| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,074.25 |
2,101.00 |
26.75 |
1.3% |
2,073.50 |
| High |
2,107.75 |
2,107.25 |
-0.50 |
0.0% |
2,080.25 |
| Low |
2,060.50 |
2,085.00 |
24.50 |
1.2% |
2,038.25 |
| Close |
2,100.50 |
2,090.50 |
-10.00 |
-0.5% |
2,049.75 |
| Range |
47.25 |
22.25 |
-25.00 |
-52.9% |
42.00 |
| ATR |
24.67 |
24.50 |
-0.17 |
-0.7% |
0.00 |
| Volume |
644,412 |
341,006 |
-303,406 |
-47.1% |
7,638,681 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.00 |
2,148.00 |
2,102.75 |
|
| R3 |
2,138.75 |
2,125.75 |
2,096.50 |
|
| R2 |
2,116.50 |
2,116.50 |
2,094.50 |
|
| R1 |
2,103.50 |
2,103.50 |
2,092.50 |
2,099.00 |
| PP |
2,094.25 |
2,094.25 |
2,094.25 |
2,092.00 |
| S1 |
2,081.25 |
2,081.25 |
2,088.50 |
2,076.50 |
| S2 |
2,072.00 |
2,072.00 |
2,086.50 |
|
| S3 |
2,049.75 |
2,059.00 |
2,084.50 |
|
| S4 |
2,027.50 |
2,036.75 |
2,078.25 |
|
|
| 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 |
2,040.00 |
67.75 |
3.2% |
30.00 |
1.4% |
75% |
False |
False |
818,913 |
| 10 |
2,107.75 |
2,038.25 |
69.50 |
3.3% |
28.00 |
1.3% |
75% |
False |
False |
1,242,496 |
| 20 |
2,117.75 |
2,038.25 |
79.50 |
3.8% |
21.25 |
1.0% |
66% |
False |
False |
1,219,167 |
| 40 |
2,117.75 |
1,973.75 |
144.00 |
6.9% |
25.00 |
1.2% |
81% |
False |
False |
1,399,352 |
| 60 |
2,117.75 |
1,970.25 |
147.50 |
7.1% |
26.25 |
1.3% |
82% |
False |
False |
1,427,779 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.5% |
26.00 |
1.2% |
83% |
False |
False |
1,284,588 |
| 100 |
2,117.75 |
1,924.25 |
193.50 |
9.3% |
24.25 |
1.2% |
86% |
False |
False |
1,029,017 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
15.0% |
26.25 |
1.3% |
91% |
False |
False |
858,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,201.75 |
|
2.618 |
2,165.50 |
|
1.618 |
2,143.25 |
|
1.000 |
2,129.50 |
|
0.618 |
2,121.00 |
|
HIGH |
2,107.25 |
|
0.618 |
2,098.75 |
|
0.500 |
2,096.00 |
|
0.382 |
2,093.50 |
|
LOW |
2,085.00 |
|
0.618 |
2,071.25 |
|
1.000 |
2,062.75 |
|
1.618 |
2,049.00 |
|
2.618 |
2,026.75 |
|
4.250 |
1,990.50 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.00 |
2,088.50 |
| PP |
2,094.25 |
2,086.25 |
| S1 |
2,092.50 |
2,084.00 |
|