| 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 |
17,666 |
17,612 |
-54 |
-0.3% |
18,032 |
| High |
17,679 |
17,678 |
-1 |
0.0% |
18,126 |
| Low |
17,465 |
17,535 |
70 |
0.4% |
17,465 |
| Close |
17,603 |
17,626 |
23 |
0.1% |
17,626 |
| Range |
214 |
143 |
-71 |
-33.2% |
661 |
| ATR |
212 |
207 |
-5 |
-2.3% |
0 |
| Volume |
179,585 |
113,479 |
-66,106 |
-36.8% |
638,218 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,042 |
17,977 |
17,705 |
|
| R3 |
17,899 |
17,834 |
17,665 |
|
| R2 |
17,756 |
17,756 |
17,652 |
|
| R1 |
17,691 |
17,691 |
17,639 |
17,724 |
| PP |
17,613 |
17,613 |
17,613 |
17,629 |
| S1 |
17,548 |
17,548 |
17,613 |
17,581 |
| S2 |
17,470 |
17,470 |
17,600 |
|
| S3 |
17,327 |
17,405 |
17,587 |
|
| S4 |
17,184 |
17,262 |
17,547 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,722 |
19,335 |
17,990 |
|
| R3 |
19,061 |
18,674 |
17,808 |
|
| R2 |
18,400 |
18,400 |
17,747 |
|
| R1 |
18,013 |
18,013 |
17,687 |
17,876 |
| PP |
17,739 |
17,739 |
17,739 |
17,671 |
| S1 |
17,352 |
17,352 |
17,566 |
17,215 |
| S2 |
17,078 |
17,078 |
17,505 |
|
| S3 |
16,417 |
16,691 |
17,444 |
|
| S4 |
15,756 |
16,030 |
17,263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,126 |
17,465 |
661 |
3.8% |
199 |
1.1% |
24% |
False |
False |
127,643 |
| 10 |
18,126 |
17,465 |
661 |
3.8% |
232 |
1.3% |
24% |
False |
False |
130,009 |
| 20 |
18,188 |
17,465 |
723 |
4.1% |
217 |
1.2% |
22% |
False |
False |
74,016 |
| 40 |
18,188 |
16,880 |
1,308 |
7.4% |
185 |
1.1% |
57% |
False |
False |
37,032 |
| 60 |
18,188 |
16,880 |
1,308 |
7.4% |
204 |
1.2% |
57% |
False |
False |
24,700 |
| 80 |
18,188 |
16,880 |
1,308 |
7.4% |
183 |
1.0% |
57% |
False |
False |
18,531 |
| 100 |
18,188 |
16,880 |
1,308 |
7.4% |
149 |
0.8% |
57% |
False |
False |
14,825 |
| 120 |
18,188 |
15,850 |
2,338 |
13.3% |
136 |
0.8% |
76% |
False |
False |
12,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,286 |
|
2.618 |
18,052 |
|
1.618 |
17,909 |
|
1.000 |
17,821 |
|
0.618 |
17,766 |
|
HIGH |
17,678 |
|
0.618 |
17,623 |
|
0.500 |
17,607 |
|
0.382 |
17,590 |
|
LOW |
17,535 |
|
0.618 |
17,447 |
|
1.000 |
17,392 |
|
1.618 |
17,304 |
|
2.618 |
17,161 |
|
4.250 |
16,927 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,620 |
17,716 |
| PP |
17,613 |
17,686 |
| S1 |
17,607 |
17,656 |
|