| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,435.0 |
11,535.0 |
100.0 |
0.9% |
11,413.0 |
| High |
11,551.5 |
11,618.0 |
66.5 |
0.6% |
11,618.0 |
| Low |
11,431.0 |
11,514.0 |
83.0 |
0.7% |
11,215.0 |
| Close |
11,512.5 |
11,572.5 |
60.0 |
0.5% |
11,572.5 |
| Range |
120.5 |
104.0 |
-16.5 |
-13.7% |
403.0 |
| ATR |
157.4 |
153.6 |
-3.7 |
-2.4% |
0.0 |
| Volume |
2,049 |
1,695 |
-354 |
-17.3% |
14,144 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,880.2 |
11,830.3 |
11,629.7 |
|
| R3 |
11,776.2 |
11,726.3 |
11,601.1 |
|
| R2 |
11,672.2 |
11,672.2 |
11,591.6 |
|
| R1 |
11,622.3 |
11,622.3 |
11,582.0 |
11,647.3 |
| PP |
11,568.2 |
11,568.2 |
11,568.2 |
11,580.6 |
| S1 |
11,518.3 |
11,518.3 |
11,563.0 |
11,543.3 |
| S2 |
11,464.2 |
11,464.2 |
11,553.4 |
|
| S3 |
11,360.2 |
11,414.3 |
11,543.9 |
|
| S4 |
11,256.2 |
11,310.3 |
11,515.3 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,677.5 |
12,528.0 |
11,794.2 |
|
| R3 |
12,274.5 |
12,125.0 |
11,683.3 |
|
| R2 |
11,871.5 |
11,871.5 |
11,646.4 |
|
| R1 |
11,722.0 |
11,722.0 |
11,609.4 |
11,796.8 |
| PP |
11,468.5 |
11,468.5 |
11,468.5 |
11,505.9 |
| S1 |
11,319.0 |
11,319.0 |
11,535.6 |
11,393.8 |
| S2 |
11,065.5 |
11,065.5 |
11,498.6 |
|
| S3 |
10,662.5 |
10,916.0 |
11,461.7 |
|
| S4 |
10,259.5 |
10,513.0 |
11,350.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,618.0 |
11,215.0 |
403.0 |
3.5% |
147.4 |
1.3% |
89% |
True |
False |
2,828 |
| 10 |
11,618.0 |
11,090.0 |
528.0 |
4.6% |
122.7 |
1.1% |
91% |
True |
False |
1,814 |
| 20 |
11,618.0 |
10,617.0 |
1,001.0 |
8.6% |
133.3 |
1.2% |
95% |
True |
False |
1,119 |
| 40 |
11,618.0 |
9,645.0 |
1,973.0 |
17.0% |
166.1 |
1.4% |
98% |
True |
False |
937 |
| 60 |
11,618.0 |
9,251.0 |
2,367.0 |
20.5% |
174.2 |
1.5% |
98% |
True |
False |
705 |
| 80 |
11,618.0 |
9,158.5 |
2,459.5 |
21.3% |
153.7 |
1.3% |
98% |
True |
False |
544 |
| 100 |
11,618.0 |
8,419.0 |
3,199.0 |
27.6% |
151.5 |
1.3% |
99% |
True |
False |
447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,060.0 |
|
2.618 |
11,890.3 |
|
1.618 |
11,786.3 |
|
1.000 |
11,722.0 |
|
0.618 |
11,682.3 |
|
HIGH |
11,618.0 |
|
0.618 |
11,578.3 |
|
0.500 |
11,566.0 |
|
0.382 |
11,553.7 |
|
LOW |
11,514.0 |
|
0.618 |
11,449.7 |
|
1.000 |
11,410.0 |
|
1.618 |
11,345.7 |
|
2.618 |
11,241.7 |
|
4.250 |
11,072.0 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,570.3 |
11,520.5 |
| PP |
11,568.2 |
11,468.5 |
| S1 |
11,566.0 |
11,416.5 |
|