| 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 |
1,165.0 |
1,154.5 |
-10.5 |
-0.9% |
1,216.3 |
| High |
1,167.1 |
1,167.3 |
0.2 |
0.0% |
1,224.5 |
| Low |
1,150.0 |
1,152.4 |
2.4 |
0.2% |
1,166.9 |
| Close |
1,153.8 |
1,154.9 |
1.1 |
0.1% |
1,167.9 |
| Range |
17.1 |
14.9 |
-2.2 |
-12.9% |
57.6 |
| ATR |
16.8 |
16.6 |
-0.1 |
-0.8% |
0.0 |
| Volume |
3,046 |
1,981 |
-1,065 |
-35.0% |
12,212 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,202.9 |
1,193.8 |
1,163.1 |
|
| R3 |
1,188.0 |
1,178.9 |
1,159.0 |
|
| R2 |
1,173.1 |
1,173.1 |
1,157.6 |
|
| R1 |
1,164.0 |
1,164.0 |
1,156.3 |
1,168.6 |
| PP |
1,158.2 |
1,158.2 |
1,158.2 |
1,160.5 |
| S1 |
1,149.1 |
1,149.1 |
1,153.5 |
1,153.7 |
| S2 |
1,143.3 |
1,143.3 |
1,152.2 |
|
| S3 |
1,128.4 |
1,134.2 |
1,150.8 |
|
| S4 |
1,113.5 |
1,119.3 |
1,146.7 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.2 |
1,321.2 |
1,199.6 |
|
| R3 |
1,301.6 |
1,263.6 |
1,183.7 |
|
| R2 |
1,244.0 |
1,244.0 |
1,178.5 |
|
| R1 |
1,206.0 |
1,206.0 |
1,173.2 |
1,196.2 |
| PP |
1,186.4 |
1,186.4 |
1,186.4 |
1,181.6 |
| S1 |
1,148.4 |
1,148.4 |
1,162.6 |
1,138.6 |
| S2 |
1,128.8 |
1,128.8 |
1,157.3 |
|
| S3 |
1,071.2 |
1,090.8 |
1,152.1 |
|
| S4 |
1,013.6 |
1,033.2 |
1,136.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,202.4 |
1,150.0 |
52.4 |
4.5% |
17.5 |
1.5% |
9% |
False |
False |
3,038 |
| 10 |
1,224.5 |
1,150.0 |
74.5 |
6.5% |
15.4 |
1.3% |
7% |
False |
False |
2,447 |
| 20 |
1,237.9 |
1,150.0 |
87.9 |
7.6% |
15.0 |
1.3% |
6% |
False |
False |
1,892 |
| 40 |
1,309.5 |
1,150.0 |
159.5 |
13.8% |
18.0 |
1.6% |
3% |
False |
False |
1,803 |
| 60 |
1,309.5 |
1,150.0 |
159.5 |
13.8% |
17.3 |
1.5% |
3% |
False |
False |
1,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,230.6 |
|
2.618 |
1,206.3 |
|
1.618 |
1,191.4 |
|
1.000 |
1,182.2 |
|
0.618 |
1,176.5 |
|
HIGH |
1,167.3 |
|
0.618 |
1,161.6 |
|
0.500 |
1,159.9 |
|
0.382 |
1,158.1 |
|
LOW |
1,152.4 |
|
0.618 |
1,143.2 |
|
1.000 |
1,137.5 |
|
1.618 |
1,128.3 |
|
2.618 |
1,113.4 |
|
4.250 |
1,089.1 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,159.9 |
1,161.3 |
| PP |
1,158.2 |
1,159.1 |
| S1 |
1,156.6 |
1,157.0 |
|