| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,070.00 |
2,036.00 |
-34.00 |
-1.6% |
2,096.00 |
| High |
2,070.50 |
2,044.75 |
-25.75 |
-1.2% |
2,107.75 |
| Low |
2,033.75 |
2,030.50 |
-3.25 |
-0.2% |
2,057.75 |
| Close |
2,034.25 |
2,032.00 |
-2.25 |
-0.1% |
2,063.00 |
| Range |
36.75 |
14.25 |
-22.50 |
-61.2% |
50.00 |
| ATR |
21.77 |
21.23 |
-0.54 |
-2.5% |
0.00 |
| Volume |
159,505 |
332,025 |
172,520 |
108.2% |
97,400 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,078.50 |
2,069.50 |
2,039.75 |
|
| R3 |
2,064.25 |
2,055.25 |
2,036.00 |
|
| R2 |
2,050.00 |
2,050.00 |
2,034.50 |
|
| R1 |
2,041.00 |
2,041.00 |
2,033.25 |
2,038.50 |
| PP |
2,035.75 |
2,035.75 |
2,035.75 |
2,034.50 |
| S1 |
2,026.75 |
2,026.75 |
2,030.75 |
2,024.00 |
| S2 |
2,021.50 |
2,021.50 |
2,029.50 |
|
| S3 |
2,007.25 |
2,012.50 |
2,028.00 |
|
| S4 |
1,993.00 |
1,998.25 |
2,024.25 |
|
|
| 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 |
2,096.25 |
2,030.50 |
65.75 |
3.2% |
22.75 |
1.1% |
2% |
False |
True |
125,681 |
| 10 |
2,107.75 |
2,030.50 |
77.25 |
3.8% |
19.00 |
0.9% |
2% |
False |
True |
68,721 |
| 20 |
2,109.75 |
2,030.50 |
79.25 |
3.9% |
17.50 |
0.9% |
2% |
False |
True |
36,838 |
| 40 |
2,109.75 |
1,963.50 |
146.25 |
7.2% |
26.00 |
1.3% |
47% |
False |
False |
20,054 |
| 60 |
2,109.75 |
1,954.25 |
155.50 |
7.7% |
26.75 |
1.3% |
50% |
False |
False |
13,912 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.7% |
23.75 |
1.2% |
50% |
False |
False |
10,510 |
| 100 |
2,109.75 |
1,809.50 |
300.25 |
14.8% |
23.25 |
1.1% |
74% |
False |
False |
8,450 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.9% |
23.50 |
1.2% |
74% |
False |
False |
7,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,105.25 |
|
2.618 |
2,082.00 |
|
1.618 |
2,067.75 |
|
1.000 |
2,059.00 |
|
0.618 |
2,053.50 |
|
HIGH |
2,044.75 |
|
0.618 |
2,039.25 |
|
0.500 |
2,037.50 |
|
0.382 |
2,036.00 |
|
LOW |
2,030.50 |
|
0.618 |
2,021.75 |
|
1.000 |
2,016.25 |
|
1.618 |
2,007.50 |
|
2.618 |
1,993.25 |
|
4.250 |
1,970.00 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,037.50 |
2,051.50 |
| PP |
2,035.75 |
2,045.00 |
| S1 |
2,034.00 |
2,038.50 |
|