| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,102.00 |
2,096.00 |
-6.00 |
-0.3% |
2,100.25 |
| High |
2,103.25 |
2,107.75 |
4.50 |
0.2% |
2,109.75 |
| Low |
2,093.25 |
2,092.75 |
-0.50 |
0.0% |
2,092.50 |
| Close |
2,095.00 |
2,106.25 |
11.25 |
0.5% |
2,095.00 |
| Range |
10.00 |
15.00 |
5.00 |
50.0% |
17.25 |
| ATR |
21.18 |
20.74 |
-0.44 |
-2.1% |
0.00 |
| Volume |
11,398 |
8,349 |
-3,049 |
-26.8% |
38,069 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,147.25 |
2,141.75 |
2,114.50 |
|
| R3 |
2,132.25 |
2,126.75 |
2,110.50 |
|
| R2 |
2,117.25 |
2,117.25 |
2,109.00 |
|
| R1 |
2,111.75 |
2,111.75 |
2,107.50 |
2,114.50 |
| PP |
2,102.25 |
2,102.25 |
2,102.25 |
2,103.50 |
| S1 |
2,096.75 |
2,096.75 |
2,105.00 |
2,099.50 |
| S2 |
2,087.25 |
2,087.25 |
2,103.50 |
|
| S3 |
2,072.25 |
2,081.75 |
2,102.00 |
|
| S4 |
2,057.25 |
2,066.75 |
2,098.00 |
|
|
| 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 |
2,092.75 |
17.00 |
0.8% |
12.00 |
0.6% |
79% |
False |
True |
7,435 |
| 10 |
2,109.75 |
2,073.25 |
36.50 |
1.7% |
13.25 |
0.6% |
90% |
False |
False |
6,478 |
| 20 |
2,109.75 |
1,966.00 |
143.75 |
6.8% |
20.25 |
1.0% |
98% |
False |
False |
4,747 |
| 40 |
2,109.75 |
1,963.50 |
146.25 |
6.9% |
28.00 |
1.3% |
98% |
False |
False |
3,864 |
| 60 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
26.50 |
1.3% |
98% |
False |
False |
2,888 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
22.75 |
1.1% |
98% |
False |
False |
2,233 |
| 100 |
2,109.75 |
1,806.50 |
303.25 |
14.4% |
24.50 |
1.2% |
99% |
False |
False |
1,826 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.4% |
22.75 |
1.1% |
99% |
False |
False |
1,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.50 |
|
2.618 |
2,147.00 |
|
1.618 |
2,132.00 |
|
1.000 |
2,122.75 |
|
0.618 |
2,117.00 |
|
HIGH |
2,107.75 |
|
0.618 |
2,102.00 |
|
0.500 |
2,100.25 |
|
0.382 |
2,098.50 |
|
LOW |
2,092.75 |
|
0.618 |
2,083.50 |
|
1.000 |
2,077.75 |
|
1.618 |
2,068.50 |
|
2.618 |
2,053.50 |
|
4.250 |
2,029.00 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,104.25 |
2,104.25 |
| PP |
2,102.25 |
2,102.25 |
| S1 |
2,100.25 |
2,100.25 |
|