| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,209.9 |
1,211.6 |
1.7 |
0.1% |
1,200.0 |
| High |
1,221.0 |
1,219.1 |
-1.9 |
-0.2% |
1,221.0 |
| Low |
1,208.1 |
1,206.1 |
-2.0 |
-0.2% |
1,193.9 |
| Close |
1,211.7 |
1,214.7 |
3.0 |
0.2% |
1,214.7 |
| Range |
12.9 |
13.0 |
0.1 |
0.8% |
27.1 |
| ATR |
16.6 |
16.4 |
-0.3 |
-1.6% |
0.0 |
| Volume |
1,191 |
2,772 |
1,581 |
132.7% |
7,880 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,252.3 |
1,246.5 |
1,221.9 |
|
| R3 |
1,239.3 |
1,233.5 |
1,218.3 |
|
| R2 |
1,226.3 |
1,226.3 |
1,217.1 |
|
| R1 |
1,220.5 |
1,220.5 |
1,215.9 |
1,223.4 |
| PP |
1,213.3 |
1,213.3 |
1,213.3 |
1,214.8 |
| S1 |
1,207.5 |
1,207.5 |
1,213.5 |
1,210.4 |
| S2 |
1,200.3 |
1,200.3 |
1,212.3 |
|
| S3 |
1,187.3 |
1,194.5 |
1,211.1 |
|
| S4 |
1,174.3 |
1,181.5 |
1,207.6 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,291.2 |
1,280.0 |
1,229.6 |
|
| R3 |
1,264.1 |
1,252.9 |
1,222.2 |
|
| R2 |
1,237.0 |
1,237.0 |
1,219.7 |
|
| R1 |
1,225.8 |
1,225.8 |
1,217.2 |
1,231.4 |
| PP |
1,209.9 |
1,209.9 |
1,209.9 |
1,212.7 |
| S1 |
1,198.7 |
1,198.7 |
1,212.2 |
1,204.3 |
| S2 |
1,182.8 |
1,182.8 |
1,209.7 |
|
| S3 |
1,155.7 |
1,171.6 |
1,207.2 |
|
| S4 |
1,128.6 |
1,144.5 |
1,199.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,221.0 |
1,193.9 |
27.1 |
2.2% |
12.0 |
1.0% |
77% |
False |
False |
1,576 |
| 10 |
1,235.7 |
1,193.9 |
41.8 |
3.4% |
14.0 |
1.2% |
50% |
False |
False |
1,710 |
| 20 |
1,286.0 |
1,193.9 |
92.1 |
7.6% |
15.3 |
1.3% |
23% |
False |
False |
1,518 |
| 40 |
1,309.0 |
1,173.6 |
135.4 |
11.1% |
16.5 |
1.4% |
30% |
False |
False |
1,349 |
| 60 |
1,309.0 |
1,173.6 |
135.4 |
11.1% |
14.8 |
1.2% |
30% |
False |
False |
1,121 |
| 80 |
1,309.0 |
1,135.3 |
173.7 |
14.3% |
14.7 |
1.2% |
46% |
False |
False |
968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,274.4 |
|
2.618 |
1,253.1 |
|
1.618 |
1,240.1 |
|
1.000 |
1,232.1 |
|
0.618 |
1,227.1 |
|
HIGH |
1,219.1 |
|
0.618 |
1,214.1 |
|
0.500 |
1,212.6 |
|
0.382 |
1,211.1 |
|
LOW |
1,206.1 |
|
0.618 |
1,198.1 |
|
1.000 |
1,193.1 |
|
1.618 |
1,185.1 |
|
2.618 |
1,172.1 |
|
4.250 |
1,150.9 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,214.0 |
1,213.7 |
| PP |
1,213.3 |
1,212.8 |
| S1 |
1,212.6 |
1,211.8 |
|