| 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 |
2,047.00 |
2,068.50 |
21.50 |
1.1% |
2,096.75 |
| High |
2,074.25 |
2,068.75 |
-5.50 |
-0.3% |
2,099.25 |
| Low |
2,040.75 |
2,049.50 |
8.75 |
0.4% |
2,026.00 |
| Close |
2,068.00 |
2,053.25 |
-14.75 |
-0.7% |
2,045.00 |
| Range |
33.50 |
19.25 |
-14.25 |
-42.5% |
73.25 |
| ATR |
22.71 |
22.47 |
-0.25 |
-1.1% |
0.00 |
| Volume |
1,815 |
1,126 |
-689 |
-38.0% |
5,362 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.00 |
2,103.25 |
2,063.75 |
|
| R3 |
2,095.75 |
2,084.00 |
2,058.50 |
|
| R2 |
2,076.50 |
2,076.50 |
2,056.75 |
|
| R1 |
2,064.75 |
2,064.75 |
2,055.00 |
2,061.00 |
| PP |
2,057.25 |
2,057.25 |
2,057.25 |
2,055.25 |
| S1 |
2,045.50 |
2,045.50 |
2,051.50 |
2,041.75 |
| S2 |
2,038.00 |
2,038.00 |
2,049.75 |
|
| S3 |
2,018.75 |
2,026.25 |
2,048.00 |
|
| S4 |
1,999.50 |
2,007.00 |
2,042.75 |
|
|
| 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 |
2,081.50 |
2,026.00 |
55.50 |
2.7% |
26.00 |
1.3% |
49% |
False |
False |
1,479 |
| 10 |
2,099.25 |
2,026.00 |
73.25 |
3.6% |
25.50 |
1.2% |
37% |
False |
False |
988 |
| 20 |
2,099.25 |
2,024.25 |
75.00 |
3.7% |
23.75 |
1.2% |
39% |
False |
False |
594 |
| 40 |
2,104.00 |
2,007.25 |
96.75 |
4.7% |
18.75 |
0.9% |
48% |
False |
False |
336 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.1% |
22.25 |
1.1% |
65% |
False |
False |
252 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.5% |
21.00 |
1.0% |
67% |
False |
False |
200 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.5% |
17.50 |
0.8% |
67% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,150.50 |
|
2.618 |
2,119.25 |
|
1.618 |
2,100.00 |
|
1.000 |
2,088.00 |
|
0.618 |
2,080.75 |
|
HIGH |
2,068.75 |
|
0.618 |
2,061.50 |
|
0.500 |
2,059.00 |
|
0.382 |
2,056.75 |
|
LOW |
2,049.50 |
|
0.618 |
2,037.50 |
|
1.000 |
2,030.25 |
|
1.618 |
2,018.25 |
|
2.618 |
1,999.00 |
|
4.250 |
1,967.75 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.00 |
2,054.00 |
| PP |
2,057.25 |
2,053.75 |
| S1 |
2,055.25 |
2,053.50 |
|