| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,077.50 |
2,044.25 |
-33.25 |
-1.6% |
2,104.00 |
| High |
2,078.00 |
2,052.25 |
-25.75 |
-1.2% |
2,115.50 |
| Low |
2,041.25 |
2,038.25 |
-3.00 |
-0.1% |
2,065.50 |
| Close |
2,042.00 |
2,039.50 |
-2.50 |
-0.1% |
2,070.75 |
| Range |
36.75 |
14.00 |
-22.75 |
-61.9% |
50.00 |
| ATR |
22.16 |
21.58 |
-0.58 |
-2.6% |
0.00 |
| Volume |
1,903,455 |
1,707,510 |
-195,945 |
-10.3% |
6,925,838 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,085.25 |
2,076.50 |
2,047.25 |
|
| R3 |
2,071.25 |
2,062.50 |
2,043.25 |
|
| R2 |
2,057.25 |
2,057.25 |
2,042.00 |
|
| R1 |
2,048.50 |
2,048.50 |
2,040.75 |
2,046.00 |
| PP |
2,043.25 |
2,043.25 |
2,043.25 |
2,042.00 |
| S1 |
2,034.50 |
2,034.50 |
2,038.25 |
2,032.00 |
| S2 |
2,029.25 |
2,029.25 |
2,037.00 |
|
| S3 |
2,015.25 |
2,020.50 |
2,035.75 |
|
| S4 |
2,001.25 |
2,006.50 |
2,031.75 |
|
|
| 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 |
2,103.50 |
2,038.25 |
65.25 |
3.2% |
22.75 |
1.1% |
2% |
False |
True |
1,559,873 |
| 10 |
2,115.50 |
2,038.25 |
77.25 |
3.8% |
19.00 |
0.9% |
2% |
False |
True |
1,410,978 |
| 20 |
2,117.75 |
2,038.25 |
79.50 |
3.9% |
17.75 |
0.9% |
2% |
False |
True |
1,304,068 |
| 40 |
2,117.75 |
1,970.25 |
147.50 |
7.2% |
26.50 |
1.3% |
47% |
False |
False |
1,574,715 |
| 60 |
2,117.75 |
1,961.50 |
156.25 |
7.7% |
27.50 |
1.3% |
50% |
False |
False |
1,591,240 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.7% |
25.00 |
1.2% |
50% |
False |
False |
1,213,945 |
| 100 |
2,117.75 |
1,808.25 |
309.50 |
15.2% |
25.00 |
1.2% |
75% |
False |
False |
972,145 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
15.3% |
25.75 |
1.3% |
75% |
False |
False |
810,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,111.75 |
|
2.618 |
2,089.00 |
|
1.618 |
2,075.00 |
|
1.000 |
2,066.25 |
|
0.618 |
2,061.00 |
|
HIGH |
2,052.25 |
|
0.618 |
2,047.00 |
|
0.500 |
2,045.25 |
|
0.382 |
2,043.50 |
|
LOW |
2,038.25 |
|
0.618 |
2,029.50 |
|
1.000 |
2,024.25 |
|
1.618 |
2,015.50 |
|
2.618 |
2,001.50 |
|
4.250 |
1,978.75 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,045.25 |
2,059.25 |
| PP |
2,043.25 |
2,052.75 |
| S1 |
2,041.50 |
2,046.00 |
|