| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,101.00 |
2,088.50 |
-12.50 |
-0.6% |
2,050.75 |
| High |
2,107.25 |
2,105.50 |
-1.75 |
-0.1% |
2,107.75 |
| Low |
2,085.00 |
2,086.50 |
1.50 |
0.1% |
2,044.50 |
| Close |
2,090.50 |
2,099.02 |
8.52 |
0.4% |
2,099.02 |
| Range |
22.25 |
19.00 |
-3.25 |
-14.6% |
63.25 |
| ATR |
24.50 |
24.11 |
-0.39 |
-1.6% |
0.00 |
| Volume |
341,006 |
55,066 |
-285,940 |
-83.9% |
2,940,197 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.00 |
2,145.50 |
2,109.50 |
|
| R3 |
2,135.00 |
2,126.50 |
2,104.25 |
|
| R2 |
2,116.00 |
2,116.00 |
2,102.50 |
|
| R1 |
2,107.50 |
2,107.50 |
2,100.75 |
2,111.75 |
| PP |
2,097.00 |
2,097.00 |
2,097.00 |
2,099.25 |
| S1 |
2,088.50 |
2,088.50 |
2,097.25 |
2,092.75 |
| S2 |
2,078.00 |
2,078.00 |
2,095.50 |
|
| S3 |
2,059.00 |
2,069.50 |
2,093.75 |
|
| S4 |
2,040.00 |
2,050.50 |
2,088.50 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,273.50 |
2,249.50 |
2,133.75 |
|
| R3 |
2,210.25 |
2,186.25 |
2,116.50 |
|
| R2 |
2,147.00 |
2,147.00 |
2,110.50 |
|
| R1 |
2,123.00 |
2,123.00 |
2,104.75 |
2,135.00 |
| PP |
2,083.75 |
2,083.75 |
2,083.75 |
2,089.75 |
| S1 |
2,059.75 |
2,059.75 |
2,093.25 |
2,071.75 |
| S2 |
2,020.50 |
2,020.50 |
2,087.50 |
|
| S3 |
1,957.25 |
1,996.50 |
2,081.75 |
|
| S4 |
1,894.00 |
1,933.25 |
2,064.25 |
|
|
| 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 |
2,044.50 |
63.25 |
3.0% |
28.00 |
1.3% |
86% |
False |
False |
588,039 |
| 10 |
2,107.75 |
2,038.25 |
69.50 |
3.3% |
26.25 |
1.2% |
87% |
False |
False |
1,057,887 |
| 20 |
2,117.75 |
2,038.25 |
79.50 |
3.8% |
21.00 |
1.0% |
76% |
False |
False |
1,139,659 |
| 40 |
2,117.75 |
1,973.75 |
144.00 |
6.9% |
24.50 |
1.2% |
87% |
False |
False |
1,354,869 |
| 60 |
2,117.75 |
1,970.25 |
147.50 |
7.0% |
26.50 |
1.3% |
87% |
False |
False |
1,414,387 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.4% |
26.00 |
1.2% |
88% |
False |
False |
1,285,102 |
| 100 |
2,117.75 |
1,936.75 |
181.00 |
8.6% |
24.25 |
1.2% |
90% |
False |
False |
1,029,523 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
14.9% |
26.25 |
1.2% |
94% |
False |
False |
858,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,186.25 |
|
2.618 |
2,155.25 |
|
1.618 |
2,136.25 |
|
1.000 |
2,124.50 |
|
0.618 |
2,117.25 |
|
HIGH |
2,105.50 |
|
0.618 |
2,098.25 |
|
0.500 |
2,096.00 |
|
0.382 |
2,093.75 |
|
LOW |
2,086.50 |
|
0.618 |
2,074.75 |
|
1.000 |
2,067.50 |
|
1.618 |
2,055.75 |
|
2.618 |
2,036.75 |
|
4.250 |
2,005.75 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,098.00 |
2,094.00 |
| PP |
2,097.00 |
2,089.00 |
| S1 |
2,096.00 |
2,084.00 |
|