| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,109.50 |
2,104.00 |
-5.50 |
-0.3% |
2,107.25 |
| High |
2,111.00 |
2,115.50 |
4.50 |
0.2% |
2,117.75 |
| Low |
2,100.75 |
2,100.50 |
-0.25 |
0.0% |
2,099.75 |
| Close |
2,102.75 |
2,114.00 |
11.25 |
0.5% |
2,102.75 |
| Range |
10.25 |
15.00 |
4.75 |
46.3% |
18.00 |
| ATR |
21.85 |
21.36 |
-0.49 |
-2.2% |
0.00 |
| Volume |
1,207,187 |
1,075,660 |
-131,527 |
-10.9% |
5,288,476 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.00 |
2,149.50 |
2,122.25 |
|
| R3 |
2,140.00 |
2,134.50 |
2,118.00 |
|
| R2 |
2,125.00 |
2,125.00 |
2,116.75 |
|
| R1 |
2,119.50 |
2,119.50 |
2,115.50 |
2,122.25 |
| PP |
2,110.00 |
2,110.00 |
2,110.00 |
2,111.50 |
| S1 |
2,104.50 |
2,104.50 |
2,112.50 |
2,107.25 |
| S2 |
2,095.00 |
2,095.00 |
2,111.25 |
|
| S3 |
2,080.00 |
2,089.50 |
2,110.00 |
|
| S4 |
2,065.00 |
2,074.50 |
2,105.75 |
|
|
| 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 |
2,100.50 |
17.25 |
0.8% |
12.50 |
0.6% |
78% |
False |
True |
1,102,888 |
| 10 |
2,117.75 |
2,080.75 |
37.00 |
1.8% |
13.75 |
0.6% |
90% |
False |
False |
1,147,625 |
| 20 |
2,117.75 |
1,973.75 |
144.00 |
6.8% |
20.75 |
1.0% |
97% |
False |
False |
1,331,263 |
| 40 |
2,117.75 |
1,970.25 |
147.50 |
7.0% |
28.75 |
1.4% |
97% |
False |
False |
1,623,036 |
| 60 |
2,117.75 |
1,961.50 |
156.25 |
7.4% |
27.50 |
1.3% |
98% |
False |
False |
1,438,459 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.4% |
24.25 |
1.1% |
98% |
False |
False |
1,081,112 |
| 100 |
2,117.75 |
1,805.00 |
312.75 |
14.8% |
26.50 |
1.3% |
99% |
False |
False |
865,931 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
14.8% |
25.25 |
1.2% |
99% |
False |
False |
721,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.25 |
|
2.618 |
2,154.75 |
|
1.618 |
2,139.75 |
|
1.000 |
2,130.50 |
|
0.618 |
2,124.75 |
|
HIGH |
2,115.50 |
|
0.618 |
2,109.75 |
|
0.500 |
2,108.00 |
|
0.382 |
2,106.25 |
|
LOW |
2,100.50 |
|
0.618 |
2,091.25 |
|
1.000 |
2,085.50 |
|
1.618 |
2,076.25 |
|
2.618 |
2,061.25 |
|
4.250 |
2,036.75 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,112.00 |
2,112.00 |
| PP |
2,110.00 |
2,110.00 |
| S1 |
2,108.00 |
2,108.00 |
|