| 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 |
4,451.50 |
4,411.75 |
-39.75 |
-0.9% |
4,447.00 |
| High |
4,460.50 |
4,416.00 |
-44.50 |
-1.0% |
4,483.25 |
| Low |
4,389.25 |
4,391.75 |
2.50 |
0.1% |
4,389.25 |
| Close |
4,405.00 |
4,413.50 |
8.50 |
0.2% |
4,405.00 |
| Range |
71.25 |
24.25 |
-47.00 |
-66.0% |
94.00 |
| ATR |
48.85 |
47.10 |
-1.76 |
-3.6% |
0.00 |
| Volume |
296,605 |
217,756 |
-78,849 |
-26.6% |
1,076,695 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,479.75 |
4,471.00 |
4,426.75 |
|
| R3 |
4,455.50 |
4,446.75 |
4,420.25 |
|
| R2 |
4,431.25 |
4,431.25 |
4,418.00 |
|
| R1 |
4,422.50 |
4,422.50 |
4,415.75 |
4,427.00 |
| PP |
4,407.00 |
4,407.00 |
4,407.00 |
4,409.25 |
| S1 |
4,398.25 |
4,398.25 |
4,411.25 |
4,402.50 |
| S2 |
4,382.75 |
4,382.75 |
4,409.00 |
|
| S3 |
4,358.50 |
4,374.00 |
4,406.75 |
|
| S4 |
4,334.25 |
4,349.75 |
4,400.25 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,707.75 |
4,650.50 |
4,456.75 |
|
| R3 |
4,613.75 |
4,556.50 |
4,430.75 |
|
| R2 |
4,519.75 |
4,519.75 |
4,422.25 |
|
| R1 |
4,462.50 |
4,462.50 |
4,413.50 |
4,444.00 |
| PP |
4,425.75 |
4,425.75 |
4,425.75 |
4,416.75 |
| S1 |
4,368.50 |
4,368.50 |
4,396.50 |
4,350.00 |
| S2 |
4,331.75 |
4,331.75 |
4,387.75 |
|
| S3 |
4,237.75 |
4,274.50 |
4,379.25 |
|
| S4 |
4,143.75 |
4,180.50 |
4,353.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,479.00 |
4,389.25 |
89.75 |
2.0% |
42.50 |
1.0% |
27% |
False |
False |
221,824 |
| 10 |
4,483.25 |
4,389.25 |
94.00 |
2.1% |
37.25 |
0.8% |
26% |
False |
False |
199,835 |
| 20 |
4,483.25 |
4,201.50 |
281.75 |
6.4% |
39.00 |
0.9% |
75% |
False |
False |
195,837 |
| 40 |
4,483.25 |
4,041.50 |
441.75 |
10.0% |
60.75 |
1.4% |
84% |
False |
False |
263,505 |
| 60 |
4,483.25 |
4,041.50 |
441.75 |
10.0% |
63.00 |
1.4% |
84% |
False |
False |
264,138 |
| 80 |
4,483.25 |
4,041.50 |
441.75 |
10.0% |
56.75 |
1.3% |
84% |
False |
False |
198,552 |
| 100 |
4,483.25 |
3,687.00 |
796.25 |
18.0% |
57.75 |
1.3% |
91% |
False |
False |
158,911 |
| 120 |
4,483.25 |
3,687.00 |
796.25 |
18.0% |
58.00 |
1.3% |
91% |
False |
False |
132,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,519.00 |
|
2.618 |
4,479.50 |
|
1.618 |
4,455.25 |
|
1.000 |
4,440.25 |
|
0.618 |
4,431.00 |
|
HIGH |
4,416.00 |
|
0.618 |
4,406.75 |
|
0.500 |
4,404.00 |
|
0.382 |
4,401.00 |
|
LOW |
4,391.75 |
|
0.618 |
4,376.75 |
|
1.000 |
4,367.50 |
|
1.618 |
4,352.50 |
|
2.618 |
4,328.25 |
|
4.250 |
4,288.75 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,410.25 |
4,427.00 |
| PP |
4,407.00 |
4,422.50 |
| S1 |
4,404.00 |
4,418.00 |
|