| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,056.50 |
2,043.25 |
-13.25 |
-0.6% |
2,065.75 |
| High |
2,061.25 |
2,074.00 |
12.75 |
0.6% |
2,072.75 |
| Low |
2,032.50 |
2,037.25 |
4.75 |
0.2% |
2,030.50 |
| Close |
2,042.25 |
2,068.50 |
26.25 |
1.3% |
2,042.25 |
| Range |
28.75 |
36.75 |
8.00 |
27.8% |
42.25 |
| ATR |
22.24 |
23.27 |
1.04 |
4.7% |
0.00 |
| Volume |
1,729,733 |
1,698,647 |
-31,086 |
-1.8% |
3,137,748 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.25 |
2,156.00 |
2,088.75 |
|
| R3 |
2,133.50 |
2,119.25 |
2,078.50 |
|
| R2 |
2,096.75 |
2,096.75 |
2,075.25 |
|
| R1 |
2,082.50 |
2,082.50 |
2,071.75 |
2,089.50 |
| PP |
2,060.00 |
2,060.00 |
2,060.00 |
2,063.50 |
| S1 |
2,045.75 |
2,045.75 |
2,065.25 |
2,053.00 |
| S2 |
2,023.25 |
2,023.25 |
2,061.75 |
|
| S3 |
1,986.50 |
2,009.00 |
2,058.50 |
|
| S4 |
1,949.75 |
1,972.25 |
2,048.25 |
|
|
| 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 |
2,074.00 |
2,030.50 |
43.50 |
2.1% |
29.00 |
1.4% |
87% |
True |
False |
950,731 |
| 10 |
2,107.00 |
2,030.50 |
76.50 |
3.7% |
24.50 |
1.2% |
50% |
False |
False |
492,544 |
| 20 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
19.00 |
0.9% |
48% |
False |
False |
249,511 |
| 40 |
2,109.75 |
1,963.50 |
146.25 |
7.1% |
25.00 |
1.2% |
72% |
False |
False |
126,405 |
| 60 |
2,109.75 |
1,959.00 |
150.75 |
7.3% |
26.25 |
1.3% |
73% |
False |
False |
84,926 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
24.50 |
1.2% |
73% |
False |
False |
63,768 |
| 100 |
2,109.75 |
1,876.00 |
233.75 |
11.3% |
23.25 |
1.1% |
82% |
False |
False |
51,062 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.7% |
24.00 |
1.2% |
86% |
False |
False |
42,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.25 |
|
2.618 |
2,170.25 |
|
1.618 |
2,133.50 |
|
1.000 |
2,110.75 |
|
0.618 |
2,096.75 |
|
HIGH |
2,074.00 |
|
0.618 |
2,060.00 |
|
0.500 |
2,055.50 |
|
0.382 |
2,051.25 |
|
LOW |
2,037.25 |
|
0.618 |
2,014.50 |
|
1.000 |
2,000.50 |
|
1.618 |
1,977.75 |
|
2.618 |
1,941.00 |
|
4.250 |
1,881.00 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,064.25 |
2,063.00 |
| PP |
2,060.00 |
2,057.75 |
| S1 |
2,055.50 |
2,052.50 |
|