| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,042.00 |
2,064.25 |
22.25 |
1.1% |
2,073.50 |
| High |
2,066.50 |
2,068.75 |
2.25 |
0.1% |
2,080.25 |
| Low |
2,038.25 |
2,040.00 |
1.75 |
0.1% |
2,038.25 |
| Close |
2,064.00 |
2,049.75 |
-14.25 |
-0.7% |
2,049.75 |
| Range |
28.25 |
28.75 |
0.50 |
1.8% |
42.00 |
| ATR |
22.06 |
22.53 |
0.48 |
2.2% |
0.00 |
| Volume |
1,628,622 |
1,209,436 |
-419,186 |
-25.7% |
7,638,681 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.00 |
2,123.25 |
2,065.50 |
|
| R3 |
2,110.25 |
2,094.50 |
2,057.75 |
|
| R2 |
2,081.50 |
2,081.50 |
2,055.00 |
|
| R1 |
2,065.75 |
2,065.75 |
2,052.50 |
2,059.25 |
| PP |
2,052.75 |
2,052.75 |
2,052.75 |
2,049.50 |
| S1 |
2,037.00 |
2,037.00 |
2,047.00 |
2,030.50 |
| S2 |
2,024.00 |
2,024.00 |
2,044.50 |
|
| S3 |
1,995.25 |
2,008.25 |
2,041.75 |
|
| S4 |
1,966.50 |
1,979.50 |
2,034.00 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.00 |
2,158.00 |
2,072.75 |
|
| R3 |
2,140.00 |
2,116.00 |
2,061.25 |
|
| R2 |
2,098.00 |
2,098.00 |
2,057.50 |
|
| R1 |
2,074.00 |
2,074.00 |
2,053.50 |
2,065.00 |
| PP |
2,056.00 |
2,056.00 |
2,056.00 |
2,051.50 |
| S1 |
2,032.00 |
2,032.00 |
2,046.00 |
2,023.00 |
| S2 |
2,014.00 |
2,014.00 |
2,042.00 |
|
| S3 |
1,972.00 |
1,990.00 |
2,038.25 |
|
| S4 |
1,930.00 |
1,948.00 |
2,026.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,080.25 |
2,038.25 |
42.00 |
2.0% |
24.50 |
1.2% |
27% |
False |
False |
1,527,736 |
| 10 |
2,115.50 |
2,038.25 |
77.25 |
3.8% |
22.50 |
1.1% |
15% |
False |
False |
1,456,451 |
| 20 |
2,117.75 |
2,038.25 |
79.50 |
3.9% |
18.00 |
0.9% |
14% |
False |
False |
1,309,502 |
| 40 |
2,117.75 |
1,970.25 |
147.50 |
7.2% |
25.75 |
1.3% |
54% |
False |
False |
1,520,340 |
| 60 |
2,117.75 |
1,961.50 |
156.25 |
7.6% |
27.25 |
1.3% |
56% |
False |
False |
1,550,607 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.6% |
25.25 |
1.2% |
56% |
False |
False |
1,249,174 |
| 100 |
2,117.75 |
1,865.00 |
252.75 |
12.3% |
24.50 |
1.2% |
73% |
False |
False |
1,000,372 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
15.3% |
26.00 |
1.3% |
78% |
False |
False |
834,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,191.00 |
|
2.618 |
2,144.00 |
|
1.618 |
2,115.25 |
|
1.000 |
2,097.50 |
|
0.618 |
2,086.50 |
|
HIGH |
2,068.75 |
|
0.618 |
2,057.75 |
|
0.500 |
2,054.50 |
|
0.382 |
2,051.00 |
|
LOW |
2,040.00 |
|
0.618 |
2,022.25 |
|
1.000 |
2,011.25 |
|
1.618 |
1,993.50 |
|
2.618 |
1,964.75 |
|
4.250 |
1,917.75 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.50 |
2,053.50 |
| PP |
2,052.75 |
2,052.25 |
| S1 |
2,051.25 |
2,051.00 |
|