| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,843.0 |
11,850.0 |
7.0 |
0.1% |
11,519.0 |
| High |
11,852.0 |
11,978.0 |
126.0 |
1.1% |
11,978.0 |
| Low |
11,756.5 |
11,742.5 |
-14.0 |
-0.1% |
11,403.0 |
| Close |
11,793.5 |
11,899.0 |
105.5 |
0.9% |
11,899.0 |
| Range |
95.5 |
235.5 |
140.0 |
146.6% |
575.0 |
| ATR |
171.5 |
176.1 |
4.6 |
2.7% |
0.0 |
| Volume |
133,140 |
175,138 |
41,998 |
31.5% |
671,955 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,579.7 |
12,474.8 |
12,028.5 |
|
| R3 |
12,344.2 |
12,239.3 |
11,963.8 |
|
| R2 |
12,108.7 |
12,108.7 |
11,942.2 |
|
| R1 |
12,003.8 |
12,003.8 |
11,920.6 |
12,056.3 |
| PP |
11,873.2 |
11,873.2 |
11,873.2 |
11,899.4 |
| S1 |
11,768.3 |
11,768.3 |
11,877.4 |
11,820.8 |
| S2 |
11,637.7 |
11,637.7 |
11,855.8 |
|
| S3 |
11,402.2 |
11,532.8 |
11,834.2 |
|
| S4 |
11,166.7 |
11,297.3 |
11,769.5 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,485.0 |
13,267.0 |
12,215.3 |
|
| R3 |
12,910.0 |
12,692.0 |
12,057.1 |
|
| R2 |
12,335.0 |
12,335.0 |
12,004.4 |
|
| R1 |
12,117.0 |
12,117.0 |
11,951.7 |
12,226.0 |
| PP |
11,760.0 |
11,760.0 |
11,760.0 |
11,814.5 |
| S1 |
11,542.0 |
11,542.0 |
11,846.3 |
11,651.0 |
| S2 |
11,185.0 |
11,185.0 |
11,793.6 |
|
| S3 |
10,610.0 |
10,967.0 |
11,740.9 |
|
| S4 |
10,035.0 |
10,392.0 |
11,582.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,978.0 |
11,403.0 |
575.0 |
4.8% |
195.2 |
1.6% |
86% |
True |
False |
134,391 |
| 10 |
11,978.0 |
11,194.0 |
784.0 |
6.6% |
174.8 |
1.5% |
90% |
True |
False |
117,816 |
| 20 |
11,978.0 |
10,765.5 |
1,212.5 |
10.2% |
149.9 |
1.3% |
93% |
True |
False |
102,510 |
| 40 |
11,978.0 |
9,582.5 |
2,395.5 |
20.1% |
182.7 |
1.5% |
97% |
True |
False |
113,111 |
| 60 |
11,978.0 |
9,227.0 |
2,751.0 |
23.1% |
196.2 |
1.6% |
97% |
True |
False |
112,193 |
| 80 |
11,978.0 |
9,145.5 |
2,832.5 |
23.8% |
180.6 |
1.5% |
97% |
True |
False |
84,995 |
| 100 |
11,978.0 |
8,367.5 |
3,610.5 |
30.3% |
179.6 |
1.5% |
98% |
True |
False |
68,115 |
| 120 |
11,978.0 |
8,367.5 |
3,610.5 |
30.3% |
177.1 |
1.5% |
98% |
True |
False |
56,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,978.9 |
|
2.618 |
12,594.5 |
|
1.618 |
12,359.0 |
|
1.000 |
12,213.5 |
|
0.618 |
12,123.5 |
|
HIGH |
11,978.0 |
|
0.618 |
11,888.0 |
|
0.500 |
11,860.3 |
|
0.382 |
11,832.5 |
|
LOW |
11,742.5 |
|
0.618 |
11,597.0 |
|
1.000 |
11,507.0 |
|
1.618 |
11,361.5 |
|
2.618 |
11,126.0 |
|
4.250 |
10,741.6 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,886.1 |
11,850.8 |
| PP |
11,873.2 |
11,802.7 |
| S1 |
11,860.3 |
11,754.5 |
|