| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1,201.2 |
1,170.0 |
-31.2 |
-2.6% |
1,218.6 |
| High |
1,201.2 |
1,176.1 |
-25.1 |
-2.1% |
1,224.0 |
| Low |
1,165.1 |
1,168.0 |
2.9 |
0.2% |
1,165.1 |
| Close |
1,166.2 |
1,168.5 |
2.3 |
0.2% |
1,166.2 |
| Range |
36.1 |
8.1 |
-28.0 |
-77.6% |
58.9 |
| ATR |
16.9 |
16.4 |
-0.5 |
-3.0% |
0.0 |
| Volume |
1,116 |
3,859 |
2,743 |
245.8% |
9,728 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,195.2 |
1,189.9 |
1,173.0 |
|
| R3 |
1,187.1 |
1,181.8 |
1,170.7 |
|
| R2 |
1,179.0 |
1,179.0 |
1,170.0 |
|
| R1 |
1,173.7 |
1,173.7 |
1,169.2 |
1,172.3 |
| PP |
1,170.9 |
1,170.9 |
1,170.9 |
1,170.2 |
| S1 |
1,165.6 |
1,165.6 |
1,167.8 |
1,164.2 |
| S2 |
1,162.8 |
1,162.8 |
1,167.0 |
|
| S3 |
1,154.7 |
1,157.5 |
1,166.3 |
|
| S4 |
1,146.6 |
1,149.4 |
1,164.0 |
|
|
| 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 |
1,215.7 |
1,165.1 |
50.6 |
4.3% |
15.7 |
1.3% |
7% |
False |
False |
2,353 |
| 10 |
1,224.0 |
1,165.1 |
58.9 |
5.0% |
14.2 |
1.2% |
6% |
False |
False |
2,070 |
| 20 |
1,244.2 |
1,165.1 |
79.1 |
6.8% |
13.7 |
1.2% |
4% |
False |
False |
1,783 |
| 40 |
1,309.0 |
1,165.1 |
143.9 |
12.3% |
16.5 |
1.4% |
2% |
False |
False |
1,557 |
| 60 |
1,309.0 |
1,165.1 |
143.9 |
12.3% |
14.9 |
1.3% |
2% |
False |
False |
1,254 |
| 80 |
1,309.0 |
1,147.8 |
161.2 |
13.8% |
15.0 |
1.3% |
13% |
False |
False |
1,106 |
| 100 |
1,309.0 |
1,135.3 |
173.7 |
14.9% |
13.9 |
1.2% |
19% |
False |
False |
936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,210.5 |
|
2.618 |
1,197.3 |
|
1.618 |
1,189.2 |
|
1.000 |
1,184.2 |
|
0.618 |
1,181.1 |
|
HIGH |
1,176.1 |
|
0.618 |
1,173.0 |
|
0.500 |
1,172.1 |
|
0.382 |
1,171.1 |
|
LOW |
1,168.0 |
|
0.618 |
1,163.0 |
|
1.000 |
1,159.9 |
|
1.618 |
1,154.9 |
|
2.618 |
1,146.8 |
|
4.250 |
1,133.6 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,172.1 |
1,187.1 |
| PP |
1,170.9 |
1,180.9 |
| S1 |
1,169.7 |
1,174.7 |
|