| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,096.50 |
2,099.50 |
3.00 |
0.1% |
2,104.00 |
| High |
2,103.50 |
2,103.50 |
0.00 |
0.0% |
2,115.50 |
| Low |
2,093.25 |
2,065.50 |
-27.75 |
-1.3% |
2,065.50 |
| Close |
2,099.75 |
2,070.75 |
-29.00 |
-1.4% |
2,070.75 |
| Range |
10.25 |
38.00 |
27.75 |
270.7% |
50.00 |
| ATR |
20.30 |
21.56 |
1.26 |
6.2% |
0.00 |
| Volume |
1,097,593 |
1,901,150 |
803,557 |
73.2% |
6,925,838 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.00 |
2,170.25 |
2,091.75 |
|
| R3 |
2,156.00 |
2,132.25 |
2,081.25 |
|
| R2 |
2,118.00 |
2,118.00 |
2,077.75 |
|
| R1 |
2,094.25 |
2,094.25 |
2,074.25 |
2,087.00 |
| PP |
2,080.00 |
2,080.00 |
2,080.00 |
2,076.25 |
| S1 |
2,056.25 |
2,056.25 |
2,067.25 |
2,049.00 |
| S2 |
2,042.00 |
2,042.00 |
2,063.75 |
|
| S3 |
2,004.00 |
2,018.25 |
2,060.25 |
|
| S4 |
1,966.00 |
1,980.25 |
2,049.75 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.00 |
2,202.25 |
2,098.25 |
|
| R3 |
2,184.00 |
2,152.25 |
2,084.50 |
|
| R2 |
2,134.00 |
2,134.00 |
2,080.00 |
|
| R1 |
2,102.25 |
2,102.25 |
2,075.25 |
2,093.00 |
| PP |
2,084.00 |
2,084.00 |
2,084.00 |
2,079.25 |
| S1 |
2,052.25 |
2,052.25 |
2,066.25 |
2,043.00 |
| S2 |
2,034.00 |
2,034.00 |
2,061.50 |
|
| S3 |
1,984.00 |
2,002.25 |
2,057.00 |
|
| S4 |
1,934.00 |
1,952.25 |
2,043.25 |
|
|
| 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 |
2,065.50 |
50.00 |
2.4% |
20.25 |
1.0% |
11% |
False |
True |
1,385,167 |
| 10 |
2,117.75 |
2,065.50 |
52.25 |
2.5% |
15.75 |
0.8% |
10% |
False |
True |
1,221,431 |
| 20 |
2,117.75 |
2,036.50 |
81.25 |
3.9% |
17.75 |
0.9% |
42% |
False |
False |
1,284,516 |
| 40 |
2,117.75 |
1,970.25 |
147.50 |
7.1% |
27.50 |
1.3% |
68% |
False |
False |
1,581,837 |
| 60 |
2,117.75 |
1,961.50 |
156.25 |
7.5% |
28.00 |
1.4% |
70% |
False |
False |
1,533,415 |
| 80 |
2,117.75 |
1,961.50 |
156.25 |
7.5% |
24.50 |
1.2% |
70% |
False |
False |
1,154,089 |
| 100 |
2,117.75 |
1,805.00 |
312.75 |
15.1% |
25.75 |
1.2% |
85% |
False |
False |
924,287 |
| 120 |
2,117.75 |
1,805.00 |
312.75 |
15.1% |
25.50 |
1.2% |
85% |
False |
False |
770,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,265.00 |
|
2.618 |
2,203.00 |
|
1.618 |
2,165.00 |
|
1.000 |
2,141.50 |
|
0.618 |
2,127.00 |
|
HIGH |
2,103.50 |
|
0.618 |
2,089.00 |
|
0.500 |
2,084.50 |
|
0.382 |
2,080.00 |
|
LOW |
2,065.50 |
|
0.618 |
2,042.00 |
|
1.000 |
2,027.50 |
|
1.618 |
2,004.00 |
|
2.618 |
1,966.00 |
|
4.250 |
1,904.00 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,084.50 |
2,085.00 |
| PP |
2,080.00 |
2,080.25 |
| S1 |
2,075.25 |
2,075.50 |
|