| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,074.50 |
2,074.25 |
-0.25 |
0.0% |
2,073.50 |
| High |
2,078.75 |
2,107.75 |
29.00 |
1.4% |
2,080.25 |
| Low |
2,064.25 |
2,060.50 |
-3.75 |
-0.2% |
2,038.25 |
| Close |
2,074.50 |
2,100.50 |
26.00 |
1.3% |
2,049.75 |
| Range |
14.50 |
47.25 |
32.75 |
225.9% |
42.00 |
| ATR |
22.94 |
24.67 |
1.74 |
7.6% |
0.00 |
| Volume |
953,277 |
644,412 |
-308,865 |
-32.4% |
7,638,681 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,231.25 |
2,213.25 |
2,126.50 |
|
| R3 |
2,184.00 |
2,166.00 |
2,113.50 |
|
| R2 |
2,136.75 |
2,136.75 |
2,109.25 |
|
| R1 |
2,118.75 |
2,118.75 |
2,104.75 |
2,127.75 |
| PP |
2,089.50 |
2,089.50 |
2,089.50 |
2,094.00 |
| S1 |
2,071.50 |
2,071.50 |
2,096.25 |
2,080.50 |
| S2 |
2,042.25 |
2,042.25 |
2,091.75 |
|
| S3 |
1,995.00 |
2,024.25 |
2,087.50 |
|
| S4 |
1,947.75 |
1,977.00 |
2,074.50 |
|
|
| 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 |
2,107.75 |
2,038.25 |
69.50 |
3.3% |
31.25 |
1.5% |
90% |
True |
False |
1,076,436 |
| 10 |
2,107.75 |
2,038.25 |
69.50 |
3.3% |
27.00 |
1.3% |
90% |
True |
False |
1,318,154 |
| 20 |
2,117.75 |
2,038.25 |
79.50 |
3.8% |
20.75 |
1.0% |
78% |
False |
False |
1,259,312 |
| 40 |
2,117.75 |
1,973.75 |
144.00 |
6.9% |
25.25 |
1.2% |
88% |
False |
False |
1,431,808 |
| 60 |
2,117.75 |
1,970.25 |
147.50 |
7.0% |
26.25 |
1.3% |
88% |
False |
False |
1,451,522 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.4% |
26.00 |
1.2% |
89% |
False |
False |
1,280,520 |
| 100 |
2,117.75 |
1,914.75 |
203.00 |
9.7% |
24.50 |
1.2% |
92% |
False |
False |
1,025,664 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
14.9% |
26.25 |
1.3% |
94% |
False |
False |
855,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,308.50 |
|
2.618 |
2,231.50 |
|
1.618 |
2,184.25 |
|
1.000 |
2,155.00 |
|
0.618 |
2,137.00 |
|
HIGH |
2,107.75 |
|
0.618 |
2,089.75 |
|
0.500 |
2,084.00 |
|
0.382 |
2,078.50 |
|
LOW |
2,060.50 |
|
0.618 |
2,031.25 |
|
1.000 |
2,013.25 |
|
1.618 |
1,984.00 |
|
2.618 |
1,936.75 |
|
4.250 |
1,859.75 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.00 |
2,092.50 |
| PP |
2,089.50 |
2,084.25 |
| S1 |
2,084.00 |
2,076.00 |
|