| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,036.00 |
2,034.75 |
-1.25 |
-0.1% |
2,096.00 |
| High |
2,044.75 |
2,059.00 |
14.25 |
0.7% |
2,107.75 |
| Low |
2,030.50 |
2,030.75 |
0.25 |
0.0% |
2,057.75 |
| Close |
2,032.00 |
2,056.50 |
24.50 |
1.2% |
2,063.00 |
| Range |
14.25 |
28.25 |
14.00 |
98.2% |
50.00 |
| ATR |
21.23 |
21.73 |
0.50 |
2.4% |
0.00 |
| Volume |
332,025 |
833,748 |
501,723 |
151.1% |
97,400 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.50 |
2,123.25 |
2,072.00 |
|
| R3 |
2,105.25 |
2,095.00 |
2,064.25 |
|
| R2 |
2,077.00 |
2,077.00 |
2,061.75 |
|
| R1 |
2,066.75 |
2,066.75 |
2,059.00 |
2,072.00 |
| PP |
2,048.75 |
2,048.75 |
2,048.75 |
2,051.25 |
| S1 |
2,038.50 |
2,038.50 |
2,054.00 |
2,043.50 |
| S2 |
2,020.50 |
2,020.50 |
2,051.25 |
|
| S3 |
1,992.25 |
2,010.25 |
2,048.75 |
|
| S4 |
1,964.00 |
1,982.00 |
2,041.00 |
|
|
| 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 |
2,030.50 |
65.75 |
3.2% |
26.50 |
1.3% |
40% |
False |
False |
288,711 |
| 10 |
2,107.75 |
2,030.50 |
77.25 |
3.8% |
20.50 |
1.0% |
34% |
False |
False |
151,681 |
| 20 |
2,109.75 |
2,030.50 |
79.25 |
3.9% |
17.50 |
0.9% |
33% |
False |
False |
78,308 |
| 40 |
2,109.75 |
1,963.50 |
146.25 |
7.1% |
25.50 |
1.2% |
64% |
False |
False |
40,858 |
| 60 |
2,109.75 |
1,954.25 |
155.50 |
7.6% |
26.50 |
1.3% |
66% |
False |
False |
27,806 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.6% |
23.75 |
1.2% |
66% |
False |
False |
20,928 |
| 100 |
2,109.75 |
1,845.00 |
264.75 |
12.9% |
23.00 |
1.1% |
80% |
False |
False |
16,779 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.7% |
23.75 |
1.2% |
82% |
False |
False |
14,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.00 |
|
2.618 |
2,133.00 |
|
1.618 |
2,104.75 |
|
1.000 |
2,087.25 |
|
0.618 |
2,076.50 |
|
HIGH |
2,059.00 |
|
0.618 |
2,048.25 |
|
0.500 |
2,045.00 |
|
0.382 |
2,041.50 |
|
LOW |
2,030.75 |
|
0.618 |
2,013.25 |
|
1.000 |
2,002.50 |
|
1.618 |
1,985.00 |
|
2.618 |
1,956.75 |
|
4.250 |
1,910.75 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.50 |
2,054.50 |
| PP |
2,048.75 |
2,052.50 |
| S1 |
2,045.00 |
2,050.50 |
|