| 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 |
11,403.5 |
11,417.0 |
13.5 |
0.1% |
11,134.5 |
| High |
11,457.0 |
11,475.5 |
18.5 |
0.2% |
11,402.5 |
| Low |
11,365.0 |
11,258.5 |
-106.5 |
-0.9% |
11,070.0 |
| Close |
11,400.5 |
11,293.0 |
-107.5 |
-0.9% |
11,384.5 |
| Range |
92.0 |
217.0 |
125.0 |
135.9% |
332.5 |
| ATR |
163.0 |
166.8 |
3.9 |
2.4% |
0.0 |
| Volume |
102,161 |
124,287 |
22,126 |
21.7% |
415,287 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,993.3 |
11,860.2 |
11,412.4 |
|
| R3 |
11,776.3 |
11,643.2 |
11,352.7 |
|
| R2 |
11,559.3 |
11,559.3 |
11,332.8 |
|
| R1 |
11,426.2 |
11,426.2 |
11,312.9 |
11,384.3 |
| PP |
11,342.3 |
11,342.3 |
11,342.3 |
11,321.4 |
| S1 |
11,209.2 |
11,209.2 |
11,273.1 |
11,167.3 |
| S2 |
11,125.3 |
11,125.3 |
11,253.2 |
|
| S3 |
10,908.3 |
10,992.2 |
11,233.3 |
|
| S4 |
10,691.3 |
10,775.2 |
11,173.7 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,283.2 |
12,166.3 |
11,567.4 |
|
| R3 |
11,950.7 |
11,833.8 |
11,475.9 |
|
| R2 |
11,618.2 |
11,618.2 |
11,445.5 |
|
| R1 |
11,501.3 |
11,501.3 |
11,415.0 |
11,559.8 |
| PP |
11,285.7 |
11,285.7 |
11,285.7 |
11,314.9 |
| S1 |
11,168.8 |
11,168.8 |
11,354.0 |
11,227.3 |
| S2 |
10,953.2 |
10,953.2 |
11,323.5 |
|
| S3 |
10,620.7 |
10,836.3 |
11,293.1 |
|
| S4 |
10,288.2 |
10,503.8 |
11,201.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,475.5 |
11,177.0 |
298.5 |
2.6% |
122.1 |
1.1% |
39% |
True |
False |
97,849 |
| 10 |
11,475.5 |
10,872.5 |
603.0 |
5.3% |
130.2 |
1.2% |
70% |
True |
False |
97,111 |
| 20 |
11,475.5 |
10,592.5 |
883.0 |
7.8% |
143.2 |
1.3% |
79% |
True |
False |
96,530 |
| 40 |
11,475.5 |
9,383.5 |
2,092.0 |
18.5% |
193.9 |
1.7% |
91% |
True |
False |
119,431 |
| 60 |
11,475.5 |
9,227.0 |
2,248.5 |
19.9% |
192.4 |
1.7% |
92% |
True |
False |
96,972 |
| 80 |
11,475.5 |
9,145.5 |
2,330.0 |
20.6% |
176.4 |
1.6% |
92% |
True |
False |
73,171 |
| 100 |
11,475.5 |
8,367.5 |
3,108.0 |
27.5% |
182.3 |
1.6% |
94% |
True |
False |
58,650 |
| 120 |
11,475.5 |
8,367.5 |
3,108.0 |
27.5% |
168.5 |
1.5% |
94% |
True |
False |
48,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,397.8 |
|
2.618 |
12,043.6 |
|
1.618 |
11,826.6 |
|
1.000 |
11,692.5 |
|
0.618 |
11,609.6 |
|
HIGH |
11,475.5 |
|
0.618 |
11,392.6 |
|
0.500 |
11,367.0 |
|
0.382 |
11,341.4 |
|
LOW |
11,258.5 |
|
0.618 |
11,124.4 |
|
1.000 |
11,041.5 |
|
1.618 |
10,907.4 |
|
2.618 |
10,690.4 |
|
4.250 |
10,336.3 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,367.0 |
11,367.0 |
| PP |
11,342.3 |
11,342.3 |
| S1 |
11,317.7 |
11,317.7 |
|