| 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 |
2,044.00 |
2,047.00 |
3.00 |
0.1% |
2,096.75 |
| High |
2,050.00 |
2,074.25 |
24.25 |
1.2% |
2,099.25 |
| Low |
2,033.75 |
2,040.75 |
7.00 |
0.3% |
2,026.00 |
| Close |
2,045.00 |
2,068.00 |
23.00 |
1.1% |
2,045.00 |
| Range |
16.25 |
33.50 |
17.25 |
106.2% |
73.25 |
| ATR |
21.88 |
22.71 |
0.83 |
3.8% |
0.00 |
| Volume |
1,347 |
1,815 |
468 |
34.7% |
5,362 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.50 |
2,148.25 |
2,086.50 |
|
| R3 |
2,128.00 |
2,114.75 |
2,077.25 |
|
| R2 |
2,094.50 |
2,094.50 |
2,074.25 |
|
| R1 |
2,081.25 |
2,081.25 |
2,071.00 |
2,088.00 |
| PP |
2,061.00 |
2,061.00 |
2,061.00 |
2,064.25 |
| S1 |
2,047.75 |
2,047.75 |
2,065.00 |
2,054.50 |
| S2 |
2,027.50 |
2,027.50 |
2,061.75 |
|
| S3 |
1,994.00 |
2,014.25 |
2,058.75 |
|
| S4 |
1,960.50 |
1,980.75 |
2,049.50 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,276.50 |
2,234.00 |
2,085.25 |
|
| R3 |
2,203.25 |
2,160.75 |
2,065.25 |
|
| R2 |
2,130.00 |
2,130.00 |
2,058.50 |
|
| R1 |
2,087.50 |
2,087.50 |
2,051.75 |
2,072.00 |
| PP |
2,056.75 |
2,056.75 |
2,056.75 |
2,049.00 |
| S1 |
2,014.25 |
2,014.25 |
2,038.25 |
1,999.00 |
| S2 |
1,983.50 |
1,983.50 |
2,031.50 |
|
| S3 |
1,910.25 |
1,941.00 |
2,024.75 |
|
| S4 |
1,837.00 |
1,867.75 |
2,004.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,093.25 |
2,026.00 |
67.25 |
3.3% |
25.75 |
1.2% |
62% |
False |
False |
1,333 |
| 10 |
2,099.25 |
2,026.00 |
73.25 |
3.5% |
25.00 |
1.2% |
57% |
False |
False |
922 |
| 20 |
2,099.25 |
2,024.25 |
75.00 |
3.6% |
23.75 |
1.1% |
58% |
False |
False |
539 |
| 40 |
2,104.00 |
1,980.25 |
123.75 |
6.0% |
19.00 |
0.9% |
71% |
False |
False |
309 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.0% |
22.25 |
1.1% |
75% |
False |
False |
236 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.4% |
20.75 |
1.0% |
76% |
False |
False |
186 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.4% |
17.25 |
0.8% |
76% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,216.50 |
|
2.618 |
2,162.00 |
|
1.618 |
2,128.50 |
|
1.000 |
2,107.75 |
|
0.618 |
2,095.00 |
|
HIGH |
2,074.25 |
|
0.618 |
2,061.50 |
|
0.500 |
2,057.50 |
|
0.382 |
2,053.50 |
|
LOW |
2,040.75 |
|
0.618 |
2,020.00 |
|
1.000 |
2,007.25 |
|
1.618 |
1,986.50 |
|
2.618 |
1,953.00 |
|
4.250 |
1,898.50 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,064.50 |
2,062.00 |
| PP |
2,061.00 |
2,056.00 |
| S1 |
2,057.50 |
2,050.00 |
|