| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,066.25 |
2,093.50 |
27.25 |
1.3% |
2,065.75 |
| High |
2,099.75 |
2,099.00 |
-0.75 |
0.0% |
2,072.75 |
| Low |
2,052.25 |
2,076.50 |
24.25 |
1.2% |
2,030.50 |
| Close |
2,092.50 |
2,081.50 |
-11.00 |
-0.5% |
2,042.25 |
| Range |
47.50 |
22.50 |
-25.00 |
-52.6% |
42.25 |
| ATR |
24.40 |
24.27 |
-0.14 |
-0.6% |
0.00 |
| Volume |
2,013,069 |
1,496,920 |
-516,149 |
-25.6% |
3,137,748 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.25 |
2,139.75 |
2,094.00 |
|
| R3 |
2,130.75 |
2,117.25 |
2,087.75 |
|
| R2 |
2,108.25 |
2,108.25 |
2,085.50 |
|
| R1 |
2,094.75 |
2,094.75 |
2,083.50 |
2,090.25 |
| PP |
2,085.75 |
2,085.75 |
2,085.75 |
2,083.50 |
| S1 |
2,072.25 |
2,072.25 |
2,079.50 |
2,067.75 |
| S2 |
2,063.25 |
2,063.25 |
2,077.50 |
|
| S3 |
2,040.75 |
2,049.75 |
2,075.25 |
|
| S4 |
2,018.25 |
2,027.25 |
2,069.00 |
|
|
| 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 |
2,032.50 |
67.25 |
3.2% |
30.00 |
1.4% |
73% |
False |
False |
1,746,032 |
| 10 |
2,099.75 |
2,030.50 |
69.25 |
3.3% |
28.25 |
1.4% |
74% |
False |
False |
1,017,371 |
| 20 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
21.25 |
1.0% |
64% |
False |
False |
514,224 |
| 40 |
2,109.75 |
1,966.00 |
143.75 |
6.9% |
24.75 |
1.2% |
80% |
False |
False |
258,596 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
25.75 |
1.2% |
81% |
False |
False |
173,235 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
25.00 |
1.2% |
82% |
False |
False |
130,036 |
| 100 |
2,109.75 |
1,918.00 |
191.75 |
9.2% |
23.00 |
1.1% |
85% |
False |
False |
104,077 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.6% |
24.25 |
1.2% |
91% |
False |
False |
86,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,194.50 |
|
2.618 |
2,158.00 |
|
1.618 |
2,135.50 |
|
1.000 |
2,121.50 |
|
0.618 |
2,113.00 |
|
HIGH |
2,099.00 |
|
0.618 |
2,090.50 |
|
0.500 |
2,087.75 |
|
0.382 |
2,085.00 |
|
LOW |
2,076.50 |
|
0.618 |
2,062.50 |
|
1.000 |
2,054.00 |
|
1.618 |
2,040.00 |
|
2.618 |
2,017.50 |
|
4.250 |
1,981.00 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.75 |
2,079.75 |
| PP |
2,085.75 |
2,077.75 |
| S1 |
2,083.50 |
2,076.00 |
|