| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,065.75 |
2,070.00 |
4.25 |
0.2% |
2,096.00 |
| High |
2,072.75 |
2,070.50 |
-2.25 |
-0.1% |
2,107.75 |
| Low |
2,058.50 |
2,033.75 |
-24.75 |
-1.2% |
2,057.75 |
| Close |
2,070.00 |
2,034.25 |
-35.75 |
-1.7% |
2,063.00 |
| Range |
14.25 |
36.75 |
22.50 |
157.9% |
50.00 |
| ATR |
20.62 |
21.77 |
1.15 |
5.6% |
0.00 |
| Volume |
82,737 |
159,505 |
76,768 |
92.8% |
97,400 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.50 |
2,132.00 |
2,054.50 |
|
| R3 |
2,119.75 |
2,095.25 |
2,044.25 |
|
| R2 |
2,083.00 |
2,083.00 |
2,041.00 |
|
| R1 |
2,058.50 |
2,058.50 |
2,037.50 |
2,052.50 |
| PP |
2,046.25 |
2,046.25 |
2,046.25 |
2,043.00 |
| S1 |
2,021.75 |
2,021.75 |
2,031.00 |
2,015.50 |
| S2 |
2,009.50 |
2,009.50 |
2,027.50 |
|
| S3 |
1,972.75 |
1,985.00 |
2,024.25 |
|
| S4 |
1,936.00 |
1,948.25 |
2,014.00 |
|
|
| 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 |
2,096.25 |
2,033.75 |
62.50 |
3.1% |
23.75 |
1.2% |
1% |
False |
True |
63,342 |
| 10 |
2,109.75 |
2,033.75 |
76.00 |
3.7% |
18.50 |
0.9% |
1% |
False |
True |
36,022 |
| 20 |
2,109.75 |
2,033.75 |
76.00 |
3.7% |
18.00 |
0.9% |
1% |
False |
True |
20,298 |
| 40 |
2,109.75 |
1,963.50 |
146.25 |
7.2% |
26.50 |
1.3% |
48% |
False |
False |
11,809 |
| 60 |
2,109.75 |
1,954.25 |
155.50 |
7.6% |
27.00 |
1.3% |
51% |
False |
False |
8,381 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.6% |
23.50 |
1.2% |
51% |
False |
False |
6,361 |
| 100 |
2,109.75 |
1,806.50 |
303.25 |
14.9% |
23.75 |
1.2% |
75% |
False |
False |
5,130 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.9% |
23.50 |
1.2% |
75% |
False |
False |
4,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,226.75 |
|
2.618 |
2,166.75 |
|
1.618 |
2,130.00 |
|
1.000 |
2,107.25 |
|
0.618 |
2,093.25 |
|
HIGH |
2,070.50 |
|
0.618 |
2,056.50 |
|
0.500 |
2,052.00 |
|
0.382 |
2,047.75 |
|
LOW |
2,033.75 |
|
0.618 |
2,011.00 |
|
1.000 |
1,997.00 |
|
1.618 |
1,974.25 |
|
2.618 |
1,937.50 |
|
4.250 |
1,877.50 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.00 |
2,065.00 |
| PP |
2,046.25 |
2,054.75 |
| S1 |
2,040.25 |
2,044.50 |
|