| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
18,135.72 |
17,856.56 |
-279.16 |
-1.5% |
18,134.05 |
| High |
18,135.72 |
18,031.04 |
-104.68 |
-0.6% |
18,288.63 |
| Low |
17,825.15 |
17,856.56 |
31.41 |
0.2% |
17,825.15 |
| Close |
17,856.78 |
17,995.72 |
138.94 |
0.8% |
17,856.78 |
| Range |
310.57 |
174.48 |
-136.09 |
-43.8% |
463.48 |
| ATR |
164.50 |
165.21 |
0.71 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,484.55 |
18,414.61 |
18,091.68 |
|
| R3 |
18,310.07 |
18,240.13 |
18,043.70 |
|
| R2 |
18,135.59 |
18,135.59 |
18,027.71 |
|
| R1 |
18,065.65 |
18,065.65 |
18,011.71 |
18,100.62 |
| PP |
17,961.11 |
17,961.11 |
17,961.11 |
17,978.59 |
| S1 |
17,891.17 |
17,891.17 |
17,979.73 |
17,926.14 |
| S2 |
17,786.63 |
17,786.63 |
17,963.73 |
|
| S3 |
17,612.15 |
17,716.69 |
17,947.74 |
|
| S4 |
17,437.67 |
17,542.21 |
17,899.76 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,380.63 |
19,082.18 |
18,111.69 |
|
| R3 |
18,917.15 |
18,618.70 |
17,984.24 |
|
| R2 |
18,453.67 |
18,453.67 |
17,941.75 |
|
| R1 |
18,155.22 |
18,155.22 |
17,899.27 |
18,072.71 |
| PP |
17,990.19 |
17,990.19 |
17,990.19 |
17,948.93 |
| S1 |
17,691.74 |
17,691.74 |
17,814.29 |
17,609.23 |
| S2 |
17,526.71 |
17,526.71 |
17,771.81 |
|
| S3 |
17,063.23 |
17,228.26 |
17,729.32 |
|
| S4 |
16,599.75 |
16,764.78 |
17,601.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,281.95 |
17,825.15 |
456.80 |
2.5% |
175.34 |
1.0% |
37% |
False |
False |
|
| 10 |
18,288.63 |
17,825.15 |
463.48 |
2.6% |
140.00 |
0.8% |
37% |
False |
False |
|
| 20 |
18,288.63 |
17,685.32 |
603.31 |
3.4% |
132.37 |
0.7% |
51% |
False |
False |
|
| 40 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
196.60 |
1.1% |
77% |
False |
False |
|
| 60 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
205.78 |
1.1% |
77% |
False |
False |
|
| 80 |
18,288.63 |
17,037.76 |
1,250.87 |
7.0% |
179.13 |
1.0% |
77% |
False |
False |
|
| 100 |
18,288.63 |
15,855.12 |
2,433.51 |
13.5% |
180.90 |
1.0% |
88% |
False |
False |
|
| 120 |
18,288.63 |
15,855.12 |
2,433.51 |
13.5% |
184.18 |
1.0% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,772.58 |
|
2.618 |
18,487.83 |
|
1.618 |
18,313.35 |
|
1.000 |
18,205.52 |
|
0.618 |
18,138.87 |
|
HIGH |
18,031.04 |
|
0.618 |
17,964.39 |
|
0.500 |
17,943.80 |
|
0.382 |
17,923.21 |
|
LOW |
17,856.56 |
|
0.618 |
17,748.73 |
|
1.000 |
17,682.08 |
|
1.618 |
17,574.25 |
|
2.618 |
17,399.77 |
|
4.250 |
17,115.02 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,978.41 |
17,994.73 |
| PP |
17,961.11 |
17,993.74 |
| S1 |
17,943.80 |
17,992.75 |
|