| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,104.75 |
2,096.50 |
-8.25 |
-0.4% |
2,107.25 |
| High |
2,104.75 |
2,103.50 |
-1.25 |
-0.1% |
2,117.75 |
| Low |
2,085.25 |
2,093.25 |
8.00 |
0.4% |
2,099.75 |
| Close |
2,096.50 |
2,099.75 |
3.25 |
0.2% |
2,102.75 |
| Range |
19.50 |
10.25 |
-9.25 |
-47.4% |
18.00 |
| ATR |
21.07 |
20.30 |
-0.77 |
-3.7% |
0.00 |
| Volume |
1,490,440 |
1,097,593 |
-392,847 |
-26.4% |
5,288,476 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.50 |
2,125.00 |
2,105.50 |
|
| R3 |
2,119.25 |
2,114.75 |
2,102.50 |
|
| R2 |
2,109.00 |
2,109.00 |
2,101.75 |
|
| R1 |
2,104.50 |
2,104.50 |
2,100.75 |
2,106.75 |
| PP |
2,098.75 |
2,098.75 |
2,098.75 |
2,100.00 |
| S1 |
2,094.25 |
2,094.25 |
2,098.75 |
2,096.50 |
| S2 |
2,088.50 |
2,088.50 |
2,097.75 |
|
| S3 |
2,078.25 |
2,084.00 |
2,097.00 |
|
| S4 |
2,068.00 |
2,073.75 |
2,094.00 |
|
|
| 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 |
2,115.50 |
2,085.25 |
30.25 |
1.4% |
14.75 |
0.7% |
48% |
False |
False |
1,246,375 |
| 10 |
2,117.75 |
2,082.25 |
35.50 |
1.7% |
14.50 |
0.7% |
49% |
False |
False |
1,195,838 |
| 20 |
2,117.75 |
2,020.75 |
97.00 |
4.6% |
17.75 |
0.8% |
81% |
False |
False |
1,256,636 |
| 40 |
2,117.75 |
1,970.25 |
147.50 |
7.0% |
27.25 |
1.3% |
88% |
False |
False |
1,578,325 |
| 60 |
2,117.75 |
1,961.50 |
156.25 |
7.4% |
27.75 |
1.3% |
88% |
False |
False |
1,502,747 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.4% |
24.25 |
1.1% |
88% |
False |
False |
1,130,349 |
| 100 |
2,117.75 |
1,805.00 |
312.75 |
14.9% |
25.75 |
1.2% |
94% |
False |
False |
905,317 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
14.9% |
25.50 |
1.2% |
94% |
False |
False |
754,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,147.00 |
|
2.618 |
2,130.25 |
|
1.618 |
2,120.00 |
|
1.000 |
2,113.75 |
|
0.618 |
2,109.75 |
|
HIGH |
2,103.50 |
|
0.618 |
2,099.50 |
|
0.500 |
2,098.50 |
|
0.382 |
2,097.25 |
|
LOW |
2,093.25 |
|
0.618 |
2,087.00 |
|
1.000 |
2,083.00 |
|
1.618 |
2,076.75 |
|
2.618 |
2,066.50 |
|
4.250 |
2,049.75 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,099.25 |
2,100.00 |
| PP |
2,098.75 |
2,099.75 |
| S1 |
2,098.50 |
2,099.75 |
|