| 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 |
11,530.0 |
11,587.5 |
57.5 |
0.5% |
11,413.0 |
| High |
11,625.0 |
11,592.0 |
-33.0 |
-0.3% |
11,618.0 |
| Low |
11,481.0 |
11,421.5 |
-59.5 |
-0.5% |
11,215.0 |
| Close |
11,597.5 |
11,539.5 |
-58.0 |
-0.5% |
11,572.5 |
| Range |
144.0 |
170.5 |
26.5 |
18.4% |
403.0 |
| ATR |
153.0 |
154.6 |
1.6 |
1.1% |
0.0 |
| Volume |
1,695 |
7,967 |
6,272 |
370.0% |
14,144 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,029.2 |
11,954.8 |
11,633.3 |
|
| R3 |
11,858.7 |
11,784.3 |
11,586.4 |
|
| R2 |
11,688.2 |
11,688.2 |
11,570.8 |
|
| R1 |
11,613.8 |
11,613.8 |
11,555.1 |
11,565.8 |
| PP |
11,517.7 |
11,517.7 |
11,517.7 |
11,493.6 |
| S1 |
11,443.3 |
11,443.3 |
11,523.9 |
11,395.3 |
| S2 |
11,347.2 |
11,347.2 |
11,508.2 |
|
| S3 |
11,176.7 |
11,272.8 |
11,492.6 |
|
| S4 |
11,006.2 |
11,102.3 |
11,445.7 |
|
|
| 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 |
3.6% |
152.0 |
1.3% |
79% |
False |
False |
3,604 |
| 10 |
11,625.0 |
11,195.0 |
430.0 |
3.7% |
133.1 |
1.2% |
80% |
False |
False |
2,696 |
| 20 |
11,625.0 |
10,716.0 |
909.0 |
7.9% |
130.5 |
1.1% |
91% |
False |
False |
1,558 |
| 40 |
11,625.0 |
9,645.0 |
1,980.0 |
17.2% |
164.1 |
1.4% |
96% |
False |
False |
1,162 |
| 60 |
11,625.0 |
9,251.0 |
2,374.0 |
20.6% |
175.5 |
1.5% |
96% |
False |
False |
864 |
| 80 |
11,625.0 |
9,158.5 |
2,466.5 |
21.4% |
156.2 |
1.4% |
97% |
False |
False |
664 |
| 100 |
11,625.0 |
8,419.0 |
3,206.0 |
27.8% |
151.3 |
1.3% |
97% |
False |
False |
541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,316.6 |
|
2.618 |
12,038.4 |
|
1.618 |
11,867.9 |
|
1.000 |
11,762.5 |
|
0.618 |
11,697.4 |
|
HIGH |
11,592.0 |
|
0.618 |
11,526.9 |
|
0.500 |
11,506.8 |
|
0.382 |
11,486.6 |
|
LOW |
11,421.5 |
|
0.618 |
11,316.1 |
|
1.000 |
11,251.0 |
|
1.618 |
11,145.6 |
|
2.618 |
10,975.1 |
|
4.250 |
10,696.9 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,528.6 |
11,534.1 |
| PP |
11,517.7 |
11,528.7 |
| S1 |
11,506.8 |
11,523.3 |
|