| 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 |
2,099.50 |
2,073.50 |
-26.00 |
-1.2% |
2,104.00 |
| High |
2,103.50 |
2,080.25 |
-23.25 |
-1.1% |
2,115.50 |
| Low |
2,065.50 |
2,066.00 |
0.50 |
0.0% |
2,065.50 |
| Close |
2,070.75 |
2,077.75 |
7.00 |
0.3% |
2,070.75 |
| Range |
38.00 |
14.25 |
-23.75 |
-62.5% |
50.00 |
| ATR |
21.56 |
21.04 |
-0.52 |
-2.4% |
0.00 |
| Volume |
1,901,150 |
1,189,658 |
-711,492 |
-37.4% |
6,925,838 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.50 |
2,111.75 |
2,085.50 |
|
| R3 |
2,103.25 |
2,097.50 |
2,081.75 |
|
| R2 |
2,089.00 |
2,089.00 |
2,080.25 |
|
| R1 |
2,083.25 |
2,083.25 |
2,079.00 |
2,086.00 |
| PP |
2,074.75 |
2,074.75 |
2,074.75 |
2,076.00 |
| S1 |
2,069.00 |
2,069.00 |
2,076.50 |
2,072.00 |
| S2 |
2,060.50 |
2,060.50 |
2,075.25 |
|
| S3 |
2,046.25 |
2,054.75 |
2,073.75 |
|
| S4 |
2,032.00 |
2,040.50 |
2,070.00 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.00 |
2,202.25 |
2,098.25 |
|
| R3 |
2,184.00 |
2,152.25 |
2,084.50 |
|
| R2 |
2,134.00 |
2,134.00 |
2,080.00 |
|
| R1 |
2,102.25 |
2,102.25 |
2,075.25 |
2,093.00 |
| PP |
2,084.00 |
2,084.00 |
2,084.00 |
2,079.25 |
| S1 |
2,052.25 |
2,052.25 |
2,066.25 |
2,043.00 |
| S2 |
2,034.00 |
2,034.00 |
2,061.50 |
|
| S3 |
1,984.00 |
2,002.25 |
2,057.00 |
|
| S4 |
1,934.00 |
1,952.25 |
2,043.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,114.50 |
2,065.50 |
49.00 |
2.4% |
20.25 |
1.0% |
25% |
False |
False |
1,407,967 |
| 10 |
2,117.75 |
2,065.50 |
52.25 |
2.5% |
16.25 |
0.8% |
23% |
False |
False |
1,255,427 |
| 20 |
2,117.75 |
2,036.50 |
81.25 |
3.9% |
17.25 |
0.8% |
51% |
False |
False |
1,257,875 |
| 40 |
2,117.75 |
1,970.25 |
147.50 |
7.1% |
27.00 |
1.3% |
73% |
False |
False |
1,572,685 |
| 60 |
2,117.75 |
1,961.50 |
156.25 |
7.5% |
27.75 |
1.3% |
74% |
False |
False |
1,550,745 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.5% |
24.50 |
1.2% |
74% |
False |
False |
1,168,894 |
| 100 |
2,117.75 |
1,805.00 |
312.75 |
15.1% |
25.25 |
1.2% |
87% |
False |
False |
936,145 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
15.1% |
25.75 |
1.2% |
87% |
False |
False |
780,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,140.75 |
|
2.618 |
2,117.50 |
|
1.618 |
2,103.25 |
|
1.000 |
2,094.50 |
|
0.618 |
2,089.00 |
|
HIGH |
2,080.25 |
|
0.618 |
2,074.75 |
|
0.500 |
2,073.00 |
|
0.382 |
2,071.50 |
|
LOW |
2,066.00 |
|
0.618 |
2,057.25 |
|
1.000 |
2,051.75 |
|
1.618 |
2,043.00 |
|
2.618 |
2,028.75 |
|
4.250 |
2,005.50 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.25 |
2,084.50 |
| PP |
2,074.75 |
2,082.25 |
| S1 |
2,073.00 |
2,080.00 |
|