| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,104.00 |
2,114.00 |
10.00 |
0.5% |
2,107.25 |
| High |
2,115.50 |
2,114.50 |
-1.00 |
0.0% |
2,117.75 |
| Low |
2,100.50 |
2,095.50 |
-5.00 |
-0.2% |
2,099.75 |
| Close |
2,114.00 |
2,104.75 |
-9.25 |
-0.4% |
2,102.75 |
| Range |
15.00 |
19.00 |
4.00 |
26.7% |
18.00 |
| ATR |
21.36 |
21.19 |
-0.17 |
-0.8% |
0.00 |
| Volume |
1,075,660 |
1,360,995 |
285,335 |
26.5% |
5,288,476 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,162.00 |
2,152.25 |
2,115.25 |
|
| R3 |
2,143.00 |
2,133.25 |
2,110.00 |
|
| R2 |
2,124.00 |
2,124.00 |
2,108.25 |
|
| R1 |
2,114.25 |
2,114.25 |
2,106.50 |
2,109.50 |
| PP |
2,105.00 |
2,105.00 |
2,105.00 |
2,102.50 |
| S1 |
2,095.25 |
2,095.25 |
2,103.00 |
2,090.50 |
| S2 |
2,086.00 |
2,086.00 |
2,101.25 |
|
| S3 |
2,067.00 |
2,076.25 |
2,099.50 |
|
| S4 |
2,048.00 |
2,057.25 |
2,094.25 |
|
|
| 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 |
2,095.50 |
22.25 |
1.1% |
13.50 |
0.6% |
42% |
False |
True |
1,158,937 |
| 10 |
2,117.75 |
2,082.25 |
35.50 |
1.7% |
13.75 |
0.7% |
63% |
False |
False |
1,160,243 |
| 20 |
2,117.75 |
2,007.00 |
110.75 |
5.3% |
19.50 |
0.9% |
88% |
False |
False |
1,297,372 |
| 40 |
2,117.75 |
1,970.25 |
147.50 |
7.0% |
28.50 |
1.4% |
91% |
False |
False |
1,623,102 |
| 60 |
2,117.75 |
1,961.50 |
156.25 |
7.4% |
27.75 |
1.3% |
92% |
False |
False |
1,460,671 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.4% |
24.25 |
1.1% |
92% |
False |
False |
1,098,064 |
| 100 |
2,117.75 |
1,805.00 |
312.75 |
14.9% |
26.25 |
1.3% |
96% |
False |
False |
879,513 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
14.9% |
25.25 |
1.2% |
96% |
False |
False |
733,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,195.25 |
|
2.618 |
2,164.25 |
|
1.618 |
2,145.25 |
|
1.000 |
2,133.50 |
|
0.618 |
2,126.25 |
|
HIGH |
2,114.50 |
|
0.618 |
2,107.25 |
|
0.500 |
2,105.00 |
|
0.382 |
2,102.75 |
|
LOW |
2,095.50 |
|
0.618 |
2,083.75 |
|
1.000 |
2,076.50 |
|
1.618 |
2,064.75 |
|
2.618 |
2,045.75 |
|
4.250 |
2,014.75 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.00 |
2,105.50 |
| PP |
2,105.00 |
2,105.25 |
| S1 |
2,104.75 |
2,105.00 |
|