| 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 |
2,044.25 |
2,042.00 |
-2.25 |
-0.1% |
2,104.00 |
| High |
2,052.25 |
2,066.50 |
14.25 |
0.7% |
2,115.50 |
| Low |
2,038.25 |
2,038.25 |
0.00 |
0.0% |
2,065.50 |
| Close |
2,039.50 |
2,064.00 |
24.50 |
1.2% |
2,070.75 |
| Range |
14.00 |
28.25 |
14.25 |
101.8% |
50.00 |
| ATR |
21.58 |
22.06 |
0.48 |
2.2% |
0.00 |
| Volume |
1,707,510 |
1,628,622 |
-78,888 |
-4.6% |
6,925,838 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,141.00 |
2,130.75 |
2,079.50 |
|
| R3 |
2,112.75 |
2,102.50 |
2,071.75 |
|
| R2 |
2,084.50 |
2,084.50 |
2,069.25 |
|
| R1 |
2,074.25 |
2,074.25 |
2,066.50 |
2,079.50 |
| PP |
2,056.25 |
2,056.25 |
2,056.25 |
2,058.75 |
| S1 |
2,046.00 |
2,046.00 |
2,061.50 |
2,051.00 |
| S2 |
2,028.00 |
2,028.00 |
2,058.75 |
|
| S3 |
1,999.75 |
2,017.75 |
2,056.25 |
|
| S4 |
1,971.50 |
1,989.50 |
2,048.50 |
|
|
| 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% |
26.25 |
1.3% |
39% |
False |
True |
1,666,079 |
| 10 |
2,115.50 |
2,038.25 |
77.25 |
3.7% |
20.50 |
1.0% |
33% |
False |
True |
1,456,227 |
| 20 |
2,117.75 |
2,038.25 |
79.50 |
3.9% |
18.00 |
0.9% |
32% |
False |
True |
1,320,725 |
| 40 |
2,117.75 |
1,970.25 |
147.50 |
7.1% |
26.00 |
1.3% |
64% |
False |
False |
1,553,019 |
| 60 |
2,117.75 |
1,961.50 |
156.25 |
7.6% |
27.25 |
1.3% |
66% |
False |
False |
1,577,316 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.6% |
25.00 |
1.2% |
66% |
False |
False |
1,234,119 |
| 100 |
2,117.75 |
1,843.50 |
274.25 |
13.3% |
24.75 |
1.2% |
80% |
False |
False |
988,314 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
15.2% |
25.75 |
1.3% |
83% |
False |
False |
824,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,186.50 |
|
2.618 |
2,140.50 |
|
1.618 |
2,112.25 |
|
1.000 |
2,094.75 |
|
0.618 |
2,084.00 |
|
HIGH |
2,066.50 |
|
0.618 |
2,055.75 |
|
0.500 |
2,052.50 |
|
0.382 |
2,049.00 |
|
LOW |
2,038.25 |
|
0.618 |
2,020.75 |
|
1.000 |
2,010.00 |
|
1.618 |
1,992.50 |
|
2.618 |
1,964.25 |
|
4.250 |
1,918.25 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.00 |
2,062.00 |
| PP |
2,056.25 |
2,060.00 |
| S1 |
2,052.50 |
2,058.00 |
|