| 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 |
11,535.0 |
11,530.0 |
-5.0 |
0.0% |
11,413.0 |
| High |
11,618.0 |
11,625.0 |
7.0 |
0.1% |
11,618.0 |
| Low |
11,514.0 |
11,481.0 |
-33.0 |
-0.3% |
11,215.0 |
| Close |
11,572.5 |
11,597.5 |
25.0 |
0.2% |
11,572.5 |
| Range |
104.0 |
144.0 |
40.0 |
38.5% |
403.0 |
| ATR |
153.6 |
153.0 |
-0.7 |
-0.4% |
0.0 |
| Volume |
1,695 |
1,695 |
0 |
0.0% |
14,144 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,999.8 |
11,942.7 |
11,676.7 |
|
| R3 |
11,855.8 |
11,798.7 |
11,637.1 |
|
| R2 |
11,711.8 |
11,711.8 |
11,623.9 |
|
| R1 |
11,654.7 |
11,654.7 |
11,610.7 |
11,683.3 |
| PP |
11,567.8 |
11,567.8 |
11,567.8 |
11,582.1 |
| S1 |
11,510.7 |
11,510.7 |
11,584.3 |
11,539.3 |
| S2 |
11,423.8 |
11,423.8 |
11,571.1 |
|
| S3 |
11,279.8 |
11,366.7 |
11,557.9 |
|
| S4 |
11,135.8 |
11,222.7 |
11,518.3 |
|
|
| 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 |
11,625.0 |
11,215.0 |
410.0 |
3.5% |
159.8 |
1.4% |
93% |
True |
False |
3,019 |
| 10 |
11,625.0 |
11,111.0 |
514.0 |
4.4% |
129.6 |
1.1% |
95% |
True |
False |
1,956 |
| 20 |
11,625.0 |
10,622.5 |
1,002.5 |
8.6% |
132.1 |
1.1% |
97% |
True |
False |
1,177 |
| 40 |
11,625.0 |
9,645.0 |
1,980.0 |
17.1% |
165.0 |
1.4% |
99% |
True |
False |
975 |
| 60 |
11,625.0 |
9,251.0 |
2,374.0 |
20.5% |
174.9 |
1.5% |
99% |
True |
False |
733 |
| 80 |
11,625.0 |
9,158.5 |
2,466.5 |
21.3% |
154.8 |
1.3% |
99% |
True |
False |
565 |
| 100 |
11,625.0 |
8,419.0 |
3,206.0 |
27.6% |
151.1 |
1.3% |
99% |
True |
False |
461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,237.0 |
|
2.618 |
12,002.0 |
|
1.618 |
11,858.0 |
|
1.000 |
11,769.0 |
|
0.618 |
11,714.0 |
|
HIGH |
11,625.0 |
|
0.618 |
11,570.0 |
|
0.500 |
11,553.0 |
|
0.382 |
11,536.0 |
|
LOW |
11,481.0 |
|
0.618 |
11,392.0 |
|
1.000 |
11,337.0 |
|
1.618 |
11,248.0 |
|
2.618 |
11,104.0 |
|
4.250 |
10,869.0 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,582.7 |
11,574.3 |
| PP |
11,567.8 |
11,551.2 |
| S1 |
11,553.0 |
11,528.0 |
|