |
|
| R3 |
20,800 |
20,450 |
19,600 |
|
| R2 |
20,110 |
20,110 |
19,537 |
|
| R1 |
19,760 |
19,760 |
19,473 |
19,590 |
| PP |
19,420 |
19,420 |
19,420 |
19,335 |
| S1 |
19,070 |
19,070 |
19,347 |
18,900 |
| S2 |
18,730 |
18,730 |
19,284 |
|
| S3 |
18,040 |
18,380 |
19,220 |
|
| S4 |
17,350 |
17,690 |
19,031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,770 |
19,080 |
690 |
3.6% |
330 |
1.7% |
48% |
False |
False |
13,694 |
| 10 |
19,770 |
19,080 |
690 |
3.6% |
284 |
1.5% |
48% |
False |
False |
12,829 |
| 20 |
19,770 |
18,450 |
1,320 |
6.8% |
279 |
1.4% |
73% |
False |
False |
12,432 |
| 40 |
19,770 |
17,440 |
2,330 |
12.0% |
218 |
1.1% |
85% |
False |
False |
6,296 |
| 60 |
19,770 |
16,665 |
3,105 |
16.0% |
201 |
1.0% |
88% |
False |
False |
4,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,865 |
|
2.618 |
21,016 |
|
1.618 |
20,496 |
|
1.000 |
20,175 |
|
0.618 |
19,976 |
|
HIGH |
19,655 |
|
0.618 |
19,456 |
|
0.500 |
19,395 |
|
0.382 |
19,334 |
|
LOW |
19,135 |
|
0.618 |
18,814 |
|
1.000 |
18,615 |
|
1.618 |
18,294 |
|
2.618 |
17,774 |
|
4.250 |
16,925 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,405 |
19,408 |
| PP |
19,400 |
19,407 |
| S1 |
19,395 |
19,405 |
|