| 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 |
4,408.00 |
4,328.50 |
-79.50 |
-1.8% |
4,443.75 |
| High |
4,408.00 |
4,340.75 |
-67.25 |
-1.5% |
4,476.50 |
| Low |
4,322.50 |
4,298.25 |
-24.25 |
-0.6% |
4,382.75 |
| Close |
4,324.75 |
4,301.25 |
-23.50 |
-0.5% |
4,398.50 |
| Range |
85.50 |
42.50 |
-43.00 |
-50.3% |
93.75 |
| ATR |
45.01 |
44.83 |
-0.18 |
-0.4% |
0.00 |
| Volume |
9,338 |
26,027 |
16,689 |
178.7% |
4,647 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,441.00 |
4,413.50 |
4,324.50 |
|
| R3 |
4,398.50 |
4,371.00 |
4,313.00 |
|
| R2 |
4,356.00 |
4,356.00 |
4,309.00 |
|
| R1 |
4,328.50 |
4,328.50 |
4,305.25 |
4,321.00 |
| PP |
4,313.50 |
4,313.50 |
4,313.50 |
4,309.50 |
| S1 |
4,286.00 |
4,286.00 |
4,297.25 |
4,278.50 |
| S2 |
4,271.00 |
4,271.00 |
4,293.50 |
|
| S3 |
4,228.50 |
4,243.50 |
4,289.50 |
|
| S4 |
4,186.00 |
4,201.00 |
4,278.00 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,700.50 |
4,643.25 |
4,450.00 |
|
| R3 |
4,606.75 |
4,549.50 |
4,424.25 |
|
| R2 |
4,513.00 |
4,513.00 |
4,415.75 |
|
| R1 |
4,455.75 |
4,455.75 |
4,407.00 |
4,437.50 |
| PP |
4,419.25 |
4,419.25 |
4,419.25 |
4,410.00 |
| S1 |
4,362.00 |
4,362.00 |
4,390.00 |
4,343.75 |
| S2 |
4,325.50 |
4,325.50 |
4,381.25 |
|
| S3 |
4,231.75 |
4,268.25 |
4,372.75 |
|
| S4 |
4,138.00 |
4,174.50 |
4,347.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,462.00 |
4,298.25 |
163.75 |
3.8% |
51.50 |
1.2% |
2% |
False |
True |
8,983 |
| 10 |
4,476.50 |
4,298.25 |
178.25 |
4.1% |
43.00 |
1.0% |
2% |
False |
True |
4,704 |
| 20 |
4,476.50 |
4,264.50 |
212.00 |
4.9% |
37.50 |
0.9% |
17% |
False |
False |
2,419 |
| 40 |
4,476.50 |
4,039.00 |
437.50 |
10.2% |
50.75 |
1.2% |
60% |
False |
False |
1,232 |
| 60 |
4,476.50 |
4,039.00 |
437.50 |
10.2% |
49.00 |
1.1% |
60% |
False |
False |
827 |
| 80 |
4,476.50 |
4,039.00 |
437.50 |
10.2% |
40.75 |
0.9% |
60% |
False |
False |
621 |
| 100 |
4,476.50 |
3,722.75 |
753.75 |
17.5% |
34.00 |
0.8% |
77% |
False |
False |
497 |
| 120 |
4,476.50 |
3,722.75 |
753.75 |
17.5% |
30.25 |
0.7% |
77% |
False |
False |
415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,521.50 |
|
2.618 |
4,452.00 |
|
1.618 |
4,409.50 |
|
1.000 |
4,383.25 |
|
0.618 |
4,367.00 |
|
HIGH |
4,340.75 |
|
0.618 |
4,324.50 |
|
0.500 |
4,319.50 |
|
0.382 |
4,314.50 |
|
LOW |
4,298.25 |
|
0.618 |
4,272.00 |
|
1.000 |
4,255.75 |
|
1.618 |
4,229.50 |
|
2.618 |
4,187.00 |
|
4.250 |
4,117.50 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,319.50 |
4,353.75 |
| PP |
4,313.50 |
4,336.25 |
| S1 |
4,307.25 |
4,318.75 |
|