| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,519.0 |
11,575.0 |
56.0 |
0.5% |
11,403.5 |
| High |
11,609.5 |
11,578.0 |
-31.5 |
-0.3% |
11,603.5 |
| Low |
11,463.0 |
11,403.0 |
-60.0 |
-0.5% |
11,194.0 |
| Close |
11,581.0 |
11,522.0 |
-59.0 |
-0.5% |
11,556.0 |
| Range |
146.5 |
175.0 |
28.5 |
19.5% |
409.5 |
| ATR |
164.4 |
165.4 |
1.0 |
0.6% |
0.0 |
| Volume |
81,576 |
141,832 |
60,256 |
73.9% |
506,212 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,026.0 |
11,949.0 |
11,618.3 |
|
| R3 |
11,851.0 |
11,774.0 |
11,570.1 |
|
| R2 |
11,676.0 |
11,676.0 |
11,554.1 |
|
| R1 |
11,599.0 |
11,599.0 |
11,538.0 |
11,550.0 |
| PP |
11,501.0 |
11,501.0 |
11,501.0 |
11,476.5 |
| S1 |
11,424.0 |
11,424.0 |
11,506.0 |
11,375.0 |
| S2 |
11,326.0 |
11,326.0 |
11,489.9 |
|
| S3 |
11,151.0 |
11,249.0 |
11,473.9 |
|
| S4 |
10,976.0 |
11,074.0 |
11,425.8 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,679.7 |
12,527.3 |
11,781.2 |
|
| R3 |
12,270.2 |
12,117.8 |
11,668.6 |
|
| R2 |
11,860.7 |
11,860.7 |
11,631.1 |
|
| R1 |
11,708.3 |
11,708.3 |
11,593.5 |
11,784.5 |
| PP |
11,451.2 |
11,451.2 |
11,451.2 |
11,489.3 |
| S1 |
11,298.8 |
11,298.8 |
11,518.5 |
11,375.0 |
| S2 |
11,041.7 |
11,041.7 |
11,480.9 |
|
| S3 |
10,632.2 |
10,889.3 |
11,443.4 |
|
| S4 |
10,222.7 |
10,479.8 |
11,330.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,609.5 |
11,194.0 |
415.5 |
3.6% |
156.8 |
1.4% |
79% |
False |
False |
100,634 |
| 10 |
11,609.5 |
11,177.0 |
432.5 |
3.8% |
139.5 |
1.2% |
80% |
False |
False |
99,241 |
| 20 |
11,609.5 |
10,592.5 |
1,017.0 |
8.8% |
145.8 |
1.3% |
91% |
False |
False |
94,081 |
| 40 |
11,609.5 |
9,582.5 |
2,027.0 |
17.6% |
182.1 |
1.6% |
96% |
False |
False |
115,228 |
| 60 |
11,609.5 |
9,227.0 |
2,382.5 |
20.7% |
193.1 |
1.7% |
96% |
False |
False |
105,090 |
| 80 |
11,609.5 |
9,145.5 |
2,464.0 |
21.4% |
176.9 |
1.5% |
96% |
False |
False |
79,416 |
| 100 |
11,609.5 |
8,367.5 |
3,242.0 |
28.1% |
180.4 |
1.6% |
97% |
False |
False |
63,643 |
| 120 |
11,609.5 |
8,367.5 |
3,242.0 |
28.1% |
173.2 |
1.5% |
97% |
False |
False |
53,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,321.8 |
|
2.618 |
12,036.2 |
|
1.618 |
11,861.2 |
|
1.000 |
11,753.0 |
|
0.618 |
11,686.2 |
|
HIGH |
11,578.0 |
|
0.618 |
11,511.2 |
|
0.500 |
11,490.5 |
|
0.382 |
11,469.9 |
|
LOW |
11,403.0 |
|
0.618 |
11,294.9 |
|
1.000 |
11,228.0 |
|
1.618 |
11,119.9 |
|
2.618 |
10,944.9 |
|
4.250 |
10,659.3 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,511.5 |
11,516.8 |
| PP |
11,501.0 |
11,511.5 |
| S1 |
11,490.5 |
11,506.3 |
|