| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,064.25 |
2,050.75 |
-13.50 |
-0.7% |
2,073.50 |
| High |
2,068.75 |
2,081.75 |
13.00 |
0.6% |
2,080.25 |
| Low |
2,040.00 |
2,044.50 |
4.50 |
0.2% |
2,038.25 |
| Close |
2,049.75 |
2,076.50 |
26.75 |
1.3% |
2,049.75 |
| Range |
28.75 |
37.25 |
8.50 |
29.6% |
42.00 |
| ATR |
22.53 |
23.58 |
1.05 |
4.7% |
0.00 |
| Volume |
1,209,436 |
946,436 |
-263,000 |
-21.7% |
7,638,681 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.25 |
2,165.25 |
2,097.00 |
|
| R3 |
2,142.00 |
2,128.00 |
2,086.75 |
|
| R2 |
2,104.75 |
2,104.75 |
2,083.25 |
|
| R1 |
2,090.75 |
2,090.75 |
2,080.00 |
2,097.75 |
| PP |
2,067.50 |
2,067.50 |
2,067.50 |
2,071.00 |
| S1 |
2,053.50 |
2,053.50 |
2,073.00 |
2,060.50 |
| S2 |
2,030.25 |
2,030.25 |
2,069.75 |
|
| S3 |
1,993.00 |
2,016.25 |
2,066.25 |
|
| S4 |
1,955.75 |
1,979.00 |
2,056.00 |
|
|
| 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 |
2,081.75 |
2,038.25 |
43.50 |
2.1% |
29.00 |
1.4% |
88% |
True |
False |
1,479,091 |
| 10 |
2,114.50 |
2,038.25 |
76.25 |
3.7% |
24.50 |
1.2% |
50% |
False |
False |
1,443,529 |
| 20 |
2,117.75 |
2,038.25 |
79.50 |
3.8% |
19.25 |
0.9% |
48% |
False |
False |
1,295,577 |
| 40 |
2,117.75 |
1,970.25 |
147.50 |
7.1% |
25.50 |
1.2% |
72% |
False |
False |
1,487,510 |
| 60 |
2,117.75 |
1,966.00 |
151.75 |
7.3% |
27.00 |
1.3% |
73% |
False |
False |
1,510,290 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.5% |
25.50 |
1.2% |
74% |
False |
False |
1,260,891 |
| 100 |
2,117.75 |
1,879.50 |
238.25 |
11.5% |
24.50 |
1.2% |
83% |
False |
False |
1,009,773 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
15.1% |
26.00 |
1.3% |
87% |
False |
False |
842,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,240.00 |
|
2.618 |
2,179.25 |
|
1.618 |
2,142.00 |
|
1.000 |
2,119.00 |
|
0.618 |
2,104.75 |
|
HIGH |
2,081.75 |
|
0.618 |
2,067.50 |
|
0.500 |
2,063.00 |
|
0.382 |
2,058.75 |
|
LOW |
2,044.50 |
|
0.618 |
2,021.50 |
|
1.000 |
2,007.25 |
|
1.618 |
1,984.25 |
|
2.618 |
1,947.00 |
|
4.250 |
1,886.25 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,072.00 |
2,071.00 |
| PP |
2,067.50 |
2,065.50 |
| S1 |
2,063.00 |
2,060.00 |
|