| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,114.00 |
2,104.75 |
-9.25 |
-0.4% |
2,107.25 |
| High |
2,114.50 |
2,104.75 |
-9.75 |
-0.5% |
2,117.75 |
| Low |
2,095.50 |
2,085.25 |
-10.25 |
-0.5% |
2,099.75 |
| Close |
2,104.75 |
2,096.50 |
-8.25 |
-0.4% |
2,102.75 |
| Range |
19.00 |
19.50 |
0.50 |
2.6% |
18.00 |
| ATR |
21.19 |
21.07 |
-0.12 |
-0.6% |
0.00 |
| Volume |
1,360,995 |
1,490,440 |
129,445 |
9.5% |
5,288,476 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.00 |
2,144.75 |
2,107.25 |
|
| R3 |
2,134.50 |
2,125.25 |
2,101.75 |
|
| R2 |
2,115.00 |
2,115.00 |
2,100.00 |
|
| R1 |
2,105.75 |
2,105.75 |
2,098.25 |
2,100.50 |
| PP |
2,095.50 |
2,095.50 |
2,095.50 |
2,093.00 |
| S1 |
2,086.25 |
2,086.25 |
2,094.75 |
2,081.00 |
| S2 |
2,076.00 |
2,076.00 |
2,093.00 |
|
| S3 |
2,056.50 |
2,066.75 |
2,091.25 |
|
| S4 |
2,037.00 |
2,047.25 |
2,085.75 |
|
|
| 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 |
2,115.50 |
2,085.25 |
30.25 |
1.4% |
15.50 |
0.7% |
37% |
False |
True |
1,262,083 |
| 10 |
2,117.75 |
2,082.25 |
35.50 |
1.7% |
14.75 |
0.7% |
40% |
False |
False |
1,200,469 |
| 20 |
2,117.75 |
2,020.75 |
97.00 |
4.6% |
18.50 |
0.9% |
78% |
False |
False |
1,286,605 |
| 40 |
2,117.75 |
1,970.25 |
147.50 |
7.0% |
28.00 |
1.3% |
86% |
False |
False |
1,609,519 |
| 60 |
2,117.75 |
1,961.50 |
156.25 |
7.5% |
27.75 |
1.3% |
86% |
False |
False |
1,484,997 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.5% |
24.25 |
1.2% |
86% |
False |
False |
1,116,667 |
| 100 |
2,117.75 |
1,805.00 |
312.75 |
14.9% |
26.00 |
1.2% |
93% |
False |
False |
894,393 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
14.9% |
25.50 |
1.2% |
93% |
False |
False |
745,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,187.50 |
|
2.618 |
2,155.75 |
|
1.618 |
2,136.25 |
|
1.000 |
2,124.25 |
|
0.618 |
2,116.75 |
|
HIGH |
2,104.75 |
|
0.618 |
2,097.25 |
|
0.500 |
2,095.00 |
|
0.382 |
2,092.75 |
|
LOW |
2,085.25 |
|
0.618 |
2,073.25 |
|
1.000 |
2,065.75 |
|
1.618 |
2,053.75 |
|
2.618 |
2,034.25 |
|
4.250 |
2,002.50 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.00 |
2,100.50 |
| PP |
2,095.50 |
2,099.00 |
| S1 |
2,095.00 |
2,097.75 |
|