| 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 |
11,426.0 |
11,521.5 |
95.5 |
0.8% |
11,403.5 |
| High |
11,535.0 |
11,603.5 |
68.5 |
0.6% |
11,603.5 |
| Low |
11,408.5 |
11,495.5 |
87.0 |
0.8% |
11,194.0 |
| Close |
11,495.5 |
11,556.0 |
60.5 |
0.5% |
11,556.0 |
| Range |
126.5 |
108.0 |
-18.5 |
-14.6% |
409.5 |
| ATR |
170.2 |
165.8 |
-4.4 |
-2.6% |
0.0 |
| Volume |
92,736 |
81,576 |
-11,160 |
-12.0% |
506,212 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,875.7 |
11,823.8 |
11,615.4 |
|
| R3 |
11,767.7 |
11,715.8 |
11,585.7 |
|
| R2 |
11,659.7 |
11,659.7 |
11,575.8 |
|
| R1 |
11,607.8 |
11,607.8 |
11,565.9 |
11,633.8 |
| PP |
11,551.7 |
11,551.7 |
11,551.7 |
11,564.6 |
| S1 |
11,499.8 |
11,499.8 |
11,546.1 |
11,525.8 |
| S2 |
11,443.7 |
11,443.7 |
11,536.2 |
|
| S3 |
11,335.7 |
11,391.8 |
11,526.3 |
|
| S4 |
11,227.7 |
11,283.8 |
11,496.6 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,679.7 |
12,527.3 |
11,781.2 |
|
| R3 |
12,270.2 |
12,117.8 |
11,668.6 |
|
| R2 |
11,860.7 |
11,860.7 |
11,631.1 |
|
| R1 |
11,708.3 |
11,708.3 |
11,593.5 |
11,784.5 |
| PP |
11,451.2 |
11,451.2 |
11,451.2 |
11,489.3 |
| S1 |
11,298.8 |
11,298.8 |
11,518.5 |
11,375.0 |
| S2 |
11,041.7 |
11,041.7 |
11,480.9 |
|
| S3 |
10,632.2 |
10,889.3 |
11,443.4 |
|
| S4 |
10,222.7 |
10,479.8 |
11,330.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,603.5 |
11,194.0 |
409.5 |
3.5% |
154.3 |
1.3% |
88% |
True |
False |
101,242 |
| 10 |
11,603.5 |
11,070.0 |
533.5 |
4.6% |
130.9 |
1.1% |
91% |
True |
False |
92,149 |
| 20 |
11,603.5 |
10,592.5 |
1,011.0 |
8.7% |
145.3 |
1.3% |
95% |
True |
False |
94,861 |
| 40 |
11,603.5 |
9,582.5 |
2,021.0 |
17.5% |
186.9 |
1.6% |
98% |
True |
False |
116,449 |
| 60 |
11,603.5 |
9,227.0 |
2,376.5 |
20.6% |
195.5 |
1.7% |
98% |
True |
False |
101,447 |
| 80 |
11,603.5 |
9,145.5 |
2,458.0 |
21.3% |
177.7 |
1.5% |
98% |
True |
False |
76,635 |
| 100 |
11,603.5 |
8,367.5 |
3,236.0 |
28.0% |
181.7 |
1.6% |
99% |
True |
False |
61,431 |
| 120 |
11,603.5 |
8,367.5 |
3,236.0 |
28.0% |
171.2 |
1.5% |
99% |
True |
False |
51,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,062.5 |
|
2.618 |
11,886.2 |
|
1.618 |
11,778.2 |
|
1.000 |
11,711.5 |
|
0.618 |
11,670.2 |
|
HIGH |
11,603.5 |
|
0.618 |
11,562.2 |
|
0.500 |
11,549.5 |
|
0.382 |
11,536.8 |
|
LOW |
11,495.5 |
|
0.618 |
11,428.8 |
|
1.000 |
11,387.5 |
|
1.618 |
11,320.8 |
|
2.618 |
11,212.8 |
|
4.250 |
11,036.5 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,553.8 |
11,503.6 |
| PP |
11,551.7 |
11,451.2 |
| S1 |
11,549.5 |
11,398.8 |
|