| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,110.50 |
2,109.50 |
-1.00 |
0.0% |
2,107.25 |
| High |
2,114.75 |
2,111.00 |
-3.75 |
-0.2% |
2,117.75 |
| Low |
2,101.50 |
2,100.75 |
-0.75 |
0.0% |
2,099.75 |
| Close |
2,110.00 |
2,102.75 |
-7.25 |
-0.3% |
2,102.75 |
| Range |
13.25 |
10.25 |
-3.00 |
-22.6% |
18.00 |
| ATR |
22.74 |
21.85 |
-0.89 |
-3.9% |
0.00 |
| Volume |
1,176,136 |
1,207,187 |
31,051 |
2.6% |
5,288,476 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.50 |
2,129.50 |
2,108.50 |
|
| R3 |
2,125.25 |
2,119.25 |
2,105.50 |
|
| R2 |
2,115.00 |
2,115.00 |
2,104.75 |
|
| R1 |
2,109.00 |
2,109.00 |
2,103.75 |
2,107.00 |
| PP |
2,104.75 |
2,104.75 |
2,104.75 |
2,103.75 |
| S1 |
2,098.75 |
2,098.75 |
2,101.75 |
2,096.50 |
| S2 |
2,094.50 |
2,094.50 |
2,100.75 |
|
| S3 |
2,084.25 |
2,088.50 |
2,100.00 |
|
| S4 |
2,074.00 |
2,078.25 |
2,097.00 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.75 |
2,149.75 |
2,112.75 |
|
| R3 |
2,142.75 |
2,131.75 |
2,107.75 |
|
| R2 |
2,124.75 |
2,124.75 |
2,106.00 |
|
| R1 |
2,113.75 |
2,113.75 |
2,104.50 |
2,110.25 |
| PP |
2,106.75 |
2,106.75 |
2,106.75 |
2,105.00 |
| S1 |
2,095.75 |
2,095.75 |
2,101.00 |
2,092.25 |
| S2 |
2,088.75 |
2,088.75 |
2,099.50 |
|
| S3 |
2,070.75 |
2,077.75 |
2,097.75 |
|
| S4 |
2,052.75 |
2,059.75 |
2,092.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,117.75 |
2,099.75 |
18.00 |
0.9% |
11.00 |
0.5% |
17% |
False |
False |
1,057,695 |
| 10 |
2,117.75 |
2,080.75 |
37.00 |
1.8% |
13.50 |
0.6% |
59% |
False |
False |
1,162,552 |
| 20 |
2,117.75 |
1,973.75 |
144.00 |
6.8% |
21.75 |
1.0% |
90% |
False |
False |
1,395,180 |
| 40 |
2,117.75 |
1,970.25 |
147.50 |
7.0% |
29.25 |
1.4% |
90% |
False |
False |
1,617,050 |
| 60 |
2,117.75 |
1,961.50 |
156.25 |
7.4% |
27.75 |
1.3% |
90% |
False |
False |
1,420,787 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.4% |
24.25 |
1.1% |
90% |
False |
False |
1,067,737 |
| 100 |
2,117.75 |
1,805.00 |
312.75 |
14.9% |
26.50 |
1.3% |
95% |
False |
False |
855,198 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
14.9% |
25.25 |
1.2% |
95% |
False |
False |
712,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.50 |
|
2.618 |
2,137.75 |
|
1.618 |
2,127.50 |
|
1.000 |
2,121.25 |
|
0.618 |
2,117.25 |
|
HIGH |
2,111.00 |
|
0.618 |
2,107.00 |
|
0.500 |
2,106.00 |
|
0.382 |
2,104.75 |
|
LOW |
2,100.75 |
|
0.618 |
2,094.50 |
|
1.000 |
2,090.50 |
|
1.618 |
2,084.25 |
|
2.618 |
2,074.00 |
|
4.250 |
2,057.25 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,106.00 |
2,109.25 |
| PP |
2,104.75 |
2,107.00 |
| S1 |
2,103.75 |
2,105.00 |
|