| 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 |
11,587.5 |
11,548.5 |
-39.0 |
-0.3% |
11,413.0 |
| High |
11,592.0 |
11,871.0 |
279.0 |
2.4% |
11,618.0 |
| Low |
11,421.5 |
11,548.5 |
127.0 |
1.1% |
11,215.0 |
| Close |
11,539.5 |
11,824.5 |
285.0 |
2.5% |
11,572.5 |
| Range |
170.5 |
322.5 |
152.0 |
89.1% |
403.0 |
| ATR |
154.6 |
167.2 |
12.6 |
8.2% |
0.0 |
| Volume |
7,967 |
41,632 |
33,665 |
422.6% |
14,144 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,715.5 |
12,592.5 |
12,001.9 |
|
| R3 |
12,393.0 |
12,270.0 |
11,913.2 |
|
| R2 |
12,070.5 |
12,070.5 |
11,883.6 |
|
| R1 |
11,947.5 |
11,947.5 |
11,854.1 |
12,009.0 |
| PP |
11,748.0 |
11,748.0 |
11,748.0 |
11,778.8 |
| S1 |
11,625.0 |
11,625.0 |
11,794.9 |
11,686.5 |
| S2 |
11,425.5 |
11,425.5 |
11,765.4 |
|
| S3 |
11,103.0 |
11,302.5 |
11,735.8 |
|
| S4 |
10,780.5 |
10,980.0 |
11,647.1 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,677.5 |
12,528.0 |
11,794.2 |
|
| R3 |
12,274.5 |
12,125.0 |
11,683.3 |
|
| R2 |
11,871.5 |
11,871.5 |
11,646.4 |
|
| R1 |
11,722.0 |
11,722.0 |
11,609.4 |
11,796.8 |
| PP |
11,468.5 |
11,468.5 |
11,468.5 |
11,505.9 |
| S1 |
11,319.0 |
11,319.0 |
11,535.6 |
11,393.8 |
| S2 |
11,065.5 |
11,065.5 |
11,498.6 |
|
| S3 |
10,662.5 |
10,916.0 |
11,461.7 |
|
| S4 |
10,259.5 |
10,513.0 |
11,350.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,871.0 |
11,421.5 |
449.5 |
3.8% |
172.3 |
1.5% |
90% |
True |
False |
11,007 |
| 10 |
11,871.0 |
11,208.0 |
663.0 |
5.6% |
160.9 |
1.4% |
93% |
True |
False |
6,776 |
| 20 |
11,871.0 |
10,757.0 |
1,114.0 |
9.4% |
142.4 |
1.2% |
96% |
True |
False |
3,632 |
| 40 |
11,871.0 |
9,645.0 |
2,226.0 |
18.8% |
167.6 |
1.4% |
98% |
True |
False |
2,193 |
| 60 |
11,871.0 |
9,251.0 |
2,620.0 |
22.2% |
178.7 |
1.5% |
98% |
True |
False |
1,556 |
| 80 |
11,871.0 |
9,158.5 |
2,712.5 |
22.9% |
159.7 |
1.4% |
98% |
True |
False |
1,184 |
| 100 |
11,871.0 |
8,419.0 |
3,452.0 |
29.2% |
151.1 |
1.3% |
99% |
True |
False |
957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,241.6 |
|
2.618 |
12,715.3 |
|
1.618 |
12,392.8 |
|
1.000 |
12,193.5 |
|
0.618 |
12,070.3 |
|
HIGH |
11,871.0 |
|
0.618 |
11,747.8 |
|
0.500 |
11,709.8 |
|
0.382 |
11,671.7 |
|
LOW |
11,548.5 |
|
0.618 |
11,349.2 |
|
1.000 |
11,226.0 |
|
1.618 |
11,026.7 |
|
2.618 |
10,704.2 |
|
4.250 |
10,177.9 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,786.3 |
11,765.1 |
| PP |
11,748.0 |
11,705.7 |
| S1 |
11,709.8 |
11,646.3 |
|