| 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 |
3,601.0 |
3,615.0 |
14.0 |
0.4% |
3,654.0 |
| High |
3,623.0 |
3,664.0 |
41.0 |
1.1% |
3,672.0 |
| Low |
3,585.0 |
3,609.0 |
24.0 |
0.7% |
3,544.0 |
| Close |
3,605.0 |
3,660.0 |
55.0 |
1.5% |
3,605.0 |
| Range |
38.0 |
55.0 |
17.0 |
44.7% |
128.0 |
| ATR |
55.8 |
56.0 |
0.2 |
0.4% |
0.0 |
| Volume |
755,942 |
1,217,236 |
461,294 |
61.0% |
5,197,955 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,809.3 |
3,789.7 |
3,690.3 |
|
| R3 |
3,754.3 |
3,734.7 |
3,675.1 |
|
| R2 |
3,699.3 |
3,699.3 |
3,670.1 |
|
| R1 |
3,679.7 |
3,679.7 |
3,665.0 |
3,689.5 |
| PP |
3,644.3 |
3,644.3 |
3,644.3 |
3,649.3 |
| S1 |
3,624.7 |
3,624.7 |
3,655.0 |
3,634.5 |
| S2 |
3,589.3 |
3,589.3 |
3,649.9 |
|
| S3 |
3,534.3 |
3,569.7 |
3,644.9 |
|
| S4 |
3,479.3 |
3,514.7 |
3,629.8 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,991.0 |
3,926.0 |
3,675.4 |
|
| R3 |
3,863.0 |
3,798.0 |
3,640.2 |
|
| R2 |
3,735.0 |
3,735.0 |
3,628.5 |
|
| R1 |
3,670.0 |
3,670.0 |
3,616.7 |
3,638.5 |
| PP |
3,607.0 |
3,607.0 |
3,607.0 |
3,591.3 |
| S1 |
3,542.0 |
3,542.0 |
3,593.3 |
3,510.5 |
| S2 |
3,479.0 |
3,479.0 |
3,581.5 |
|
| S3 |
3,351.0 |
3,414.0 |
3,569.8 |
|
| S4 |
3,223.0 |
3,286.0 |
3,534.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,672.0 |
3,544.0 |
128.0 |
3.5% |
57.2 |
1.6% |
91% |
False |
False |
1,087,654 |
| 10 |
3,672.0 |
3,544.0 |
128.0 |
3.5% |
56.6 |
1.5% |
91% |
False |
False |
1,130,358 |
| 20 |
3,672.0 |
3,457.0 |
215.0 |
5.9% |
53.5 |
1.5% |
94% |
False |
False |
768,930 |
| 40 |
3,672.0 |
3,248.0 |
424.0 |
11.6% |
49.8 |
1.4% |
97% |
False |
False |
388,689 |
| 60 |
3,672.0 |
2,912.0 |
760.0 |
20.8% |
57.7 |
1.6% |
98% |
False |
False |
259,698 |
| 80 |
3,672.0 |
2,848.0 |
824.0 |
22.5% |
58.5 |
1.6% |
99% |
False |
False |
194,937 |
| 100 |
3,672.0 |
2,848.0 |
824.0 |
22.5% |
51.5 |
1.4% |
99% |
False |
False |
155,981 |
| 120 |
3,672.0 |
2,710.0 |
962.0 |
26.3% |
50.0 |
1.4% |
99% |
False |
False |
130,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,897.8 |
|
2.618 |
3,808.0 |
|
1.618 |
3,753.0 |
|
1.000 |
3,719.0 |
|
0.618 |
3,698.0 |
|
HIGH |
3,664.0 |
|
0.618 |
3,643.0 |
|
0.500 |
3,636.5 |
|
0.382 |
3,630.0 |
|
LOW |
3,609.0 |
|
0.618 |
3,575.0 |
|
1.000 |
3,554.0 |
|
1.618 |
3,520.0 |
|
2.618 |
3,465.0 |
|
4.250 |
3,375.3 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,652.2 |
3,641.3 |
| PP |
3,644.3 |
3,622.7 |
| S1 |
3,636.5 |
3,604.0 |
|