| 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 |
2,096.25 |
2,088.75 |
-7.50 |
-0.4% |
2,100.25 |
| High |
2,096.25 |
2,095.75 |
-0.50 |
0.0% |
2,109.75 |
| Low |
2,077.75 |
2,085.50 |
7.75 |
0.4% |
2,092.50 |
| Close |
2,088.75 |
2,092.00 |
3.25 |
0.2% |
2,095.00 |
| Range |
18.50 |
10.25 |
-8.25 |
-44.6% |
17.25 |
| ATR |
20.50 |
19.77 |
-0.73 |
-3.6% |
0.00 |
| Volume |
20,331 |
18,598 |
-1,733 |
-8.5% |
38,069 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.75 |
2,117.25 |
2,097.75 |
|
| R3 |
2,111.50 |
2,107.00 |
2,094.75 |
|
| R2 |
2,101.25 |
2,101.25 |
2,094.00 |
|
| R1 |
2,096.75 |
2,096.75 |
2,093.00 |
2,099.00 |
| PP |
2,091.00 |
2,091.00 |
2,091.00 |
2,092.25 |
| S1 |
2,086.50 |
2,086.50 |
2,091.00 |
2,088.75 |
| S2 |
2,080.75 |
2,080.75 |
2,090.00 |
|
| S3 |
2,070.50 |
2,076.25 |
2,089.25 |
|
| S4 |
2,060.25 |
2,066.00 |
2,086.25 |
|
|
| 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% |
14.50 |
0.7% |
48% |
False |
False |
14,651 |
| 10 |
2,109.75 |
2,074.50 |
35.25 |
1.7% |
14.25 |
0.7% |
50% |
False |
False |
11,077 |
| 20 |
2,109.75 |
2,013.75 |
96.00 |
4.6% |
17.25 |
0.8% |
82% |
False |
False |
6,852 |
| 40 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
26.50 |
1.3% |
88% |
False |
False |
5,035 |
| 60 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
26.75 |
1.3% |
89% |
False |
False |
3,761 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.4% |
22.75 |
1.1% |
89% |
False |
False |
2,894 |
| 100 |
2,109.75 |
1,806.50 |
303.25 |
14.5% |
23.75 |
1.1% |
94% |
False |
False |
2,359 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.5% |
23.00 |
1.1% |
94% |
False |
False |
1,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,139.25 |
|
2.618 |
2,122.50 |
|
1.618 |
2,112.25 |
|
1.000 |
2,106.00 |
|
0.618 |
2,102.00 |
|
HIGH |
2,095.75 |
|
0.618 |
2,091.75 |
|
0.500 |
2,090.50 |
|
0.382 |
2,089.50 |
|
LOW |
2,085.50 |
|
0.618 |
2,079.25 |
|
1.000 |
2,075.25 |
|
1.618 |
2,069.00 |
|
2.618 |
2,058.75 |
|
4.250 |
2,042.00 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,091.50 |
2,092.50 |
| PP |
2,091.00 |
2,092.25 |
| S1 |
2,090.50 |
2,092.00 |
|