| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,034.75 |
2,056.50 |
21.75 |
1.1% |
2,065.75 |
| High |
2,059.00 |
2,061.25 |
2.25 |
0.1% |
2,072.75 |
| Low |
2,030.75 |
2,032.50 |
1.75 |
0.1% |
2,030.50 |
| Close |
2,056.50 |
2,042.25 |
-14.25 |
-0.7% |
2,042.25 |
| Range |
28.25 |
28.75 |
0.50 |
1.8% |
42.25 |
| ATR |
21.73 |
22.24 |
0.50 |
2.3% |
0.00 |
| Volume |
833,748 |
1,729,733 |
895,985 |
107.5% |
3,137,748 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,131.50 |
2,115.75 |
2,058.00 |
|
| R3 |
2,102.75 |
2,087.00 |
2,050.25 |
|
| R2 |
2,074.00 |
2,074.00 |
2,047.50 |
|
| R1 |
2,058.25 |
2,058.25 |
2,045.00 |
2,051.75 |
| PP |
2,045.25 |
2,045.25 |
2,045.25 |
2,042.00 |
| S1 |
2,029.50 |
2,029.50 |
2,039.50 |
2,023.00 |
| S2 |
2,016.50 |
2,016.50 |
2,037.00 |
|
| S3 |
1,987.75 |
2,000.75 |
2,034.25 |
|
| S4 |
1,959.00 |
1,972.00 |
2,026.50 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.25 |
2,151.00 |
2,065.50 |
|
| R3 |
2,133.00 |
2,108.75 |
2,053.75 |
|
| R2 |
2,090.75 |
2,090.75 |
2,050.00 |
|
| R1 |
2,066.50 |
2,066.50 |
2,046.00 |
2,057.50 |
| PP |
2,048.50 |
2,048.50 |
2,048.50 |
2,044.00 |
| S1 |
2,024.25 |
2,024.25 |
2,038.50 |
2,015.25 |
| S2 |
2,006.25 |
2,006.25 |
2,034.50 |
|
| S3 |
1,964.00 |
1,982.00 |
2,030.75 |
|
| S4 |
1,921.75 |
1,939.75 |
2,019.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,072.75 |
2,030.50 |
42.25 |
2.1% |
24.50 |
1.2% |
28% |
False |
False |
627,549 |
| 10 |
2,107.75 |
2,030.50 |
77.25 |
3.8% |
22.25 |
1.1% |
15% |
False |
False |
323,514 |
| 20 |
2,109.75 |
2,030.50 |
79.25 |
3.9% |
17.75 |
0.9% |
15% |
False |
False |
164,664 |
| 40 |
2,109.75 |
1,963.50 |
146.25 |
7.2% |
25.25 |
1.2% |
54% |
False |
False |
84,047 |
| 60 |
2,109.75 |
1,954.25 |
155.50 |
7.6% |
26.50 |
1.3% |
57% |
False |
False |
56,626 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.6% |
24.00 |
1.2% |
57% |
False |
False |
42,543 |
| 100 |
2,109.75 |
1,859.00 |
250.75 |
12.3% |
23.00 |
1.1% |
73% |
False |
False |
34,076 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.8% |
23.75 |
1.2% |
78% |
False |
False |
28,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,183.50 |
|
2.618 |
2,136.50 |
|
1.618 |
2,107.75 |
|
1.000 |
2,090.00 |
|
0.618 |
2,079.00 |
|
HIGH |
2,061.25 |
|
0.618 |
2,050.25 |
|
0.500 |
2,047.00 |
|
0.382 |
2,043.50 |
|
LOW |
2,032.50 |
|
0.618 |
2,014.75 |
|
1.000 |
2,003.75 |
|
1.618 |
1,986.00 |
|
2.618 |
1,957.25 |
|
4.250 |
1,910.25 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,047.00 |
2,046.00 |
| PP |
2,045.25 |
2,044.75 |
| S1 |
2,043.75 |
2,043.50 |
|