| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,066.50 |
2,066.25 |
-0.25 |
0.0% |
2,065.75 |
| High |
2,070.50 |
2,099.75 |
29.25 |
1.4% |
2,072.75 |
| Low |
2,056.25 |
2,052.25 |
-4.00 |
-0.2% |
2,030.50 |
| Close |
2,066.25 |
2,092.50 |
26.25 |
1.3% |
2,042.25 |
| Range |
14.25 |
47.50 |
33.25 |
233.3% |
42.25 |
| ATR |
22.63 |
24.40 |
1.78 |
7.9% |
0.00 |
| Volume |
1,791,792 |
2,013,069 |
221,277 |
12.3% |
3,137,748 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,224.00 |
2,205.75 |
2,118.50 |
|
| R3 |
2,176.50 |
2,158.25 |
2,105.50 |
|
| R2 |
2,129.00 |
2,129.00 |
2,101.25 |
|
| R1 |
2,110.75 |
2,110.75 |
2,096.75 |
2,120.00 |
| PP |
2,081.50 |
2,081.50 |
2,081.50 |
2,086.00 |
| S1 |
2,063.25 |
2,063.25 |
2,088.25 |
2,072.50 |
| S2 |
2,034.00 |
2,034.00 |
2,083.75 |
|
| S3 |
1,986.50 |
2,015.75 |
2,079.50 |
|
| S4 |
1,939.00 |
1,968.25 |
2,066.50 |
|
|
| 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 |
2,099.75 |
2,030.75 |
69.00 |
3.3% |
31.00 |
1.5% |
89% |
True |
False |
1,613,397 |
| 10 |
2,099.75 |
2,030.50 |
69.25 |
3.3% |
27.00 |
1.3% |
90% |
True |
False |
869,539 |
| 20 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
20.50 |
1.0% |
78% |
False |
False |
439,462 |
| 40 |
2,109.75 |
1,966.00 |
143.75 |
6.9% |
24.75 |
1.2% |
88% |
False |
False |
221,235 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
25.50 |
1.2% |
88% |
False |
False |
148,304 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
25.00 |
1.2% |
89% |
False |
False |
111,327 |
| 100 |
2,109.75 |
1,910.50 |
199.25 |
9.5% |
23.25 |
1.1% |
91% |
False |
False |
89,109 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.5% |
24.25 |
1.2% |
94% |
False |
False |
74,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,301.50 |
|
2.618 |
2,224.00 |
|
1.618 |
2,176.50 |
|
1.000 |
2,147.25 |
|
0.618 |
2,129.00 |
|
HIGH |
2,099.75 |
|
0.618 |
2,081.50 |
|
0.500 |
2,076.00 |
|
0.382 |
2,070.50 |
|
LOW |
2,052.25 |
|
0.618 |
2,023.00 |
|
1.000 |
2,004.75 |
|
1.618 |
1,975.50 |
|
2.618 |
1,928.00 |
|
4.250 |
1,850.50 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.00 |
2,084.50 |
| PP |
2,081.50 |
2,076.50 |
| S1 |
2,076.00 |
2,068.50 |
|