| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,052.75 |
2,074.75 |
22.00 |
1.1% |
2,097.75 |
| High |
2,081.75 |
2,076.75 |
-5.00 |
-0.2% |
2,107.00 |
| Low |
2,047.25 |
2,056.25 |
9.00 |
0.4% |
2,033.25 |
| Close |
2,075.50 |
2,060.75 |
-14.75 |
-0.7% |
2,052.50 |
| Range |
34.50 |
20.50 |
-14.00 |
-40.6% |
73.75 |
| ATR |
24.67 |
24.37 |
-0.30 |
-1.2% |
0.00 |
| Volume |
1,236,364 |
1,596,352 |
359,988 |
29.1% |
6,929,960 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.00 |
2,114.00 |
2,072.00 |
|
| R3 |
2,105.50 |
2,093.50 |
2,066.50 |
|
| R2 |
2,085.00 |
2,085.00 |
2,064.50 |
|
| R1 |
2,073.00 |
2,073.00 |
2,062.75 |
2,068.75 |
| PP |
2,064.50 |
2,064.50 |
2,064.50 |
2,062.50 |
| S1 |
2,052.50 |
2,052.50 |
2,058.75 |
2,048.25 |
| S2 |
2,044.00 |
2,044.00 |
2,057.00 |
|
| S3 |
2,023.50 |
2,032.00 |
2,055.00 |
|
| S4 |
2,003.00 |
2,011.50 |
2,049.50 |
|
|
| 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 |
2,089.25 |
2,033.25 |
56.00 |
2.7% |
26.75 |
1.3% |
49% |
False |
False |
1,522,247 |
| 10 |
2,107.00 |
2,033.25 |
73.75 |
3.6% |
26.50 |
1.3% |
37% |
False |
False |
1,469,031 |
| 20 |
2,107.00 |
2,030.50 |
76.50 |
3.7% |
25.25 |
1.2% |
40% |
False |
False |
1,069,648 |
| 40 |
2,109.75 |
2,000.50 |
109.25 |
5.3% |
22.00 |
1.1% |
55% |
False |
False |
537,454 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.1% |
27.00 |
1.3% |
66% |
False |
False |
359,332 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
26.25 |
1.3% |
68% |
False |
False |
269,753 |
| 100 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
23.25 |
1.1% |
68% |
False |
False |
215,861 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.7% |
24.50 |
1.2% |
84% |
False |
False |
179,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,164.00 |
|
2.618 |
2,130.50 |
|
1.618 |
2,110.00 |
|
1.000 |
2,097.25 |
|
0.618 |
2,089.50 |
|
HIGH |
2,076.75 |
|
0.618 |
2,069.00 |
|
0.500 |
2,066.50 |
|
0.382 |
2,064.00 |
|
LOW |
2,056.25 |
|
0.618 |
2,043.50 |
|
1.000 |
2,035.75 |
|
1.618 |
2,023.00 |
|
2.618 |
2,002.50 |
|
4.250 |
1,969.00 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.50 |
2,061.50 |
| PP |
2,064.50 |
2,061.25 |
| S1 |
2,062.75 |
2,061.00 |
|