| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
5,830.0 |
5,770.0 |
-60.0 |
-1.0% |
5,926.0 |
| High |
5,847.0 |
5,803.0 |
-44.0 |
-0.8% |
5,981.0 |
| Low |
5,798.0 |
5,744.0 |
-54.0 |
-0.9% |
5,856.0 |
| Close |
5,810.0 |
5,786.0 |
-24.0 |
-0.4% |
5,890.0 |
| Range |
49.0 |
59.0 |
10.0 |
20.4% |
125.0 |
| ATR |
64.4 |
64.6 |
0.1 |
0.2% |
0.0 |
| Volume |
20,768 |
29,461 |
8,693 |
41.9% |
109,739 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,954.7 |
5,929.3 |
5,818.5 |
|
| R3 |
5,895.7 |
5,870.3 |
5,802.2 |
|
| R2 |
5,836.7 |
5,836.7 |
5,796.8 |
|
| R1 |
5,811.3 |
5,811.3 |
5,791.4 |
5,824.0 |
| PP |
5,777.7 |
5,777.7 |
5,777.7 |
5,784.0 |
| S1 |
5,752.3 |
5,752.3 |
5,780.6 |
5,765.0 |
| S2 |
5,718.7 |
5,718.7 |
5,775.2 |
|
| S3 |
5,659.7 |
5,693.3 |
5,769.8 |
|
| S4 |
5,600.7 |
5,634.3 |
5,753.6 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,284.0 |
6,212.0 |
5,958.8 |
|
| R3 |
6,159.0 |
6,087.0 |
5,924.4 |
|
| R2 |
6,034.0 |
6,034.0 |
5,912.9 |
|
| R1 |
5,962.0 |
5,962.0 |
5,901.5 |
5,935.5 |
| PP |
5,909.0 |
5,909.0 |
5,909.0 |
5,895.8 |
| S1 |
5,837.0 |
5,837.0 |
5,878.5 |
5,810.5 |
| S2 |
5,784.0 |
5,784.0 |
5,867.1 |
|
| S3 |
5,659.0 |
5,712.0 |
5,855.6 |
|
| S4 |
5,534.0 |
5,587.0 |
5,821.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,907.0 |
5,744.0 |
163.0 |
2.8% |
50.2 |
0.9% |
26% |
False |
True |
21,633 |
| 10 |
5,981.0 |
5,744.0 |
237.0 |
4.1% |
59.0 |
1.0% |
18% |
False |
True |
22,527 |
| 20 |
5,981.0 |
5,685.0 |
296.0 |
5.1% |
61.3 |
1.1% |
34% |
False |
False |
23,099 |
| 40 |
5,981.0 |
5,213.0 |
768.0 |
13.3% |
59.5 |
1.0% |
75% |
False |
False |
24,169 |
| 60 |
5,981.0 |
5,081.0 |
900.0 |
15.6% |
61.0 |
1.1% |
78% |
False |
False |
26,317 |
| 80 |
5,981.0 |
5,081.0 |
900.0 |
15.6% |
54.0 |
0.9% |
78% |
False |
False |
19,835 |
| 100 |
5,981.0 |
5,081.0 |
900.0 |
15.6% |
43.8 |
0.8% |
78% |
False |
False |
15,873 |
| 120 |
5,981.0 |
5,081.0 |
900.0 |
15.6% |
37.0 |
0.6% |
78% |
False |
False |
13,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,053.8 |
|
2.618 |
5,957.5 |
|
1.618 |
5,898.5 |
|
1.000 |
5,862.0 |
|
0.618 |
5,839.5 |
|
HIGH |
5,803.0 |
|
0.618 |
5,780.5 |
|
0.500 |
5,773.5 |
|
0.382 |
5,766.5 |
|
LOW |
5,744.0 |
|
0.618 |
5,707.5 |
|
1.000 |
5,685.0 |
|
1.618 |
5,648.5 |
|
2.618 |
5,589.5 |
|
4.250 |
5,493.3 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,781.8 |
5,797.5 |
| PP |
5,777.7 |
5,793.7 |
| S1 |
5,773.5 |
5,789.8 |
|