| 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 |
11,548.5 |
11,863.0 |
314.5 |
2.7% |
11,413.0 |
| High |
11,871.0 |
11,871.0 |
0.0 |
0.0% |
11,618.0 |
| Low |
11,548.5 |
11,775.5 |
227.0 |
2.0% |
11,215.0 |
| Close |
11,824.5 |
11,813.5 |
-11.0 |
-0.1% |
11,572.5 |
| Range |
322.5 |
95.5 |
-227.0 |
-70.4% |
403.0 |
| ATR |
167.2 |
162.1 |
-5.1 |
-3.1% |
0.0 |
| Volume |
41,632 |
27,866 |
-13,766 |
-33.1% |
14,144 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,106.5 |
12,055.5 |
11,866.0 |
|
| R3 |
12,011.0 |
11,960.0 |
11,839.8 |
|
| R2 |
11,915.5 |
11,915.5 |
11,831.0 |
|
| R1 |
11,864.5 |
11,864.5 |
11,822.3 |
11,842.3 |
| PP |
11,820.0 |
11,820.0 |
11,820.0 |
11,808.9 |
| S1 |
11,769.0 |
11,769.0 |
11,804.7 |
11,746.8 |
| S2 |
11,724.5 |
11,724.5 |
11,796.0 |
|
| S3 |
11,629.0 |
11,673.5 |
11,787.2 |
|
| S4 |
11,533.5 |
11,578.0 |
11,761.0 |
|
|
| 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% |
167.3 |
1.4% |
87% |
True |
False |
16,171 |
| 10 |
11,871.0 |
11,215.0 |
656.0 |
5.6% |
156.6 |
1.3% |
91% |
True |
False |
9,456 |
| 20 |
11,871.0 |
10,782.5 |
1,088.5 |
9.2% |
135.6 |
1.1% |
95% |
True |
False |
5,005 |
| 40 |
11,871.0 |
9,960.0 |
1,911.0 |
16.2% |
159.0 |
1.3% |
97% |
True |
False |
2,845 |
| 60 |
11,871.0 |
9,251.0 |
2,620.0 |
22.2% |
178.6 |
1.5% |
98% |
True |
False |
2,019 |
| 80 |
11,871.0 |
9,158.5 |
2,712.5 |
23.0% |
159.9 |
1.4% |
98% |
True |
False |
1,533 |
| 100 |
11,871.0 |
8,650.5 |
3,220.5 |
27.3% |
149.5 |
1.3% |
98% |
True |
False |
1,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,276.9 |
|
2.618 |
12,121.0 |
|
1.618 |
12,025.5 |
|
1.000 |
11,966.5 |
|
0.618 |
11,930.0 |
|
HIGH |
11,871.0 |
|
0.618 |
11,834.5 |
|
0.500 |
11,823.3 |
|
0.382 |
11,812.0 |
|
LOW |
11,775.5 |
|
0.618 |
11,716.5 |
|
1.000 |
11,680.0 |
|
1.618 |
11,621.0 |
|
2.618 |
11,525.5 |
|
4.250 |
11,369.6 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,823.3 |
11,757.8 |
| PP |
11,820.0 |
11,702.0 |
| S1 |
11,816.8 |
11,646.3 |
|