| 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 |
11,436.0 |
11,335.0 |
-101.0 |
-0.9% |
11,143.0 |
| High |
11,488.5 |
11,436.0 |
-52.5 |
-0.5% |
11,416.0 |
| Low |
11,279.0 |
11,215.0 |
-64.0 |
-0.6% |
11,090.0 |
| Close |
11,311.0 |
11,393.0 |
82.0 |
0.7% |
11,400.0 |
| Range |
209.5 |
221.0 |
11.5 |
5.5% |
326.0 |
| ATR |
152.4 |
157.3 |
4.9 |
3.2% |
0.0 |
| Volume |
5,043 |
4,615 |
-428 |
-8.5% |
4,003 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,011.0 |
11,923.0 |
11,514.6 |
|
| R3 |
11,790.0 |
11,702.0 |
11,453.8 |
|
| R2 |
11,569.0 |
11,569.0 |
11,433.5 |
|
| R1 |
11,481.0 |
11,481.0 |
11,413.3 |
11,525.0 |
| PP |
11,348.0 |
11,348.0 |
11,348.0 |
11,370.0 |
| S1 |
11,260.0 |
11,260.0 |
11,372.7 |
11,304.0 |
| S2 |
11,127.0 |
11,127.0 |
11,352.5 |
|
| S3 |
10,906.0 |
11,039.0 |
11,332.2 |
|
| S4 |
10,685.0 |
10,818.0 |
11,271.5 |
|
|
| 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 |
11,208.0 |
280.5 |
2.5% |
149.4 |
1.3% |
66% |
False |
False |
2,544 |
| 10 |
11,488.5 |
10,888.0 |
600.5 |
5.3% |
134.7 |
1.2% |
84% |
False |
False |
1,638 |
| 20 |
11,488.5 |
10,617.0 |
871.5 |
7.6% |
133.8 |
1.2% |
89% |
False |
False |
978 |
| 40 |
11,488.5 |
9,630.0 |
1,858.5 |
16.3% |
172.3 |
1.5% |
95% |
False |
False |
861 |
| 60 |
11,488.5 |
9,251.0 |
2,237.5 |
19.6% |
175.9 |
1.5% |
96% |
False |
False |
644 |
| 80 |
11,488.5 |
9,158.5 |
2,330.0 |
20.5% |
155.1 |
1.4% |
96% |
False |
False |
499 |
| 100 |
11,488.5 |
8,419.0 |
3,069.5 |
26.9% |
152.4 |
1.3% |
97% |
False |
False |
411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,375.3 |
|
2.618 |
12,014.6 |
|
1.618 |
11,793.6 |
|
1.000 |
11,657.0 |
|
0.618 |
11,572.6 |
|
HIGH |
11,436.0 |
|
0.618 |
11,351.6 |
|
0.500 |
11,325.5 |
|
0.382 |
11,299.4 |
|
LOW |
11,215.0 |
|
0.618 |
11,078.4 |
|
1.000 |
10,994.0 |
|
1.618 |
10,857.4 |
|
2.618 |
10,636.4 |
|
4.250 |
10,275.8 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,370.5 |
11,379.3 |
| PP |
11,348.0 |
11,365.5 |
| S1 |
11,325.5 |
11,351.8 |
|