| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,088.75 |
2,091.50 |
2.75 |
0.1% |
2,096.00 |
| High |
2,095.75 |
2,096.25 |
0.50 |
0.0% |
2,107.75 |
| Low |
2,085.50 |
2,057.75 |
-27.75 |
-1.3% |
2,057.75 |
| Close |
2,092.00 |
2,063.00 |
-29.00 |
-1.4% |
2,063.00 |
| Range |
10.25 |
38.50 |
28.25 |
275.6% |
50.00 |
| ATR |
19.77 |
21.11 |
1.34 |
6.8% |
0.00 |
| Volume |
18,598 |
35,541 |
16,943 |
91.1% |
97,400 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,187.75 |
2,164.00 |
2,084.25 |
|
| R3 |
2,149.25 |
2,125.50 |
2,073.50 |
|
| R2 |
2,110.75 |
2,110.75 |
2,070.00 |
|
| R1 |
2,087.00 |
2,087.00 |
2,066.50 |
2,079.50 |
| PP |
2,072.25 |
2,072.25 |
2,072.25 |
2,068.75 |
| S1 |
2,048.50 |
2,048.50 |
2,059.50 |
2,041.00 |
| S2 |
2,033.75 |
2,033.75 |
2,056.00 |
|
| S3 |
1,995.25 |
2,010.00 |
2,052.50 |
|
| S4 |
1,956.75 |
1,971.50 |
2,041.75 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,226.25 |
2,194.50 |
2,090.50 |
|
| R3 |
2,176.25 |
2,144.50 |
2,076.75 |
|
| R2 |
2,126.25 |
2,126.25 |
2,072.25 |
|
| R1 |
2,094.50 |
2,094.50 |
2,067.50 |
2,085.50 |
| PP |
2,076.25 |
2,076.25 |
2,076.25 |
2,071.50 |
| S1 |
2,044.50 |
2,044.50 |
2,058.50 |
2,035.50 |
| S2 |
2,026.25 |
2,026.25 |
2,053.75 |
|
| S3 |
1,976.25 |
1,994.50 |
2,049.25 |
|
| S4 |
1,926.25 |
1,944.50 |
2,035.50 |
|
|
| 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 |
2,057.75 |
50.00 |
2.4% |
20.25 |
1.0% |
11% |
False |
True |
19,480 |
| 10 |
2,109.75 |
2,057.75 |
52.00 |
2.5% |
15.50 |
0.7% |
10% |
False |
True |
13,546 |
| 20 |
2,109.75 |
2,029.00 |
80.75 |
3.9% |
17.25 |
0.8% |
42% |
False |
False |
8,428 |
| 40 |
2,109.75 |
1,963.50 |
146.25 |
7.1% |
27.00 |
1.3% |
68% |
False |
False |
5,857 |
| 60 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
27.00 |
1.3% |
70% |
False |
False |
4,350 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
23.25 |
1.1% |
70% |
False |
False |
3,336 |
| 100 |
2,109.75 |
1,806.50 |
303.25 |
14.7% |
23.75 |
1.2% |
85% |
False |
False |
2,714 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.7% |
23.25 |
1.1% |
85% |
False |
False |
2,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,260.00 |
|
2.618 |
2,197.00 |
|
1.618 |
2,158.50 |
|
1.000 |
2,134.75 |
|
0.618 |
2,120.00 |
|
HIGH |
2,096.25 |
|
0.618 |
2,081.50 |
|
0.500 |
2,077.00 |
|
0.382 |
2,072.50 |
|
LOW |
2,057.75 |
|
0.618 |
2,034.00 |
|
1.000 |
2,019.25 |
|
1.618 |
1,995.50 |
|
2.618 |
1,957.00 |
|
4.250 |
1,894.00 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,077.00 |
2,077.00 |
| PP |
2,072.25 |
2,072.25 |
| S1 |
2,067.75 |
2,067.75 |
|