| 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 |
11,575.0 |
11,536.5 |
-38.5 |
-0.3% |
11,403.5 |
| High |
11,578.0 |
11,854.5 |
276.5 |
2.4% |
11,603.5 |
| Low |
11,403.0 |
11,531.0 |
128.0 |
1.1% |
11,194.0 |
| Close |
11,522.0 |
11,807.5 |
285.5 |
2.5% |
11,556.0 |
| Range |
175.0 |
323.5 |
148.5 |
84.9% |
409.5 |
| ATR |
165.4 |
177.3 |
11.9 |
7.2% |
0.0 |
| Volume |
141,832 |
140,269 |
-1,563 |
-1.1% |
506,212 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,701.5 |
12,578.0 |
11,985.4 |
|
| R3 |
12,378.0 |
12,254.5 |
11,896.5 |
|
| R2 |
12,054.5 |
12,054.5 |
11,866.8 |
|
| R1 |
11,931.0 |
11,931.0 |
11,837.2 |
11,992.8 |
| PP |
11,731.0 |
11,731.0 |
11,731.0 |
11,761.9 |
| S1 |
11,607.5 |
11,607.5 |
11,777.8 |
11,669.3 |
| S2 |
11,407.5 |
11,407.5 |
11,748.2 |
|
| S3 |
11,084.0 |
11,284.0 |
11,718.5 |
|
| S4 |
10,760.5 |
10,960.5 |
11,629.6 |
|
|
| 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 |
11,854.5 |
11,403.0 |
451.5 |
3.8% |
175.9 |
1.5% |
90% |
True |
False |
107,597 |
| 10 |
11,854.5 |
11,189.0 |
665.5 |
5.6% |
166.2 |
1.4% |
93% |
True |
False |
104,422 |
| 20 |
11,854.5 |
10,698.0 |
1,156.5 |
9.8% |
150.8 |
1.3% |
96% |
True |
False |
97,006 |
| 40 |
11,854.5 |
9,582.5 |
2,272.0 |
19.2% |
185.2 |
1.6% |
98% |
True |
False |
115,110 |
| 60 |
11,854.5 |
9,227.0 |
2,627.5 |
22.3% |
196.3 |
1.7% |
98% |
True |
False |
107,341 |
| 80 |
11,854.5 |
9,145.5 |
2,709.0 |
22.9% |
179.4 |
1.5% |
98% |
True |
False |
81,156 |
| 100 |
11,854.5 |
8,367.5 |
3,487.0 |
29.5% |
181.5 |
1.5% |
99% |
True |
False |
65,042 |
| 120 |
11,854.5 |
8,367.5 |
3,487.0 |
29.5% |
175.4 |
1.5% |
99% |
True |
False |
54,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,229.4 |
|
2.618 |
12,701.4 |
|
1.618 |
12,377.9 |
|
1.000 |
12,178.0 |
|
0.618 |
12,054.4 |
|
HIGH |
11,854.5 |
|
0.618 |
11,730.9 |
|
0.500 |
11,692.8 |
|
0.382 |
11,654.6 |
|
LOW |
11,531.0 |
|
0.618 |
11,331.1 |
|
1.000 |
11,207.5 |
|
1.618 |
11,007.6 |
|
2.618 |
10,684.1 |
|
4.250 |
10,156.1 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,769.3 |
11,747.9 |
| PP |
11,731.0 |
11,688.3 |
| S1 |
11,692.8 |
11,628.8 |
|