| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,043.25 |
2,066.50 |
23.25 |
1.1% |
2,065.75 |
| High |
2,074.00 |
2,070.50 |
-3.50 |
-0.2% |
2,072.75 |
| Low |
2,037.25 |
2,056.25 |
19.00 |
0.9% |
2,030.50 |
| Close |
2,068.50 |
2,066.25 |
-2.25 |
-0.1% |
2,042.25 |
| Range |
36.75 |
14.25 |
-22.50 |
-61.2% |
42.25 |
| ATR |
23.27 |
22.63 |
-0.64 |
-2.8% |
0.00 |
| Volume |
1,698,647 |
1,791,792 |
93,145 |
5.5% |
3,137,748 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.00 |
2,101.00 |
2,074.00 |
|
| R3 |
2,092.75 |
2,086.75 |
2,070.25 |
|
| R2 |
2,078.50 |
2,078.50 |
2,068.75 |
|
| R1 |
2,072.50 |
2,072.50 |
2,067.50 |
2,068.50 |
| PP |
2,064.25 |
2,064.25 |
2,064.25 |
2,062.25 |
| S1 |
2,058.25 |
2,058.25 |
2,065.00 |
2,054.00 |
| S2 |
2,050.00 |
2,050.00 |
2,063.75 |
|
| S3 |
2,035.75 |
2,044.00 |
2,062.25 |
|
| S4 |
2,021.50 |
2,029.75 |
2,058.50 |
|
|
| 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 |
2,074.00 |
2,030.50 |
43.50 |
2.1% |
24.50 |
1.2% |
82% |
False |
False |
1,277,189 |
| 10 |
2,096.25 |
2,030.50 |
65.75 |
3.2% |
24.00 |
1.2% |
54% |
False |
False |
670,265 |
| 20 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
18.75 |
0.9% |
45% |
False |
False |
338,989 |
| 40 |
2,109.75 |
1,966.00 |
143.75 |
7.0% |
24.25 |
1.2% |
70% |
False |
False |
171,021 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.1% |
25.75 |
1.2% |
70% |
False |
False |
114,775 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
24.50 |
1.2% |
72% |
False |
False |
86,165 |
| 100 |
2,109.75 |
1,906.00 |
203.75 |
9.9% |
23.00 |
1.1% |
79% |
False |
False |
68,979 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.7% |
24.00 |
1.2% |
86% |
False |
False |
57,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.00 |
|
2.618 |
2,107.75 |
|
1.618 |
2,093.50 |
|
1.000 |
2,084.75 |
|
0.618 |
2,079.25 |
|
HIGH |
2,070.50 |
|
0.618 |
2,065.00 |
|
0.500 |
2,063.50 |
|
0.382 |
2,061.75 |
|
LOW |
2,056.25 |
|
0.618 |
2,047.50 |
|
1.000 |
2,042.00 |
|
1.618 |
2,033.25 |
|
2.618 |
2,019.00 |
|
4.250 |
1,995.75 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,065.25 |
2,062.00 |
| PP |
2,064.25 |
2,057.50 |
| S1 |
2,063.50 |
2,053.25 |
|