| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
11,227.5 |
11,331.0 |
103.5 |
0.9% |
11,143.0 |
| High |
11,346.5 |
11,416.0 |
69.5 |
0.6% |
11,416.0 |
| Low |
11,208.0 |
11,320.0 |
112.0 |
1.0% |
11,090.0 |
| Close |
11,339.0 |
11,400.0 |
61.0 |
0.5% |
11,400.0 |
| Range |
138.5 |
96.0 |
-42.5 |
-30.7% |
326.0 |
| ATR |
157.4 |
153.0 |
-4.4 |
-2.8% |
0.0 |
| Volume |
1,065 |
1,257 |
192 |
18.0% |
4,003 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,666.7 |
11,629.3 |
11,452.8 |
|
| R3 |
11,570.7 |
11,533.3 |
11,426.4 |
|
| R2 |
11,474.7 |
11,474.7 |
11,417.6 |
|
| R1 |
11,437.3 |
11,437.3 |
11,408.8 |
11,456.0 |
| PP |
11,378.7 |
11,378.7 |
11,378.7 |
11,388.0 |
| S1 |
11,341.3 |
11,341.3 |
11,391.2 |
11,360.0 |
| S2 |
11,282.7 |
11,282.7 |
11,382.4 |
|
| S3 |
11,186.7 |
11,245.3 |
11,373.6 |
|
| S4 |
11,090.7 |
11,149.3 |
11,347.2 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,280.0 |
12,166.0 |
11,579.3 |
|
| R3 |
11,954.0 |
11,840.0 |
11,489.7 |
|
| R2 |
11,628.0 |
11,628.0 |
11,459.8 |
|
| R1 |
11,514.0 |
11,514.0 |
11,429.9 |
11,571.0 |
| PP |
11,302.0 |
11,302.0 |
11,302.0 |
11,330.5 |
| S1 |
11,188.0 |
11,188.0 |
11,370.1 |
11,245.0 |
| S2 |
10,976.0 |
10,976.0 |
11,340.2 |
|
| S3 |
10,650.0 |
10,862.0 |
11,310.4 |
|
| S4 |
10,324.0 |
10,536.0 |
11,220.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,416.0 |
11,090.0 |
326.0 |
2.9% |
97.9 |
0.9% |
95% |
True |
False |
800 |
| 10 |
11,416.0 |
10,782.5 |
633.5 |
5.6% |
118.4 |
1.0% |
97% |
True |
False |
665 |
| 20 |
11,416.0 |
10,617.0 |
799.0 |
7.0% |
130.4 |
1.1% |
98% |
True |
False |
618 |
| 40 |
11,416.0 |
9,418.5 |
1,997.5 |
17.5% |
176.7 |
1.5% |
99% |
True |
False |
627 |
| 60 |
11,416.0 |
9,251.0 |
2,165.0 |
19.0% |
171.0 |
1.5% |
99% |
True |
False |
476 |
| 80 |
11,416.0 |
9,158.5 |
2,257.5 |
19.8% |
152.0 |
1.3% |
99% |
True |
False |
369 |
| 100 |
11,416.0 |
8,419.0 |
2,997.0 |
26.3% |
150.0 |
1.3% |
99% |
True |
False |
307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,824.0 |
|
2.618 |
11,667.3 |
|
1.618 |
11,571.3 |
|
1.000 |
11,512.0 |
|
0.618 |
11,475.3 |
|
HIGH |
11,416.0 |
|
0.618 |
11,379.3 |
|
0.500 |
11,368.0 |
|
0.382 |
11,356.7 |
|
LOW |
11,320.0 |
|
0.618 |
11,260.7 |
|
1.000 |
11,224.0 |
|
1.618 |
11,164.7 |
|
2.618 |
11,068.7 |
|
4.250 |
10,912.0 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,389.3 |
11,368.5 |
| PP |
11,378.7 |
11,337.0 |
| S1 |
11,368.0 |
11,305.5 |
|