| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,094.00 |
2,085.25 |
-8.75 |
-0.4% |
2,043.25 |
| High |
2,101.00 |
2,089.25 |
-11.75 |
-0.6% |
2,106.75 |
| Low |
2,083.00 |
2,052.25 |
-30.75 |
-1.5% |
2,037.25 |
| Close |
2,085.00 |
2,053.75 |
-31.25 |
-1.5% |
2,099.25 |
| Range |
18.00 |
37.00 |
19.00 |
105.6% |
69.50 |
| ATR |
23.41 |
24.38 |
0.97 |
4.1% |
0.00 |
| Volume |
1,193,863 |
1,777,447 |
583,584 |
48.9% |
8,418,082 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,176.00 |
2,152.00 |
2,074.00 |
|
| R3 |
2,139.00 |
2,115.00 |
2,064.00 |
|
| R2 |
2,102.00 |
2,102.00 |
2,060.50 |
|
| R1 |
2,078.00 |
2,078.00 |
2,057.25 |
2,071.50 |
| PP |
2,065.00 |
2,065.00 |
2,065.00 |
2,062.00 |
| S1 |
2,041.00 |
2,041.00 |
2,050.25 |
2,034.50 |
| S2 |
2,028.00 |
2,028.00 |
2,047.00 |
|
| S3 |
1,991.00 |
2,004.00 |
2,043.50 |
|
| S4 |
1,954.00 |
1,967.00 |
2,033.50 |
|
|
| 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 |
2.7% |
24.00 |
1.2% |
3% |
False |
True |
1,368,692 |
| 10 |
2,107.00 |
2,030.75 |
76.25 |
3.7% |
27.50 |
1.3% |
30% |
False |
False |
1,491,044 |
| 20 |
2,107.75 |
2,030.50 |
77.25 |
3.8% |
23.25 |
1.1% |
30% |
False |
False |
779,883 |
| 40 |
2,109.75 |
1,966.00 |
143.75 |
7.0% |
24.00 |
1.2% |
61% |
False |
False |
391,984 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.1% |
26.75 |
1.3% |
62% |
False |
False |
262,223 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.6% |
25.75 |
1.3% |
64% |
False |
False |
196,852 |
| 100 |
2,109.75 |
1,946.25 |
163.50 |
8.0% |
23.25 |
1.1% |
66% |
False |
False |
157,538 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.8% |
24.50 |
1.2% |
82% |
False |
False |
131,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,246.50 |
|
2.618 |
2,186.00 |
|
1.618 |
2,149.00 |
|
1.000 |
2,126.25 |
|
0.618 |
2,112.00 |
|
HIGH |
2,089.25 |
|
0.618 |
2,075.00 |
|
0.500 |
2,070.75 |
|
0.382 |
2,066.50 |
|
LOW |
2,052.25 |
|
0.618 |
2,029.50 |
|
1.000 |
2,015.25 |
|
1.618 |
1,992.50 |
|
2.618 |
1,955.50 |
|
4.250 |
1,895.00 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,070.75 |
2,079.50 |
| PP |
2,065.00 |
2,071.00 |
| S1 |
2,059.50 |
2,062.50 |
|