| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,335.0 |
11,435.0 |
100.0 |
0.9% |
11,143.0 |
| High |
11,436.0 |
11,551.5 |
115.5 |
1.0% |
11,416.0 |
| Low |
11,215.0 |
11,431.0 |
216.0 |
1.9% |
11,090.0 |
| Close |
11,393.0 |
11,512.5 |
119.5 |
1.0% |
11,400.0 |
| Range |
221.0 |
120.5 |
-100.5 |
-45.5% |
326.0 |
| ATR |
157.3 |
157.4 |
0.1 |
0.1% |
0.0 |
| Volume |
4,615 |
2,049 |
-2,566 |
-55.6% |
4,003 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,859.8 |
11,806.7 |
11,578.8 |
|
| R3 |
11,739.3 |
11,686.2 |
11,545.6 |
|
| R2 |
11,618.8 |
11,618.8 |
11,534.6 |
|
| R1 |
11,565.7 |
11,565.7 |
11,523.5 |
11,592.3 |
| PP |
11,498.3 |
11,498.3 |
11,498.3 |
11,511.6 |
| S1 |
11,445.2 |
11,445.2 |
11,501.5 |
11,471.8 |
| S2 |
11,377.8 |
11,377.8 |
11,490.4 |
|
| S3 |
11,257.3 |
11,324.7 |
11,479.4 |
|
| S4 |
11,136.8 |
11,204.2 |
11,446.2 |
|
|
| 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 |
11,551.5 |
11,215.0 |
336.5 |
2.9% |
145.8 |
1.3% |
88% |
True |
False |
2,741 |
| 10 |
11,551.5 |
10,964.5 |
587.0 |
5.1% |
132.2 |
1.1% |
93% |
True |
False |
1,798 |
| 20 |
11,551.5 |
10,617.0 |
934.5 |
8.1% |
133.5 |
1.2% |
96% |
True |
False |
1,043 |
| 40 |
11,551.5 |
9,630.0 |
1,921.5 |
16.7% |
169.4 |
1.5% |
98% |
True |
False |
905 |
| 60 |
11,551.5 |
9,251.0 |
2,300.5 |
20.0% |
174.7 |
1.5% |
98% |
True |
False |
677 |
| 80 |
11,551.5 |
9,158.5 |
2,393.0 |
20.8% |
154.5 |
1.3% |
98% |
True |
False |
523 |
| 100 |
11,551.5 |
8,419.0 |
3,132.5 |
27.2% |
151.8 |
1.3% |
99% |
True |
False |
430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,063.6 |
|
2.618 |
11,867.0 |
|
1.618 |
11,746.5 |
|
1.000 |
11,672.0 |
|
0.618 |
11,626.0 |
|
HIGH |
11,551.5 |
|
0.618 |
11,505.5 |
|
0.500 |
11,491.3 |
|
0.382 |
11,477.0 |
|
LOW |
11,431.0 |
|
0.618 |
11,356.5 |
|
1.000 |
11,310.5 |
|
1.618 |
11,236.0 |
|
2.618 |
11,115.5 |
|
4.250 |
10,918.9 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,505.4 |
11,469.4 |
| PP |
11,498.3 |
11,426.3 |
| S1 |
11,491.3 |
11,383.3 |
|