| 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 |
11,413.0 |
11,436.0 |
23.0 |
0.2% |
11,143.0 |
| High |
11,466.0 |
11,488.5 |
22.5 |
0.2% |
11,416.0 |
| Low |
11,384.0 |
11,279.0 |
-105.0 |
-0.9% |
11,090.0 |
| Close |
11,416.0 |
11,311.0 |
-105.0 |
-0.9% |
11,400.0 |
| Range |
82.0 |
209.5 |
127.5 |
155.5% |
326.0 |
| ATR |
148.0 |
152.4 |
4.4 |
3.0% |
0.0 |
| Volume |
742 |
5,043 |
4,301 |
579.6% |
4,003 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,988.0 |
11,859.0 |
11,426.2 |
|
| R3 |
11,778.5 |
11,649.5 |
11,368.6 |
|
| R2 |
11,569.0 |
11,569.0 |
11,349.4 |
|
| R1 |
11,440.0 |
11,440.0 |
11,330.2 |
11,399.8 |
| PP |
11,359.5 |
11,359.5 |
11,359.5 |
11,339.4 |
| S1 |
11,230.5 |
11,230.5 |
11,291.8 |
11,190.3 |
| S2 |
11,150.0 |
11,150.0 |
11,272.6 |
|
| S3 |
10,940.5 |
11,021.0 |
11,253.4 |
|
| S4 |
10,731.0 |
10,811.5 |
11,195.8 |
|
|
| 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 |
11,488.5 |
11,195.0 |
293.5 |
2.6% |
114.1 |
1.0% |
40% |
True |
False |
1,789 |
| 10 |
11,488.5 |
10,888.0 |
600.5 |
5.3% |
118.5 |
1.0% |
70% |
True |
False |
1,197 |
| 20 |
11,488.5 |
10,617.0 |
871.5 |
7.7% |
128.8 |
1.1% |
80% |
True |
False |
847 |
| 40 |
11,488.5 |
9,486.0 |
2,002.5 |
17.7% |
170.2 |
1.5% |
91% |
True |
False |
751 |
| 60 |
11,488.5 |
9,251.0 |
2,237.5 |
19.8% |
173.0 |
1.5% |
92% |
True |
False |
572 |
| 80 |
11,488.5 |
9,158.5 |
2,330.0 |
20.6% |
153.3 |
1.4% |
92% |
True |
False |
441 |
| 100 |
11,488.5 |
8,419.0 |
3,069.5 |
27.1% |
151.0 |
1.3% |
94% |
True |
False |
365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,378.9 |
|
2.618 |
12,037.0 |
|
1.618 |
11,827.5 |
|
1.000 |
11,698.0 |
|
0.618 |
11,618.0 |
|
HIGH |
11,488.5 |
|
0.618 |
11,408.5 |
|
0.500 |
11,383.8 |
|
0.382 |
11,359.0 |
|
LOW |
11,279.0 |
|
0.618 |
11,149.5 |
|
1.000 |
11,069.5 |
|
1.618 |
10,940.0 |
|
2.618 |
10,730.5 |
|
4.250 |
10,388.6 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,383.8 |
11,383.8 |
| PP |
11,359.5 |
11,359.5 |
| S1 |
11,335.3 |
11,335.3 |
|