| 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 |
2,096.00 |
2,106.25 |
10.25 |
0.5% |
2,100.25 |
| High |
2,107.75 |
2,107.00 |
-0.75 |
0.0% |
2,109.75 |
| Low |
2,092.75 |
2,088.25 |
-4.50 |
-0.2% |
2,092.50 |
| Close |
2,106.25 |
2,097.00 |
-9.25 |
-0.4% |
2,095.00 |
| Range |
15.00 |
18.75 |
3.75 |
25.0% |
17.25 |
| ATR |
20.74 |
20.60 |
-0.14 |
-0.7% |
0.00 |
| Volume |
8,349 |
14,581 |
6,232 |
74.6% |
38,069 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.75 |
2,144.00 |
2,107.25 |
|
| R3 |
2,135.00 |
2,125.25 |
2,102.25 |
|
| R2 |
2,116.25 |
2,116.25 |
2,100.50 |
|
| R1 |
2,106.50 |
2,106.50 |
2,098.75 |
2,102.00 |
| PP |
2,097.50 |
2,097.50 |
2,097.50 |
2,095.00 |
| S1 |
2,087.75 |
2,087.75 |
2,095.25 |
2,083.25 |
| S2 |
2,078.75 |
2,078.75 |
2,093.50 |
|
| S3 |
2,060.00 |
2,069.00 |
2,091.75 |
|
| S4 |
2,041.25 |
2,050.25 |
2,086.75 |
|
|
| 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 |
2,088.25 |
21.50 |
1.0% |
13.25 |
0.6% |
41% |
False |
True |
8,703 |
| 10 |
2,109.75 |
2,074.50 |
35.25 |
1.7% |
13.25 |
0.6% |
64% |
False |
False |
7,713 |
| 20 |
2,109.75 |
2,000.50 |
109.25 |
5.2% |
19.00 |
0.9% |
88% |
False |
False |
5,259 |
| 40 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
27.75 |
1.3% |
91% |
False |
False |
4,173 |
| 60 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
26.75 |
1.3% |
92% |
False |
False |
3,121 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
22.75 |
1.1% |
92% |
False |
False |
2,415 |
| 100 |
2,109.75 |
1,806.50 |
303.25 |
14.5% |
24.50 |
1.2% |
96% |
False |
False |
1,972 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.5% |
23.00 |
1.1% |
96% |
False |
False |
1,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,186.75 |
|
2.618 |
2,156.00 |
|
1.618 |
2,137.25 |
|
1.000 |
2,125.75 |
|
0.618 |
2,118.50 |
|
HIGH |
2,107.00 |
|
0.618 |
2,099.75 |
|
0.500 |
2,097.50 |
|
0.382 |
2,095.50 |
|
LOW |
2,088.25 |
|
0.618 |
2,076.75 |
|
1.000 |
2,069.50 |
|
1.618 |
2,058.00 |
|
2.618 |
2,039.25 |
|
4.250 |
2,008.50 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,097.50 |
2,098.00 |
| PP |
2,097.50 |
2,097.75 |
| S1 |
2,097.25 |
2,097.25 |
|