| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,050.00 |
2,052.75 |
2.75 |
0.1% |
2,097.75 |
| High |
2,057.75 |
2,081.75 |
24.00 |
1.2% |
2,107.00 |
| Low |
2,041.00 |
2,047.25 |
6.25 |
0.3% |
2,033.25 |
| Close |
2,052.50 |
2,075.50 |
23.00 |
1.1% |
2,052.50 |
| Range |
16.75 |
34.50 |
17.75 |
106.0% |
73.75 |
| ATR |
23.91 |
24.67 |
0.76 |
3.2% |
0.00 |
| Volume |
1,158,856 |
1,236,364 |
77,508 |
6.7% |
6,929,960 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.75 |
2,158.00 |
2,094.50 |
|
| R3 |
2,137.25 |
2,123.50 |
2,085.00 |
|
| R2 |
2,102.75 |
2,102.75 |
2,081.75 |
|
| R1 |
2,089.00 |
2,089.00 |
2,078.75 |
2,096.00 |
| PP |
2,068.25 |
2,068.25 |
2,068.25 |
2,071.50 |
| S1 |
2,054.50 |
2,054.50 |
2,072.25 |
2,061.50 |
| S2 |
2,033.75 |
2,033.75 |
2,069.25 |
|
| S3 |
1,999.25 |
2,020.00 |
2,066.00 |
|
| S4 |
1,964.75 |
1,985.50 |
2,056.50 |
|
|
| 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 |
2,101.00 |
2,033.25 |
67.75 |
3.3% |
26.25 |
1.3% |
62% |
False |
False |
1,441,749 |
| 10 |
2,107.00 |
2,033.25 |
73.75 |
3.6% |
26.00 |
1.2% |
57% |
False |
False |
1,488,575 |
| 20 |
2,107.00 |
2,030.50 |
76.50 |
3.7% |
25.25 |
1.2% |
59% |
False |
False |
990,560 |
| 40 |
2,109.75 |
1,966.00 |
143.75 |
6.9% |
22.75 |
1.1% |
76% |
False |
False |
497,653 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
27.00 |
1.3% |
77% |
False |
False |
332,763 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
26.25 |
1.3% |
78% |
False |
False |
249,806 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
23.25 |
1.1% |
78% |
False |
False |
199,898 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.6% |
24.50 |
1.2% |
89% |
False |
False |
166,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,228.50 |
|
2.618 |
2,172.00 |
|
1.618 |
2,137.50 |
|
1.000 |
2,116.25 |
|
0.618 |
2,103.00 |
|
HIGH |
2,081.75 |
|
0.618 |
2,068.50 |
|
0.500 |
2,064.50 |
|
0.382 |
2,060.50 |
|
LOW |
2,047.25 |
|
0.618 |
2,026.00 |
|
1.000 |
2,012.75 |
|
1.618 |
1,991.50 |
|
2.618 |
1,957.00 |
|
4.250 |
1,900.50 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,071.75 |
2,069.50 |
| PP |
2,068.25 |
2,063.50 |
| S1 |
2,064.50 |
2,057.50 |
|