| 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 |
11,417.0 |
11,317.5 |
-99.5 |
-0.9% |
11,134.5 |
| High |
11,475.5 |
11,422.0 |
-53.5 |
-0.5% |
11,402.5 |
| Low |
11,258.5 |
11,194.0 |
-64.5 |
-0.6% |
11,070.0 |
| Close |
11,293.0 |
11,377.0 |
84.0 |
0.7% |
11,384.5 |
| Range |
217.0 |
228.0 |
11.0 |
5.1% |
332.5 |
| ATR |
166.8 |
171.2 |
4.4 |
2.6% |
0.0 |
| Volume |
124,287 |
105,452 |
-18,835 |
-15.2% |
415,287 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,015.0 |
11,924.0 |
11,502.4 |
|
| R3 |
11,787.0 |
11,696.0 |
11,439.7 |
|
| R2 |
11,559.0 |
11,559.0 |
11,418.8 |
|
| R1 |
11,468.0 |
11,468.0 |
11,397.9 |
11,513.5 |
| PP |
11,331.0 |
11,331.0 |
11,331.0 |
11,353.8 |
| S1 |
11,240.0 |
11,240.0 |
11,356.1 |
11,285.5 |
| S2 |
11,103.0 |
11,103.0 |
11,335.2 |
|
| S3 |
10,875.0 |
11,012.0 |
11,314.3 |
|
| S4 |
10,647.0 |
10,784.0 |
11,251.6 |
|
|
| 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 |
11,189.0 |
286.5 |
2.5% |
156.5 |
1.4% |
66% |
False |
False |
101,247 |
| 10 |
11,475.5 |
10,872.5 |
603.0 |
5.3% |
144.4 |
1.3% |
84% |
False |
False |
96,014 |
| 20 |
11,475.5 |
10,592.5 |
883.0 |
7.8% |
147.4 |
1.3% |
89% |
False |
False |
96,139 |
| 40 |
11,475.5 |
9,383.5 |
2,092.0 |
18.4% |
191.0 |
1.7% |
95% |
False |
False |
118,333 |
| 60 |
11,475.5 |
9,227.0 |
2,248.5 |
19.8% |
194.8 |
1.7% |
96% |
False |
False |
98,688 |
| 80 |
11,475.5 |
9,145.5 |
2,330.0 |
20.5% |
178.0 |
1.6% |
96% |
False |
False |
74,484 |
| 100 |
11,475.5 |
8,367.5 |
3,108.0 |
27.3% |
182.6 |
1.6% |
97% |
False |
False |
59,702 |
| 120 |
11,475.5 |
8,367.5 |
3,108.0 |
27.3% |
170.2 |
1.5% |
97% |
False |
False |
49,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,391.0 |
|
2.618 |
12,018.9 |
|
1.618 |
11,790.9 |
|
1.000 |
11,650.0 |
|
0.618 |
11,562.9 |
|
HIGH |
11,422.0 |
|
0.618 |
11,334.9 |
|
0.500 |
11,308.0 |
|
0.382 |
11,281.1 |
|
LOW |
11,194.0 |
|
0.618 |
11,053.1 |
|
1.000 |
10,966.0 |
|
1.618 |
10,825.1 |
|
2.618 |
10,597.1 |
|
4.250 |
10,225.0 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,354.0 |
11,362.9 |
| PP |
11,331.0 |
11,348.8 |
| S1 |
11,308.0 |
11,334.8 |
|