| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,085.25 |
2,056.00 |
-29.25 |
-1.4% |
2,043.25 |
| High |
2,089.25 |
2,058.75 |
-30.50 |
-1.5% |
2,106.75 |
| Low |
2,052.25 |
2,033.25 |
-19.00 |
-0.9% |
2,037.25 |
| Close |
2,053.75 |
2,048.50 |
-5.25 |
-0.3% |
2,099.25 |
| Range |
37.00 |
25.50 |
-11.50 |
-31.1% |
69.50 |
| ATR |
24.38 |
24.46 |
0.08 |
0.3% |
0.00 |
| Volume |
1,777,447 |
1,842,218 |
64,771 |
3.6% |
8,418,082 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.25 |
2,111.50 |
2,062.50 |
|
| R3 |
2,097.75 |
2,086.00 |
2,055.50 |
|
| R2 |
2,072.25 |
2,072.25 |
2,053.25 |
|
| R1 |
2,060.50 |
2,060.50 |
2,050.75 |
2,053.50 |
| PP |
2,046.75 |
2,046.75 |
2,046.75 |
2,043.50 |
| S1 |
2,035.00 |
2,035.00 |
2,046.25 |
2,028.00 |
| S2 |
2,021.25 |
2,021.25 |
2,043.75 |
|
| S3 |
1,995.75 |
2,009.50 |
2,041.50 |
|
| S4 |
1,970.25 |
1,984.00 |
2,034.50 |
|
|
| 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 |
2,033.25 |
73.75 |
3.6% |
24.75 |
1.2% |
21% |
False |
True |
1,437,751 |
| 10 |
2,107.00 |
2,032.50 |
74.50 |
3.6% |
27.25 |
1.3% |
21% |
False |
False |
1,591,891 |
| 20 |
2,107.75 |
2,030.50 |
77.25 |
3.8% |
24.00 |
1.2% |
23% |
False |
False |
871,786 |
| 40 |
2,109.75 |
1,966.00 |
143.75 |
7.0% |
23.25 |
1.1% |
57% |
False |
False |
437,938 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.1% |
27.00 |
1.3% |
58% |
False |
False |
292,892 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.6% |
26.00 |
1.3% |
61% |
False |
False |
219,870 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.6% |
23.25 |
1.1% |
61% |
False |
False |
175,954 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.8% |
24.50 |
1.2% |
80% |
False |
False |
146,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,167.00 |
|
2.618 |
2,125.50 |
|
1.618 |
2,100.00 |
|
1.000 |
2,084.25 |
|
0.618 |
2,074.50 |
|
HIGH |
2,058.75 |
|
0.618 |
2,049.00 |
|
0.500 |
2,046.00 |
|
0.382 |
2,043.00 |
|
LOW |
2,033.25 |
|
0.618 |
2,017.50 |
|
1.000 |
2,007.75 |
|
1.618 |
1,992.00 |
|
2.618 |
1,966.50 |
|
4.250 |
1,925.00 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,047.75 |
2,067.00 |
| PP |
2,046.75 |
2,061.00 |
| S1 |
2,046.00 |
2,054.75 |
|