| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
3,582.0 |
3,580.0 |
-2.0 |
-0.1% |
3,524.0 |
| High |
3,583.0 |
3,604.0 |
21.0 |
0.6% |
3,604.0 |
| Low |
3,559.0 |
3,553.0 |
-6.0 |
-0.2% |
3,476.0 |
| Close |
3,565.0 |
3,578.0 |
13.0 |
0.4% |
3,578.0 |
| Range |
24.0 |
51.0 |
27.0 |
112.5% |
128.0 |
| ATR |
52.5 |
52.4 |
-0.1 |
-0.2% |
0.0 |
| Volume |
601,520 |
1,033,900 |
432,380 |
71.9% |
2,303,430 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,731.3 |
3,705.7 |
3,606.1 |
|
| R3 |
3,680.3 |
3,654.7 |
3,592.0 |
|
| R2 |
3,629.3 |
3,629.3 |
3,587.4 |
|
| R1 |
3,603.7 |
3,603.7 |
3,582.7 |
3,591.0 |
| PP |
3,578.3 |
3,578.3 |
3,578.3 |
3,572.0 |
| S1 |
3,552.7 |
3,552.7 |
3,573.3 |
3,540.0 |
| S2 |
3,527.3 |
3,527.3 |
3,568.7 |
|
| S3 |
3,476.3 |
3,501.7 |
3,564.0 |
|
| S4 |
3,425.3 |
3,450.7 |
3,550.0 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,936.7 |
3,885.3 |
3,648.4 |
|
| R3 |
3,808.7 |
3,757.3 |
3,613.2 |
|
| R2 |
3,680.7 |
3,680.7 |
3,601.5 |
|
| R1 |
3,629.3 |
3,629.3 |
3,589.7 |
3,655.0 |
| PP |
3,552.7 |
3,552.7 |
3,552.7 |
3,565.5 |
| S1 |
3,501.3 |
3,501.3 |
3,566.3 |
3,527.0 |
| S2 |
3,424.7 |
3,424.7 |
3,554.5 |
|
| S3 |
3,296.7 |
3,373.3 |
3,542.8 |
|
| S4 |
3,168.7 |
3,245.3 |
3,507.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,604.0 |
3,476.0 |
128.0 |
3.6% |
51.2 |
1.4% |
80% |
True |
False |
460,686 |
| 10 |
3,604.0 |
3,457.0 |
147.0 |
4.1% |
47.8 |
1.3% |
82% |
True |
False |
261,654 |
| 20 |
3,604.0 |
3,310.0 |
294.0 |
8.2% |
47.2 |
1.3% |
91% |
True |
False |
136,867 |
| 40 |
3,604.0 |
3,126.0 |
478.0 |
13.4% |
52.4 |
1.5% |
95% |
True |
False |
69,074 |
| 60 |
3,604.0 |
2,848.0 |
756.0 |
21.1% |
61.0 |
1.7% |
97% |
True |
False |
46,438 |
| 80 |
3,604.0 |
2,848.0 |
756.0 |
21.1% |
53.9 |
1.5% |
97% |
True |
False |
34,896 |
| 100 |
3,604.0 |
2,845.0 |
759.0 |
21.2% |
49.5 |
1.4% |
97% |
True |
False |
27,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,820.8 |
|
2.618 |
3,737.5 |
|
1.618 |
3,686.5 |
|
1.000 |
3,655.0 |
|
0.618 |
3,635.5 |
|
HIGH |
3,604.0 |
|
0.618 |
3,584.5 |
|
0.500 |
3,578.5 |
|
0.382 |
3,572.5 |
|
LOW |
3,553.0 |
|
0.618 |
3,521.5 |
|
1.000 |
3,502.0 |
|
1.618 |
3,470.5 |
|
2.618 |
3,419.5 |
|
4.250 |
3,336.3 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,578.5 |
3,569.2 |
| PP |
3,578.3 |
3,560.3 |
| S1 |
3,578.2 |
3,551.5 |
|