| 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 |
1,222.3 |
1,210.0 |
-12.3 |
-1.0% |
1,232.1 |
| High |
1,222.9 |
1,218.7 |
-4.2 |
-0.3% |
1,243.6 |
| Low |
1,203.5 |
1,204.1 |
0.6 |
0.0% |
1,214.1 |
| Close |
1,207.3 |
1,215.3 |
8.0 |
0.7% |
1,218.6 |
| Range |
19.4 |
14.6 |
-4.8 |
-24.7% |
29.5 |
| ATR |
15.1 |
15.0 |
0.0 |
-0.2% |
0.0 |
| Volume |
99,629 |
101,539 |
1,910 |
1.9% |
420,059 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.5 |
1,250.5 |
1,223.3 |
|
| R3 |
1,242.0 |
1,236.0 |
1,219.3 |
|
| R2 |
1,227.3 |
1,227.3 |
1,218.0 |
|
| R1 |
1,221.3 |
1,221.3 |
1,216.8 |
1,224.3 |
| PP |
1,212.8 |
1,212.8 |
1,212.8 |
1,214.3 |
| S1 |
1,206.8 |
1,206.8 |
1,214.0 |
1,209.8 |
| S2 |
1,198.0 |
1,198.0 |
1,212.5 |
|
| S3 |
1,183.5 |
1,192.0 |
1,211.3 |
|
| S4 |
1,169.0 |
1,177.5 |
1,207.3 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,314.0 |
1,295.8 |
1,234.8 |
|
| R3 |
1,284.5 |
1,266.3 |
1,226.8 |
|
| R2 |
1,255.0 |
1,255.0 |
1,224.0 |
|
| R1 |
1,236.8 |
1,236.8 |
1,221.3 |
1,231.0 |
| PP |
1,225.5 |
1,225.5 |
1,225.5 |
1,222.5 |
| S1 |
1,207.3 |
1,207.3 |
1,216.0 |
1,201.5 |
| S2 |
1,196.0 |
1,196.0 |
1,213.3 |
|
| S3 |
1,166.5 |
1,177.8 |
1,210.5 |
|
| S4 |
1,137.0 |
1,148.3 |
1,202.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,234.7 |
1,203.5 |
31.2 |
2.6% |
14.8 |
1.2% |
38% |
False |
False |
91,384 |
| 10 |
1,243.6 |
1,203.5 |
40.1 |
3.3% |
12.8 |
1.0% |
29% |
False |
False |
83,920 |
| 20 |
1,243.6 |
1,191.2 |
52.4 |
4.3% |
12.5 |
1.0% |
46% |
False |
False |
79,494 |
| 40 |
1,243.6 |
1,139.4 |
104.2 |
8.6% |
19.0 |
1.6% |
73% |
False |
False |
97,113 |
| 60 |
1,243.6 |
1,128.2 |
115.4 |
9.5% |
19.3 |
1.6% |
75% |
False |
False |
104,349 |
| 80 |
1,243.6 |
1,128.2 |
115.4 |
9.5% |
18.5 |
1.5% |
75% |
False |
False |
80,048 |
| 100 |
1,243.6 |
1,044.9 |
198.7 |
16.3% |
17.0 |
1.4% |
86% |
False |
False |
64,044 |
| 120 |
1,243.6 |
1,038.8 |
204.8 |
16.9% |
16.3 |
1.3% |
86% |
False |
False |
53,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,280.8 |
|
2.618 |
1,257.0 |
|
1.618 |
1,242.3 |
|
1.000 |
1,233.3 |
|
0.618 |
1,227.8 |
|
HIGH |
1,218.8 |
|
0.618 |
1,213.0 |
|
0.500 |
1,211.5 |
|
0.382 |
1,209.8 |
|
LOW |
1,204.0 |
|
0.618 |
1,195.0 |
|
1.000 |
1,189.5 |
|
1.618 |
1,180.5 |
|
2.618 |
1,166.0 |
|
4.250 |
1,142.0 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,214.0 |
1,215.0 |
| PP |
1,212.8 |
1,214.5 |
| S1 |
1,211.5 |
1,214.0 |
|