| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,048.00 |
2,044.00 |
-4.00 |
-0.2% |
2,096.75 |
| High |
2,051.00 |
2,050.00 |
-1.00 |
0.0% |
2,099.25 |
| Low |
2,026.00 |
2,033.75 |
7.75 |
0.4% |
2,026.00 |
| Close |
2,041.00 |
2,045.00 |
4.00 |
0.2% |
2,045.00 |
| Range |
25.00 |
16.25 |
-8.75 |
-35.0% |
73.25 |
| ATR |
22.32 |
21.88 |
-0.43 |
-1.9% |
0.00 |
| Volume |
1,338 |
1,347 |
9 |
0.7% |
5,362 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,091.75 |
2,084.50 |
2,054.00 |
|
| R3 |
2,075.50 |
2,068.25 |
2,049.50 |
|
| R2 |
2,059.25 |
2,059.25 |
2,048.00 |
|
| R1 |
2,052.00 |
2,052.00 |
2,046.50 |
2,055.50 |
| PP |
2,043.00 |
2,043.00 |
2,043.00 |
2,044.75 |
| S1 |
2,035.75 |
2,035.75 |
2,043.50 |
2,039.50 |
| S2 |
2,026.75 |
2,026.75 |
2,042.00 |
|
| S3 |
2,010.50 |
2,019.50 |
2,040.50 |
|
| S4 |
1,994.25 |
2,003.25 |
2,036.00 |
|
|
| 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 |
2,099.25 |
2,026.00 |
73.25 |
3.6% |
21.50 |
1.0% |
26% |
False |
False |
1,072 |
| 10 |
2,099.25 |
2,026.00 |
73.25 |
3.6% |
25.25 |
1.2% |
26% |
False |
False |
750 |
| 20 |
2,099.50 |
2,024.25 |
75.25 |
3.7% |
22.50 |
1.1% |
28% |
False |
False |
449 |
| 40 |
2,104.00 |
1,970.50 |
133.50 |
6.5% |
18.75 |
0.9% |
56% |
False |
False |
264 |
| 60 |
2,104.00 |
1,958.50 |
145.50 |
7.1% |
22.25 |
1.1% |
59% |
False |
False |
206 |
| 80 |
2,104.00 |
1,951.00 |
153.00 |
7.5% |
20.50 |
1.0% |
61% |
False |
False |
172 |
| 100 |
2,104.00 |
1,951.00 |
153.00 |
7.5% |
17.00 |
0.8% |
61% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,119.00 |
|
2.618 |
2,092.50 |
|
1.618 |
2,076.25 |
|
1.000 |
2,066.25 |
|
0.618 |
2,060.00 |
|
HIGH |
2,050.00 |
|
0.618 |
2,043.75 |
|
0.500 |
2,042.00 |
|
0.382 |
2,040.00 |
|
LOW |
2,033.75 |
|
0.618 |
2,023.75 |
|
1.000 |
2,017.50 |
|
1.618 |
2,007.50 |
|
2.618 |
1,991.25 |
|
4.250 |
1,964.75 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,044.00 |
2,053.75 |
| PP |
2,043.00 |
2,050.75 |
| S1 |
2,042.00 |
2,048.00 |
|