| 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 |
2,106.25 |
2,096.25 |
-10.00 |
-0.5% |
2,100.25 |
| High |
2,107.00 |
2,096.25 |
-10.75 |
-0.5% |
2,109.75 |
| Low |
2,088.25 |
2,077.75 |
-10.50 |
-0.5% |
2,092.50 |
| Close |
2,097.00 |
2,088.75 |
-8.25 |
-0.4% |
2,095.00 |
| Range |
18.75 |
18.50 |
-0.25 |
-1.3% |
17.25 |
| ATR |
20.60 |
20.50 |
-0.10 |
-0.5% |
0.00 |
| Volume |
14,581 |
20,331 |
5,750 |
39.4% |
38,069 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.00 |
2,134.50 |
2,099.00 |
|
| R3 |
2,124.50 |
2,116.00 |
2,093.75 |
|
| R2 |
2,106.00 |
2,106.00 |
2,092.25 |
|
| R1 |
2,097.50 |
2,097.50 |
2,090.50 |
2,092.50 |
| PP |
2,087.50 |
2,087.50 |
2,087.50 |
2,085.00 |
| S1 |
2,079.00 |
2,079.00 |
2,087.00 |
2,074.00 |
| S2 |
2,069.00 |
2,069.00 |
2,085.25 |
|
| S3 |
2,050.50 |
2,060.50 |
2,083.75 |
|
| S4 |
2,032.00 |
2,042.00 |
2,078.50 |
|
|
| 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 |
2,107.75 |
2,077.75 |
30.00 |
1.4% |
15.00 |
0.7% |
37% |
False |
True |
11,762 |
| 10 |
2,109.75 |
2,074.50 |
35.25 |
1.7% |
14.25 |
0.7% |
40% |
False |
False |
9,384 |
| 20 |
2,109.75 |
2,013.75 |
96.00 |
4.6% |
18.00 |
0.9% |
78% |
False |
False |
6,094 |
| 40 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
27.25 |
1.3% |
86% |
False |
False |
4,630 |
| 60 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
26.75 |
1.3% |
86% |
False |
False |
3,455 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
23.00 |
1.1% |
86% |
False |
False |
2,663 |
| 100 |
2,109.75 |
1,806.50 |
303.25 |
14.5% |
24.00 |
1.2% |
93% |
False |
False |
2,174 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.5% |
23.00 |
1.1% |
93% |
False |
False |
1,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,175.00 |
|
2.618 |
2,144.75 |
|
1.618 |
2,126.25 |
|
1.000 |
2,114.75 |
|
0.618 |
2,107.75 |
|
HIGH |
2,096.25 |
|
0.618 |
2,089.25 |
|
0.500 |
2,087.00 |
|
0.382 |
2,084.75 |
|
LOW |
2,077.75 |
|
0.618 |
2,066.25 |
|
1.000 |
2,059.25 |
|
1.618 |
2,047.75 |
|
2.618 |
2,029.25 |
|
4.250 |
1,999.00 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,088.25 |
2,092.75 |
| PP |
2,087.50 |
2,091.50 |
| S1 |
2,087.00 |
2,090.00 |
|