| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,079.50 |
2,097.75 |
18.25 |
0.9% |
2,043.25 |
| High |
2,106.75 |
2,107.00 |
0.25 |
0.0% |
2,106.75 |
| Low |
2,077.75 |
2,093.25 |
15.50 |
0.7% |
2,037.25 |
| Close |
2,099.25 |
2,094.75 |
-4.50 |
-0.2% |
2,099.25 |
| Range |
29.00 |
13.75 |
-15.25 |
-52.6% |
69.50 |
| ATR |
24.61 |
23.83 |
-0.78 |
-3.2% |
0.00 |
| Volume |
1,417,654 |
957,576 |
-460,078 |
-32.5% |
8,418,082 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.50 |
2,131.00 |
2,102.25 |
|
| R3 |
2,125.75 |
2,117.25 |
2,098.50 |
|
| R2 |
2,112.00 |
2,112.00 |
2,097.25 |
|
| R1 |
2,103.50 |
2,103.50 |
2,096.00 |
2,101.00 |
| PP |
2,098.25 |
2,098.25 |
2,098.25 |
2,097.00 |
| S1 |
2,089.75 |
2,089.75 |
2,093.50 |
2,087.00 |
| S2 |
2,084.50 |
2,084.50 |
2,092.25 |
|
| S3 |
2,070.75 |
2,076.00 |
2,091.00 |
|
| S4 |
2,057.00 |
2,062.25 |
2,087.25 |
|
|
| 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 |
2,107.00 |
2,052.25 |
54.75 |
2.6% |
25.50 |
1.2% |
78% |
True |
False |
1,535,402 |
| 10 |
2,107.00 |
2,030.50 |
76.50 |
3.7% |
27.25 |
1.3% |
84% |
True |
False |
1,243,066 |
| 20 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
21.50 |
1.0% |
81% |
False |
False |
631,981 |
| 40 |
2,109.75 |
1,966.00 |
143.75 |
6.9% |
24.25 |
1.2% |
90% |
False |
False |
317,798 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
26.00 |
1.2% |
90% |
False |
False |
212,781 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
25.25 |
1.2% |
90% |
False |
False |
159,711 |
| 100 |
2,109.75 |
1,942.00 |
167.75 |
8.0% |
23.00 |
1.1% |
91% |
False |
False |
127,827 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.5% |
24.50 |
1.2% |
95% |
False |
False |
106,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,165.50 |
|
2.618 |
2,143.00 |
|
1.618 |
2,129.25 |
|
1.000 |
2,120.75 |
|
0.618 |
2,115.50 |
|
HIGH |
2,107.00 |
|
0.618 |
2,101.75 |
|
0.500 |
2,100.00 |
|
0.382 |
2,098.50 |
|
LOW |
2,093.25 |
|
0.618 |
2,084.75 |
|
1.000 |
2,079.50 |
|
1.618 |
2,071.00 |
|
2.618 |
2,057.25 |
|
4.250 |
2,034.75 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,100.00 |
2,093.75 |
| PP |
2,098.25 |
2,092.75 |
| S1 |
2,096.50 |
2,091.75 |
|