| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,093.50 |
2,079.50 |
-14.00 |
-0.7% |
2,043.25 |
| High |
2,099.00 |
2,106.75 |
7.75 |
0.4% |
2,106.75 |
| Low |
2,076.50 |
2,077.75 |
1.25 |
0.1% |
2,037.25 |
| Close |
2,081.50 |
2,099.25 |
17.75 |
0.9% |
2,099.25 |
| Range |
22.50 |
29.00 |
6.50 |
28.9% |
69.50 |
| ATR |
24.27 |
24.61 |
0.34 |
1.4% |
0.00 |
| Volume |
1,496,920 |
1,417,654 |
-79,266 |
-5.3% |
8,418,082 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.50 |
2,169.50 |
2,115.25 |
|
| R3 |
2,152.50 |
2,140.50 |
2,107.25 |
|
| R2 |
2,123.50 |
2,123.50 |
2,104.50 |
|
| R1 |
2,111.50 |
2,111.50 |
2,102.00 |
2,117.50 |
| PP |
2,094.50 |
2,094.50 |
2,094.50 |
2,097.50 |
| S1 |
2,082.50 |
2,082.50 |
2,096.50 |
2,088.50 |
| S2 |
2,065.50 |
2,065.50 |
2,094.00 |
|
| S3 |
2,036.50 |
2,053.50 |
2,091.25 |
|
| S4 |
2,007.50 |
2,024.50 |
2,083.25 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,289.50 |
2,264.00 |
2,137.50 |
|
| R3 |
2,220.00 |
2,194.50 |
2,118.25 |
|
| R2 |
2,150.50 |
2,150.50 |
2,112.00 |
|
| R1 |
2,125.00 |
2,125.00 |
2,105.50 |
2,137.75 |
| PP |
2,081.00 |
2,081.00 |
2,081.00 |
2,087.50 |
| S1 |
2,055.50 |
2,055.50 |
2,093.00 |
2,068.25 |
| S2 |
2,011.50 |
2,011.50 |
2,086.50 |
|
| S3 |
1,942.00 |
1,986.00 |
2,080.25 |
|
| S4 |
1,872.50 |
1,916.50 |
2,061.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,106.75 |
2,037.25 |
69.50 |
3.3% |
30.00 |
1.4% |
89% |
True |
False |
1,683,616 |
| 10 |
2,106.75 |
2,030.50 |
76.25 |
3.6% |
27.25 |
1.3% |
90% |
True |
False |
1,155,583 |
| 20 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
21.25 |
1.0% |
87% |
False |
False |
584,564 |
| 40 |
2,109.75 |
1,966.00 |
143.75 |
6.8% |
24.50 |
1.2% |
93% |
False |
False |
293,973 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
26.00 |
1.2% |
93% |
False |
False |
196,847 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
25.00 |
1.2% |
93% |
False |
False |
147,749 |
| 100 |
2,109.75 |
1,930.00 |
179.75 |
8.6% |
23.00 |
1.1% |
94% |
False |
False |
118,252 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.4% |
24.25 |
1.2% |
97% |
False |
False |
98,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.00 |
|
2.618 |
2,182.75 |
|
1.618 |
2,153.75 |
|
1.000 |
2,135.75 |
|
0.618 |
2,124.75 |
|
HIGH |
2,106.75 |
|
0.618 |
2,095.75 |
|
0.500 |
2,092.25 |
|
0.382 |
2,088.75 |
|
LOW |
2,077.75 |
|
0.618 |
2,059.75 |
|
1.000 |
2,048.75 |
|
1.618 |
2,030.75 |
|
2.618 |
2,001.75 |
|
4.250 |
1,954.50 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,097.00 |
2,092.75 |
| PP |
2,094.50 |
2,086.00 |
| S1 |
2,092.25 |
2,079.50 |
|