| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,091.50 |
2,065.75 |
-25.75 |
-1.2% |
2,096.00 |
| High |
2,096.25 |
2,072.75 |
-23.50 |
-1.1% |
2,107.75 |
| Low |
2,057.75 |
2,058.50 |
0.75 |
0.0% |
2,057.75 |
| Close |
2,063.00 |
2,070.00 |
7.00 |
0.3% |
2,063.00 |
| Range |
38.50 |
14.25 |
-24.25 |
-63.0% |
50.00 |
| ATR |
21.11 |
20.62 |
-0.49 |
-2.3% |
0.00 |
| Volume |
35,541 |
82,737 |
47,196 |
132.8% |
97,400 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.75 |
2,104.25 |
2,077.75 |
|
| R3 |
2,095.50 |
2,090.00 |
2,074.00 |
|
| R2 |
2,081.25 |
2,081.25 |
2,072.50 |
|
| R1 |
2,075.75 |
2,075.75 |
2,071.25 |
2,078.50 |
| PP |
2,067.00 |
2,067.00 |
2,067.00 |
2,068.50 |
| S1 |
2,061.50 |
2,061.50 |
2,068.75 |
2,064.25 |
| S2 |
2,052.75 |
2,052.75 |
2,067.50 |
|
| S3 |
2,038.50 |
2,047.25 |
2,066.00 |
|
| S4 |
2,024.25 |
2,033.00 |
2,062.25 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,226.25 |
2,194.50 |
2,090.50 |
|
| R3 |
2,176.25 |
2,144.50 |
2,076.75 |
|
| R2 |
2,126.25 |
2,126.25 |
2,072.25 |
|
| R1 |
2,094.50 |
2,094.50 |
2,067.50 |
2,085.50 |
| PP |
2,076.25 |
2,076.25 |
2,076.25 |
2,071.50 |
| S1 |
2,044.50 |
2,044.50 |
2,058.50 |
2,035.50 |
| S2 |
2,026.25 |
2,026.25 |
2,053.75 |
|
| S3 |
1,976.25 |
1,994.50 |
2,049.25 |
|
| S4 |
1,926.25 |
1,944.50 |
2,035.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,107.00 |
2,057.75 |
49.25 |
2.4% |
20.00 |
1.0% |
25% |
False |
False |
34,357 |
| 10 |
2,109.75 |
2,057.75 |
52.00 |
2.5% |
16.00 |
0.8% |
24% |
False |
False |
20,896 |
| 20 |
2,109.75 |
2,029.00 |
80.75 |
3.9% |
17.00 |
0.8% |
51% |
False |
False |
12,417 |
| 40 |
2,109.75 |
1,963.50 |
146.25 |
7.1% |
26.25 |
1.3% |
73% |
False |
False |
7,888 |
| 60 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
27.00 |
1.3% |
74% |
False |
False |
5,724 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
23.25 |
1.1% |
74% |
False |
False |
4,368 |
| 100 |
2,109.75 |
1,806.50 |
303.25 |
14.6% |
23.50 |
1.1% |
87% |
False |
False |
3,541 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.6% |
23.25 |
1.1% |
87% |
False |
False |
2,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,133.25 |
|
2.618 |
2,110.00 |
|
1.618 |
2,095.75 |
|
1.000 |
2,087.00 |
|
0.618 |
2,081.50 |
|
HIGH |
2,072.75 |
|
0.618 |
2,067.25 |
|
0.500 |
2,065.50 |
|
0.382 |
2,064.00 |
|
LOW |
2,058.50 |
|
0.618 |
2,049.75 |
|
1.000 |
2,044.25 |
|
1.618 |
2,035.50 |
|
2.618 |
2,021.25 |
|
4.250 |
1,998.00 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,068.50 |
2,077.00 |
| PP |
2,067.00 |
2,074.75 |
| S1 |
2,065.50 |
2,072.25 |
|