| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,056.00 |
2,050.00 |
-6.00 |
-0.3% |
2,097.75 |
| High |
2,058.75 |
2,057.75 |
-1.00 |
0.0% |
2,107.00 |
| Low |
2,033.25 |
2,041.00 |
7.75 |
0.4% |
2,033.25 |
| Close |
2,048.50 |
2,052.50 |
4.00 |
0.2% |
2,052.50 |
| Range |
25.50 |
16.75 |
-8.75 |
-34.3% |
73.75 |
| ATR |
24.46 |
23.91 |
-0.55 |
-2.3% |
0.00 |
| Volume |
1,842,218 |
1,158,856 |
-683,362 |
-37.1% |
6,929,960 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,100.75 |
2,093.25 |
2,061.75 |
|
| R3 |
2,084.00 |
2,076.50 |
2,057.00 |
|
| R2 |
2,067.25 |
2,067.25 |
2,055.50 |
|
| R1 |
2,059.75 |
2,059.75 |
2,054.00 |
2,063.50 |
| PP |
2,050.50 |
2,050.50 |
2,050.50 |
2,052.25 |
| S1 |
2,043.00 |
2,043.00 |
2,051.00 |
2,046.75 |
| S2 |
2,033.75 |
2,033.75 |
2,049.50 |
|
| S3 |
2,017.00 |
2,026.25 |
2,048.00 |
|
| S4 |
2,000.25 |
2,009.50 |
2,043.25 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,285.50 |
2,242.75 |
2,093.00 |
|
| R3 |
2,211.75 |
2,169.00 |
2,072.75 |
|
| R2 |
2,138.00 |
2,138.00 |
2,066.00 |
|
| R1 |
2,095.25 |
2,095.25 |
2,059.25 |
2,079.75 |
| PP |
2,064.25 |
2,064.25 |
2,064.25 |
2,056.50 |
| S1 |
2,021.50 |
2,021.50 |
2,045.75 |
2,006.00 |
| S2 |
1,990.50 |
1,990.50 |
2,039.00 |
|
| S3 |
1,916.75 |
1,947.75 |
2,032.25 |
|
| S4 |
1,843.00 |
1,874.00 |
2,012.00 |
|
|
| 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% |
22.25 |
1.1% |
26% |
False |
False |
1,385,992 |
| 10 |
2,107.00 |
2,033.25 |
73.75 |
3.6% |
26.00 |
1.3% |
26% |
False |
False |
1,534,804 |
| 20 |
2,107.75 |
2,030.50 |
77.25 |
3.8% |
24.25 |
1.2% |
28% |
False |
False |
929,159 |
| 40 |
2,109.75 |
1,966.00 |
143.75 |
7.0% |
22.75 |
1.1% |
60% |
False |
False |
466,824 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.1% |
27.00 |
1.3% |
61% |
False |
False |
312,171 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.6% |
26.00 |
1.3% |
63% |
False |
False |
234,355 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.6% |
23.00 |
1.1% |
63% |
False |
False |
187,535 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.8% |
24.50 |
1.2% |
81% |
False |
False |
156,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,129.00 |
|
2.618 |
2,101.50 |
|
1.618 |
2,084.75 |
|
1.000 |
2,074.50 |
|
0.618 |
2,068.00 |
|
HIGH |
2,057.75 |
|
0.618 |
2,051.25 |
|
0.500 |
2,049.50 |
|
0.382 |
2,047.50 |
|
LOW |
2,041.00 |
|
0.618 |
2,030.75 |
|
1.000 |
2,024.25 |
|
1.618 |
2,014.00 |
|
2.618 |
1,997.25 |
|
4.250 |
1,969.75 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.50 |
2,061.25 |
| PP |
2,050.50 |
2,058.25 |
| S1 |
2,049.50 |
2,055.50 |
|