| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1,193.0 |
1,196.1 |
3.1 |
0.3% |
1,159.0 |
| High |
1,200.3 |
1,220.4 |
20.1 |
1.7% |
1,188.0 |
| Low |
1,187.0 |
1,194.8 |
7.8 |
0.7% |
1,142.4 |
| Close |
1,198.0 |
1,205.7 |
7.7 |
0.6% |
1,185.4 |
| Range |
13.3 |
25.6 |
12.3 |
92.5% |
45.6 |
| ATR |
17.5 |
18.1 |
0.6 |
3.3% |
0.0 |
| Volume |
89,268 |
112,720 |
23,452 |
26.3% |
111,645 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.8 |
1,270.3 |
1,219.8 |
|
| R3 |
1,258.2 |
1,244.7 |
1,212.7 |
|
| R2 |
1,232.6 |
1,232.6 |
1,210.4 |
|
| R1 |
1,219.1 |
1,219.1 |
1,208.0 |
1,225.9 |
| PP |
1,207.0 |
1,207.0 |
1,207.0 |
1,210.3 |
| S1 |
1,193.5 |
1,193.5 |
1,203.4 |
1,200.3 |
| S2 |
1,181.4 |
1,181.4 |
1,201.0 |
|
| S3 |
1,155.8 |
1,167.9 |
1,198.7 |
|
| S4 |
1,130.2 |
1,142.3 |
1,191.6 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,308.7 |
1,292.7 |
1,210.5 |
|
| R3 |
1,263.1 |
1,247.1 |
1,197.9 |
|
| R2 |
1,217.5 |
1,217.5 |
1,193.8 |
|
| R1 |
1,201.5 |
1,201.5 |
1,189.6 |
1,209.5 |
| PP |
1,171.9 |
1,171.9 |
1,171.9 |
1,176.0 |
| S1 |
1,155.9 |
1,155.9 |
1,181.2 |
1,163.9 |
| S2 |
1,126.3 |
1,126.3 |
1,177.0 |
|
| S3 |
1,080.7 |
1,110.3 |
1,172.9 |
|
| S4 |
1,035.1 |
1,064.7 |
1,160.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,220.4 |
1,168.7 |
51.7 |
4.3% |
16.0 |
1.3% |
72% |
True |
False |
66,398 |
| 10 |
1,220.4 |
1,142.4 |
78.0 |
6.5% |
16.9 |
1.4% |
81% |
True |
False |
42,684 |
| 20 |
1,223.7 |
1,142.4 |
81.3 |
6.7% |
17.1 |
1.4% |
78% |
False |
False |
28,659 |
| 40 |
1,287.2 |
1,142.4 |
144.8 |
12.0% |
18.3 |
1.5% |
44% |
False |
False |
16,310 |
| 60 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
19.2 |
1.6% |
38% |
False |
False |
12,138 |
| 80 |
1,309.0 |
1,142.4 |
166.6 |
13.8% |
19.9 |
1.7% |
38% |
False |
False |
9,711 |
| 100 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
20.2 |
1.7% |
41% |
False |
False |
8,508 |
| 120 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
18.9 |
1.6% |
41% |
False |
False |
7,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,329.2 |
|
2.618 |
1,287.4 |
|
1.618 |
1,261.8 |
|
1.000 |
1,246.0 |
|
0.618 |
1,236.2 |
|
HIGH |
1,220.4 |
|
0.618 |
1,210.6 |
|
0.500 |
1,207.6 |
|
0.382 |
1,204.6 |
|
LOW |
1,194.8 |
|
0.618 |
1,179.0 |
|
1.000 |
1,169.2 |
|
1.618 |
1,153.4 |
|
2.618 |
1,127.8 |
|
4.250 |
1,086.0 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,207.6 |
1,204.8 |
| PP |
1,207.0 |
1,203.8 |
| S1 |
1,206.3 |
1,202.9 |
|