| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,073.50 |
2,077.50 |
4.00 |
0.2% |
2,104.00 |
| High |
2,080.25 |
2,078.00 |
-2.25 |
-0.1% |
2,115.50 |
| Low |
2,066.00 |
2,041.25 |
-24.75 |
-1.2% |
2,065.50 |
| Close |
2,077.75 |
2,042.00 |
-35.75 |
-1.7% |
2,070.75 |
| Range |
14.25 |
36.75 |
22.50 |
157.9% |
50.00 |
| ATR |
21.04 |
22.16 |
1.12 |
5.3% |
0.00 |
| Volume |
1,189,658 |
1,903,455 |
713,797 |
60.0% |
6,925,838 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.00 |
2,139.75 |
2,062.25 |
|
| R3 |
2,127.25 |
2,103.00 |
2,052.00 |
|
| R2 |
2,090.50 |
2,090.50 |
2,048.75 |
|
| R1 |
2,066.25 |
2,066.25 |
2,045.25 |
2,060.00 |
| PP |
2,053.75 |
2,053.75 |
2,053.75 |
2,050.50 |
| S1 |
2,029.50 |
2,029.50 |
2,038.75 |
2,023.25 |
| S2 |
2,017.00 |
2,017.00 |
2,035.25 |
|
| S3 |
1,980.25 |
1,992.75 |
2,032.00 |
|
| S4 |
1,943.50 |
1,956.00 |
2,021.75 |
|
|
| 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 |
2,104.75 |
2,041.25 |
63.50 |
3.1% |
23.75 |
1.2% |
1% |
False |
True |
1,516,459 |
| 10 |
2,117.75 |
2,041.25 |
76.50 |
3.7% |
18.75 |
0.9% |
1% |
False |
True |
1,337,698 |
| 20 |
2,117.75 |
2,040.50 |
77.25 |
3.8% |
18.50 |
0.9% |
2% |
False |
False |
1,288,577 |
| 40 |
2,117.75 |
1,970.25 |
147.50 |
7.2% |
27.00 |
1.3% |
49% |
False |
False |
1,572,582 |
| 60 |
2,117.75 |
1,961.50 |
156.25 |
7.7% |
27.75 |
1.4% |
52% |
False |
False |
1,577,341 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.7% |
24.75 |
1.2% |
52% |
False |
False |
1,192,661 |
| 100 |
2,117.75 |
1,805.00 |
312.75 |
15.3% |
25.50 |
1.2% |
76% |
False |
False |
955,128 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
15.3% |
25.75 |
1.3% |
76% |
False |
False |
796,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,234.25 |
|
2.618 |
2,174.25 |
|
1.618 |
2,137.50 |
|
1.000 |
2,114.75 |
|
0.618 |
2,100.75 |
|
HIGH |
2,078.00 |
|
0.618 |
2,064.00 |
|
0.500 |
2,059.50 |
|
0.382 |
2,055.25 |
|
LOW |
2,041.25 |
|
0.618 |
2,018.50 |
|
1.000 |
2,004.50 |
|
1.618 |
1,981.75 |
|
2.618 |
1,945.00 |
|
4.250 |
1,885.00 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.50 |
2,072.50 |
| PP |
2,053.75 |
2,062.25 |
| S1 |
2,048.00 |
2,052.00 |
|