| 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 |
2,102.25 |
2,102.00 |
-0.25 |
0.0% |
2,100.25 |
| High |
2,107.00 |
2,103.25 |
-3.75 |
-0.2% |
2,109.75 |
| Low |
2,093.75 |
2,093.25 |
-0.50 |
0.0% |
2,092.50 |
| Close |
2,102.25 |
2,095.00 |
-7.25 |
-0.3% |
2,095.00 |
| Range |
13.25 |
10.00 |
-3.25 |
-24.5% |
17.25 |
| ATR |
22.04 |
21.18 |
-0.86 |
-3.9% |
0.00 |
| Volume |
4,153 |
11,398 |
7,245 |
174.5% |
38,069 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.25 |
2,121.00 |
2,100.50 |
|
| R3 |
2,117.25 |
2,111.00 |
2,097.75 |
|
| R2 |
2,107.25 |
2,107.25 |
2,096.75 |
|
| R1 |
2,101.00 |
2,101.00 |
2,096.00 |
2,099.00 |
| PP |
2,097.25 |
2,097.25 |
2,097.25 |
2,096.25 |
| S1 |
2,091.00 |
2,091.00 |
2,094.00 |
2,089.00 |
| S2 |
2,087.25 |
2,087.25 |
2,093.25 |
|
| S3 |
2,077.25 |
2,081.00 |
2,092.25 |
|
| S4 |
2,067.25 |
2,071.00 |
2,089.50 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.75 |
2,140.25 |
2,104.50 |
|
| R3 |
2,133.50 |
2,123.00 |
2,099.75 |
|
| R2 |
2,116.25 |
2,116.25 |
2,098.25 |
|
| R1 |
2,105.75 |
2,105.75 |
2,096.50 |
2,102.50 |
| PP |
2,099.00 |
2,099.00 |
2,099.00 |
2,097.50 |
| S1 |
2,088.50 |
2,088.50 |
2,093.50 |
2,085.00 |
| S2 |
2,081.75 |
2,081.75 |
2,091.75 |
|
| S3 |
2,064.50 |
2,071.25 |
2,090.25 |
|
| S4 |
2,047.25 |
2,054.00 |
2,085.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,109.75 |
2,092.50 |
17.25 |
0.8% |
10.75 |
0.5% |
14% |
False |
False |
7,613 |
| 10 |
2,109.75 |
2,073.25 |
36.50 |
1.7% |
13.00 |
0.6% |
60% |
False |
False |
5,813 |
| 20 |
2,109.75 |
1,966.00 |
143.75 |
6.9% |
21.00 |
1.0% |
90% |
False |
False |
4,488 |
| 40 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
28.50 |
1.4% |
90% |
False |
False |
3,678 |
| 60 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
26.50 |
1.3% |
91% |
False |
False |
2,754 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
22.75 |
1.1% |
91% |
False |
False |
2,129 |
| 100 |
2,109.75 |
1,806.50 |
303.25 |
14.5% |
24.50 |
1.2% |
95% |
False |
False |
1,743 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.5% |
22.75 |
1.1% |
95% |
False |
False |
1,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,145.75 |
|
2.618 |
2,129.50 |
|
1.618 |
2,119.50 |
|
1.000 |
2,113.25 |
|
0.618 |
2,109.50 |
|
HIGH |
2,103.25 |
|
0.618 |
2,099.50 |
|
0.500 |
2,098.25 |
|
0.382 |
2,097.00 |
|
LOW |
2,093.25 |
|
0.618 |
2,087.00 |
|
1.000 |
2,083.25 |
|
1.618 |
2,077.00 |
|
2.618 |
2,067.00 |
|
4.250 |
2,050.75 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,098.25 |
2,101.50 |
| PP |
2,097.25 |
2,099.25 |
| S1 |
2,096.00 |
2,097.25 |
|