| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,050.75 |
2,074.50 |
23.75 |
1.2% |
2,073.50 |
| High |
2,081.75 |
2,078.75 |
-3.00 |
-0.1% |
2,080.25 |
| Low |
2,044.50 |
2,064.25 |
19.75 |
1.0% |
2,038.25 |
| Close |
2,076.50 |
2,074.50 |
-2.00 |
-0.1% |
2,049.75 |
| Range |
37.25 |
14.50 |
-22.75 |
-61.1% |
42.00 |
| ATR |
23.58 |
22.94 |
-0.65 |
-2.8% |
0.00 |
| Volume |
946,436 |
953,277 |
6,841 |
0.7% |
7,638,681 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.00 |
2,109.75 |
2,082.50 |
|
| R3 |
2,101.50 |
2,095.25 |
2,078.50 |
|
| R2 |
2,087.00 |
2,087.00 |
2,077.25 |
|
| R1 |
2,080.75 |
2,080.75 |
2,075.75 |
2,081.75 |
| PP |
2,072.50 |
2,072.50 |
2,072.50 |
2,073.00 |
| S1 |
2,066.25 |
2,066.25 |
2,073.25 |
2,067.25 |
| S2 |
2,058.00 |
2,058.00 |
2,071.75 |
|
| S3 |
2,043.50 |
2,051.75 |
2,070.50 |
|
| S4 |
2,029.00 |
2,037.25 |
2,066.50 |
|
|
| 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% |
24.50 |
1.2% |
83% |
False |
False |
1,289,056 |
| 10 |
2,104.75 |
2,038.25 |
66.50 |
3.2% |
24.25 |
1.2% |
55% |
False |
False |
1,402,757 |
| 20 |
2,117.75 |
2,038.25 |
79.50 |
3.8% |
19.00 |
0.9% |
46% |
False |
False |
1,281,500 |
| 40 |
2,117.75 |
1,973.75 |
144.00 |
6.9% |
24.75 |
1.2% |
70% |
False |
False |
1,460,892 |
| 60 |
2,117.75 |
1,970.25 |
147.50 |
7.1% |
26.50 |
1.3% |
71% |
False |
False |
1,480,085 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.5% |
25.50 |
1.2% |
72% |
False |
False |
1,272,666 |
| 100 |
2,117.75 |
1,912.25 |
205.50 |
9.9% |
24.25 |
1.2% |
79% |
False |
False |
1,019,274 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
15.1% |
26.00 |
1.3% |
86% |
False |
False |
850,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,140.50 |
|
2.618 |
2,116.75 |
|
1.618 |
2,102.25 |
|
1.000 |
2,093.25 |
|
0.618 |
2,087.75 |
|
HIGH |
2,078.75 |
|
0.618 |
2,073.25 |
|
0.500 |
2,071.50 |
|
0.382 |
2,069.75 |
|
LOW |
2,064.25 |
|
0.618 |
2,055.25 |
|
1.000 |
2,049.75 |
|
1.618 |
2,040.75 |
|
2.618 |
2,026.25 |
|
4.250 |
2,002.50 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,073.50 |
2,070.00 |
| PP |
2,072.50 |
2,065.50 |
| S1 |
2,071.50 |
2,061.00 |
|