| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,536.5 |
11,843.0 |
306.5 |
2.7% |
11,403.5 |
| High |
11,854.5 |
11,852.0 |
-2.5 |
0.0% |
11,603.5 |
| Low |
11,531.0 |
11,756.5 |
225.5 |
2.0% |
11,194.0 |
| Close |
11,807.5 |
11,793.5 |
-14.0 |
-0.1% |
11,556.0 |
| Range |
323.5 |
95.5 |
-228.0 |
-70.5% |
409.5 |
| ATR |
177.3 |
171.5 |
-5.8 |
-3.3% |
0.0 |
| Volume |
140,269 |
133,140 |
-7,129 |
-5.1% |
506,212 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,087.2 |
12,035.8 |
11,846.0 |
|
| R3 |
11,991.7 |
11,940.3 |
11,819.8 |
|
| R2 |
11,896.2 |
11,896.2 |
11,811.0 |
|
| R1 |
11,844.8 |
11,844.8 |
11,802.3 |
11,822.8 |
| PP |
11,800.7 |
11,800.7 |
11,800.7 |
11,789.6 |
| S1 |
11,749.3 |
11,749.3 |
11,784.7 |
11,727.3 |
| S2 |
11,705.2 |
11,705.2 |
11,776.0 |
|
| S3 |
11,609.7 |
11,653.8 |
11,767.2 |
|
| S4 |
11,514.2 |
11,558.3 |
11,741.0 |
|
|
| 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% |
169.7 |
1.4% |
86% |
False |
False |
115,678 |
| 10 |
11,854.5 |
11,194.0 |
660.5 |
5.6% |
161.1 |
1.4% |
91% |
False |
False |
108,611 |
| 20 |
11,854.5 |
10,732.0 |
1,122.5 |
9.5% |
150.4 |
1.3% |
95% |
False |
False |
97,985 |
| 40 |
11,854.5 |
9,582.5 |
2,272.0 |
19.3% |
181.9 |
1.5% |
97% |
False |
False |
114,022 |
| 60 |
11,854.5 |
9,227.0 |
2,627.5 |
22.3% |
195.1 |
1.7% |
98% |
False |
False |
109,509 |
| 80 |
11,854.5 |
9,145.5 |
2,709.0 |
23.0% |
179.8 |
1.5% |
98% |
False |
False |
82,818 |
| 100 |
11,854.5 |
8,367.5 |
3,487.0 |
29.6% |
181.0 |
1.5% |
98% |
False |
False |
66,371 |
| 120 |
11,854.5 |
8,367.5 |
3,487.0 |
29.6% |
175.6 |
1.5% |
98% |
False |
False |
55,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,257.9 |
|
2.618 |
12,102.0 |
|
1.618 |
12,006.5 |
|
1.000 |
11,947.5 |
|
0.618 |
11,911.0 |
|
HIGH |
11,852.0 |
|
0.618 |
11,815.5 |
|
0.500 |
11,804.3 |
|
0.382 |
11,793.0 |
|
LOW |
11,756.5 |
|
0.618 |
11,697.5 |
|
1.000 |
11,661.0 |
|
1.618 |
11,602.0 |
|
2.618 |
11,506.5 |
|
4.250 |
11,350.6 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,804.3 |
11,738.6 |
| PP |
11,800.7 |
11,683.7 |
| S1 |
11,797.1 |
11,628.8 |
|