| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
3,524.0 |
3,531.0 |
7.0 |
0.2% |
3,519.0 |
| High |
3,544.0 |
3,534.0 |
-10.0 |
-0.3% |
3,560.0 |
| Low |
3,509.0 |
3,476.0 |
-33.0 |
-0.9% |
3,457.0 |
| Close |
3,534.0 |
3,497.0 |
-37.0 |
-1.0% |
3,543.0 |
| Range |
35.0 |
58.0 |
23.0 |
65.7% |
103.0 |
| ATR |
51.5 |
52.0 |
0.5 |
0.9% |
0.0 |
| Volume |
28,639 |
114,839 |
86,200 |
301.0% |
313,112 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,676.3 |
3,644.7 |
3,528.9 |
|
| R3 |
3,618.3 |
3,586.7 |
3,513.0 |
|
| R2 |
3,560.3 |
3,560.3 |
3,507.6 |
|
| R1 |
3,528.7 |
3,528.7 |
3,502.3 |
3,515.5 |
| PP |
3,502.3 |
3,502.3 |
3,502.3 |
3,495.8 |
| S1 |
3,470.7 |
3,470.7 |
3,491.7 |
3,457.5 |
| S2 |
3,444.3 |
3,444.3 |
3,486.4 |
|
| S3 |
3,386.3 |
3,412.7 |
3,481.1 |
|
| S4 |
3,328.3 |
3,354.7 |
3,465.1 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,829.0 |
3,789.0 |
3,599.7 |
|
| R3 |
3,726.0 |
3,686.0 |
3,571.3 |
|
| R2 |
3,623.0 |
3,623.0 |
3,561.9 |
|
| R1 |
3,583.0 |
3,583.0 |
3,552.4 |
3,603.0 |
| PP |
3,520.0 |
3,520.0 |
3,520.0 |
3,530.0 |
| S1 |
3,480.0 |
3,480.0 |
3,533.6 |
3,500.0 |
| S2 |
3,417.0 |
3,417.0 |
3,524.1 |
|
| S3 |
3,314.0 |
3,377.0 |
3,514.7 |
|
| S4 |
3,211.0 |
3,274.0 |
3,486.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,560.0 |
3,457.0 |
103.0 |
2.9% |
45.4 |
1.3% |
39% |
False |
False |
80,290 |
| 10 |
3,560.0 |
3,455.0 |
105.0 |
3.0% |
41.4 |
1.2% |
40% |
False |
False |
56,536 |
| 20 |
3,560.0 |
3,289.0 |
271.0 |
7.7% |
45.3 |
1.3% |
77% |
False |
False |
28,900 |
| 40 |
3,560.0 |
2,942.0 |
618.0 |
17.7% |
56.4 |
1.6% |
90% |
False |
False |
15,184 |
| 60 |
3,560.0 |
2,848.0 |
712.0 |
20.4% |
61.1 |
1.7% |
91% |
False |
False |
10,474 |
| 80 |
3,560.0 |
2,848.0 |
712.0 |
20.4% |
52.7 |
1.5% |
91% |
False |
False |
7,898 |
| 100 |
3,560.0 |
2,710.0 |
850.0 |
24.3% |
50.3 |
1.4% |
93% |
False |
False |
6,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,780.5 |
|
2.618 |
3,685.8 |
|
1.618 |
3,627.8 |
|
1.000 |
3,592.0 |
|
0.618 |
3,569.8 |
|
HIGH |
3,534.0 |
|
0.618 |
3,511.8 |
|
0.500 |
3,505.0 |
|
0.382 |
3,498.2 |
|
LOW |
3,476.0 |
|
0.618 |
3,440.2 |
|
1.000 |
3,418.0 |
|
1.618 |
3,382.2 |
|
2.618 |
3,324.2 |
|
4.250 |
3,229.5 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,505.0 |
3,518.0 |
| PP |
3,502.3 |
3,511.0 |
| S1 |
3,499.7 |
3,504.0 |
|