| 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 |
11,863.0 |
11,867.5 |
4.5 |
0.0% |
11,530.0 |
| High |
11,871.0 |
11,998.0 |
127.0 |
1.1% |
11,998.0 |
| Low |
11,775.5 |
11,762.0 |
-13.5 |
-0.1% |
11,421.5 |
| Close |
11,813.5 |
11,919.0 |
105.5 |
0.9% |
11,919.0 |
| Range |
95.5 |
236.0 |
140.5 |
147.1% |
576.5 |
| ATR |
162.1 |
167.4 |
5.3 |
3.3% |
0.0 |
| Volume |
27,866 |
56,678 |
28,812 |
103.4% |
135,838 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,601.0 |
12,496.0 |
12,048.8 |
|
| R3 |
12,365.0 |
12,260.0 |
11,983.9 |
|
| R2 |
12,129.0 |
12,129.0 |
11,962.3 |
|
| R1 |
12,024.0 |
12,024.0 |
11,940.6 |
12,076.5 |
| PP |
11,893.0 |
11,893.0 |
11,893.0 |
11,919.3 |
| S1 |
11,788.0 |
11,788.0 |
11,897.4 |
11,840.5 |
| S2 |
11,657.0 |
11,657.0 |
11,875.7 |
|
| S3 |
11,421.0 |
11,552.0 |
11,854.1 |
|
| S4 |
11,185.0 |
11,316.0 |
11,789.2 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,509.0 |
13,290.5 |
12,236.1 |
|
| R3 |
12,932.5 |
12,714.0 |
12,077.5 |
|
| R2 |
12,356.0 |
12,356.0 |
12,024.7 |
|
| R1 |
12,137.5 |
12,137.5 |
11,971.8 |
12,246.8 |
| PP |
11,779.5 |
11,779.5 |
11,779.5 |
11,834.1 |
| S1 |
11,561.0 |
11,561.0 |
11,866.2 |
11,670.3 |
| S2 |
11,203.0 |
11,203.0 |
11,813.3 |
|
| S3 |
10,626.5 |
10,984.5 |
11,760.5 |
|
| S4 |
10,050.0 |
10,408.0 |
11,601.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,998.0 |
11,421.5 |
576.5 |
4.8% |
193.7 |
1.6% |
86% |
True |
False |
27,167 |
| 10 |
11,998.0 |
11,215.0 |
783.0 |
6.6% |
170.6 |
1.4% |
90% |
True |
False |
14,998 |
| 20 |
11,998.0 |
10,782.5 |
1,215.5 |
10.2% |
144.5 |
1.2% |
94% |
True |
False |
7,832 |
| 40 |
11,998.0 |
10,170.0 |
1,828.0 |
15.3% |
156.0 |
1.3% |
96% |
True |
False |
4,250 |
| 60 |
11,998.0 |
9,251.0 |
2,747.0 |
23.0% |
178.9 |
1.5% |
97% |
True |
False |
2,962 |
| 80 |
11,998.0 |
9,158.5 |
2,839.5 |
23.8% |
161.8 |
1.4% |
97% |
True |
False |
2,241 |
| 100 |
11,998.0 |
8,684.0 |
3,314.0 |
27.8% |
149.8 |
1.3% |
98% |
True |
False |
1,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,001.0 |
|
2.618 |
12,615.8 |
|
1.618 |
12,379.8 |
|
1.000 |
12,234.0 |
|
0.618 |
12,143.8 |
|
HIGH |
11,998.0 |
|
0.618 |
11,907.8 |
|
0.500 |
11,880.0 |
|
0.382 |
11,852.2 |
|
LOW |
11,762.0 |
|
0.618 |
11,616.2 |
|
1.000 |
11,526.0 |
|
1.618 |
11,380.2 |
|
2.618 |
11,144.2 |
|
4.250 |
10,759.0 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,906.0 |
11,870.4 |
| PP |
11,893.0 |
11,821.8 |
| S1 |
11,880.0 |
11,773.3 |
|