| 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 |
3,519.0 |
3,518.0 |
-1.0 |
0.0% |
3,448.0 |
| High |
3,531.0 |
3,529.0 |
-2.0 |
-0.1% |
3,523.0 |
| Low |
3,503.0 |
3,469.0 |
-34.0 |
-1.0% |
3,426.0 |
| Close |
3,514.0 |
3,479.0 |
-35.0 |
-1.0% |
3,515.0 |
| Range |
28.0 |
60.0 |
32.0 |
114.3% |
97.0 |
| ATR |
53.4 |
53.9 |
0.5 |
0.9% |
0.0 |
| Volume |
44,084 |
11,056 |
-33,028 |
-74.9% |
112,575 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,672.3 |
3,635.7 |
3,512.0 |
|
| R3 |
3,612.3 |
3,575.7 |
3,495.5 |
|
| R2 |
3,552.3 |
3,552.3 |
3,490.0 |
|
| R1 |
3,515.7 |
3,515.7 |
3,484.5 |
3,504.0 |
| PP |
3,492.3 |
3,492.3 |
3,492.3 |
3,486.5 |
| S1 |
3,455.7 |
3,455.7 |
3,473.5 |
3,444.0 |
| S2 |
3,432.3 |
3,432.3 |
3,468.0 |
|
| S3 |
3,372.3 |
3,395.7 |
3,462.5 |
|
| S4 |
3,312.3 |
3,335.7 |
3,446.0 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,779.0 |
3,744.0 |
3,568.4 |
|
| R3 |
3,682.0 |
3,647.0 |
3,541.7 |
|
| R2 |
3,585.0 |
3,585.0 |
3,532.8 |
|
| R1 |
3,550.0 |
3,550.0 |
3,523.9 |
3,567.5 |
| PP |
3,488.0 |
3,488.0 |
3,488.0 |
3,496.8 |
| S1 |
3,453.0 |
3,453.0 |
3,506.1 |
3,470.5 |
| S2 |
3,391.0 |
3,391.0 |
3,497.2 |
|
| S3 |
3,294.0 |
3,356.0 |
3,488.3 |
|
| S4 |
3,197.0 |
3,259.0 |
3,461.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,531.0 |
3,455.0 |
76.0 |
2.2% |
37.4 |
1.1% |
32% |
False |
False |
32,783 |
| 10 |
3,531.0 |
3,366.0 |
165.0 |
4.7% |
42.3 |
1.2% |
68% |
False |
False |
17,472 |
| 20 |
3,531.0 |
3,248.0 |
283.0 |
8.1% |
46.7 |
1.3% |
82% |
False |
False |
8,977 |
| 40 |
3,531.0 |
2,940.0 |
591.0 |
17.0% |
59.6 |
1.7% |
91% |
False |
False |
5,350 |
| 60 |
3,531.0 |
2,848.0 |
683.0 |
19.6% |
60.9 |
1.7% |
92% |
False |
False |
3,790 |
| 80 |
3,531.0 |
2,848.0 |
683.0 |
19.6% |
51.0 |
1.5% |
92% |
False |
False |
2,882 |
| 100 |
3,531.0 |
2,710.0 |
821.0 |
23.6% |
49.5 |
1.4% |
94% |
False |
False |
2,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,784.0 |
|
2.618 |
3,686.1 |
|
1.618 |
3,626.1 |
|
1.000 |
3,589.0 |
|
0.618 |
3,566.1 |
|
HIGH |
3,529.0 |
|
0.618 |
3,506.1 |
|
0.500 |
3,499.0 |
|
0.382 |
3,491.9 |
|
LOW |
3,469.0 |
|
0.618 |
3,431.9 |
|
1.000 |
3,409.0 |
|
1.618 |
3,371.9 |
|
2.618 |
3,311.9 |
|
4.250 |
3,214.0 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,499.0 |
3,500.0 |
| PP |
3,492.3 |
3,493.0 |
| S1 |
3,485.7 |
3,486.0 |
|