| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1,202.7 |
1,201.2 |
-1.5 |
-0.1% |
1,218.6 |
| High |
1,209.0 |
1,201.2 |
-7.8 |
-0.6% |
1,224.0 |
| Low |
1,197.9 |
1,165.1 |
-32.8 |
-2.7% |
1,165.1 |
| Close |
1,198.1 |
1,166.2 |
-31.9 |
-2.7% |
1,166.2 |
| Range |
11.1 |
36.1 |
25.0 |
225.2% |
58.9 |
| ATR |
15.4 |
16.9 |
1.5 |
9.6% |
0.0 |
| Volume |
1,551 |
1,116 |
-435 |
-28.0% |
9,728 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.8 |
1,262.1 |
1,186.1 |
|
| R3 |
1,249.7 |
1,226.0 |
1,176.1 |
|
| R2 |
1,213.6 |
1,213.6 |
1,172.8 |
|
| R1 |
1,189.9 |
1,189.9 |
1,169.5 |
1,183.7 |
| PP |
1,177.5 |
1,177.5 |
1,177.5 |
1,174.4 |
| S1 |
1,153.8 |
1,153.8 |
1,162.9 |
1,147.6 |
| S2 |
1,141.4 |
1,141.4 |
1,159.6 |
|
| S3 |
1,105.3 |
1,117.7 |
1,156.3 |
|
| S4 |
1,069.2 |
1,081.6 |
1,146.3 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.8 |
1,322.9 |
1,198.6 |
|
| R3 |
1,302.9 |
1,264.0 |
1,182.4 |
|
| R2 |
1,244.0 |
1,244.0 |
1,177.0 |
|
| R1 |
1,205.1 |
1,205.1 |
1,171.6 |
1,195.1 |
| PP |
1,185.1 |
1,185.1 |
1,185.1 |
1,180.1 |
| S1 |
1,146.2 |
1,146.2 |
1,160.8 |
1,136.2 |
| S2 |
1,126.2 |
1,126.2 |
1,155.4 |
|
| S3 |
1,067.3 |
1,087.3 |
1,150.0 |
|
| S4 |
1,008.4 |
1,028.4 |
1,133.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,224.0 |
1,165.1 |
58.9 |
5.1% |
17.5 |
1.5% |
2% |
False |
True |
1,945 |
| 10 |
1,224.0 |
1,165.1 |
58.9 |
5.1% |
14.8 |
1.3% |
2% |
False |
True |
1,760 |
| 20 |
1,268.6 |
1,165.1 |
103.5 |
8.9% |
15.1 |
1.3% |
1% |
False |
True |
1,612 |
| 40 |
1,309.0 |
1,165.1 |
143.9 |
12.3% |
16.5 |
1.4% |
1% |
False |
True |
1,496 |
| 60 |
1,309.0 |
1,165.1 |
143.9 |
12.3% |
15.4 |
1.3% |
1% |
False |
True |
1,208 |
| 80 |
1,309.0 |
1,147.8 |
161.2 |
13.8% |
15.0 |
1.3% |
11% |
False |
False |
1,062 |
| 100 |
1,309.0 |
1,135.3 |
173.7 |
14.9% |
13.8 |
1.2% |
18% |
False |
False |
898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,354.6 |
|
2.618 |
1,295.7 |
|
1.618 |
1,259.6 |
|
1.000 |
1,237.3 |
|
0.618 |
1,223.5 |
|
HIGH |
1,201.2 |
|
0.618 |
1,187.4 |
|
0.500 |
1,183.2 |
|
0.382 |
1,178.9 |
|
LOW |
1,165.1 |
|
0.618 |
1,142.8 |
|
1.000 |
1,129.0 |
|
1.618 |
1,106.7 |
|
2.618 |
1,070.6 |
|
4.250 |
1,011.7 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,183.2 |
1,187.1 |
| PP |
1,177.5 |
1,180.1 |
| S1 |
1,171.9 |
1,173.2 |
|