| 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 |
11,521.5 |
11,519.0 |
-2.5 |
0.0% |
11,403.5 |
| High |
11,603.5 |
11,609.5 |
6.0 |
0.1% |
11,603.5 |
| Low |
11,495.5 |
11,463.0 |
-32.5 |
-0.3% |
11,194.0 |
| Close |
11,556.0 |
11,581.0 |
25.0 |
0.2% |
11,556.0 |
| Range |
108.0 |
146.5 |
38.5 |
35.6% |
409.5 |
| ATR |
165.8 |
164.4 |
-1.4 |
-0.8% |
0.0 |
| Volume |
81,576 |
81,576 |
0 |
0.0% |
506,212 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,990.7 |
11,932.3 |
11,661.6 |
|
| R3 |
11,844.2 |
11,785.8 |
11,621.3 |
|
| R2 |
11,697.7 |
11,697.7 |
11,607.9 |
|
| R1 |
11,639.3 |
11,639.3 |
11,594.4 |
11,668.5 |
| PP |
11,551.2 |
11,551.2 |
11,551.2 |
11,565.8 |
| S1 |
11,492.8 |
11,492.8 |
11,567.6 |
11,522.0 |
| S2 |
11,404.7 |
11,404.7 |
11,554.1 |
|
| S3 |
11,258.2 |
11,346.3 |
11,540.7 |
|
| S4 |
11,111.7 |
11,199.8 |
11,500.4 |
|
|
| 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 |
11,609.5 |
11,194.0 |
415.5 |
3.6% |
165.2 |
1.4% |
93% |
True |
False |
97,125 |
| 10 |
11,609.5 |
11,090.0 |
519.5 |
4.5% |
136.4 |
1.2% |
95% |
True |
False |
91,563 |
| 20 |
11,609.5 |
10,592.5 |
1,017.0 |
8.8% |
146.0 |
1.3% |
97% |
True |
False |
93,049 |
| 40 |
11,609.5 |
9,582.5 |
2,027.0 |
17.5% |
184.4 |
1.6% |
99% |
True |
False |
114,966 |
| 60 |
11,609.5 |
9,227.0 |
2,382.5 |
20.6% |
193.4 |
1.7% |
99% |
True |
False |
102,752 |
| 80 |
11,609.5 |
9,145.5 |
2,464.0 |
21.3% |
177.3 |
1.5% |
99% |
True |
False |
77,648 |
| 100 |
11,609.5 |
8,367.5 |
3,242.0 |
28.0% |
180.8 |
1.6% |
99% |
True |
False |
62,237 |
| 120 |
11,609.5 |
8,367.5 |
3,242.0 |
28.0% |
172.1 |
1.5% |
99% |
True |
False |
51,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,232.1 |
|
2.618 |
11,993.0 |
|
1.618 |
11,846.5 |
|
1.000 |
11,756.0 |
|
0.618 |
11,700.0 |
|
HIGH |
11,609.5 |
|
0.618 |
11,553.5 |
|
0.500 |
11,536.3 |
|
0.382 |
11,519.0 |
|
LOW |
11,463.0 |
|
0.618 |
11,372.5 |
|
1.000 |
11,316.5 |
|
1.618 |
11,226.0 |
|
2.618 |
11,079.5 |
|
4.250 |
10,840.4 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,566.1 |
11,557.0 |
| PP |
11,551.2 |
11,533.0 |
| S1 |
11,536.3 |
11,509.0 |
|