| 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 |
1,218.6 |
1,207.5 |
-11.1 |
-0.9% |
1,200.0 |
| High |
1,224.0 |
1,215.7 |
-8.3 |
-0.7% |
1,221.0 |
| Low |
1,206.9 |
1,199.8 |
-7.1 |
-0.6% |
1,193.9 |
| Close |
1,210.0 |
1,206.3 |
-3.7 |
-0.3% |
1,214.7 |
| Range |
17.1 |
15.9 |
-1.2 |
-7.0% |
27.1 |
| ATR |
16.4 |
16.4 |
0.0 |
-0.2% |
0.0 |
| Volume |
1,818 |
1,120 |
-698 |
-38.4% |
7,880 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,255.0 |
1,246.5 |
1,215.0 |
|
| R3 |
1,239.1 |
1,230.6 |
1,210.7 |
|
| R2 |
1,223.2 |
1,223.2 |
1,209.2 |
|
| R1 |
1,214.7 |
1,214.7 |
1,207.8 |
1,211.0 |
| PP |
1,207.3 |
1,207.3 |
1,207.3 |
1,205.4 |
| S1 |
1,198.8 |
1,198.8 |
1,204.8 |
1,195.1 |
| S2 |
1,191.4 |
1,191.4 |
1,203.4 |
|
| S3 |
1,175.5 |
1,182.9 |
1,201.9 |
|
| S4 |
1,159.6 |
1,167.0 |
1,197.6 |
|
|
| 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 |
1,224.0 |
1,199.8 |
24.2 |
2.0% |
13.7 |
1.1% |
27% |
False |
True |
1,676 |
| 10 |
1,224.0 |
1,193.9 |
30.1 |
2.5% |
13.3 |
1.1% |
41% |
False |
False |
1,701 |
| 20 |
1,286.0 |
1,193.9 |
92.1 |
7.6% |
15.1 |
1.3% |
13% |
False |
False |
1,447 |
| 40 |
1,309.0 |
1,183.6 |
125.4 |
10.4% |
16.3 |
1.4% |
18% |
False |
False |
1,366 |
| 60 |
1,309.0 |
1,173.6 |
135.4 |
11.2% |
14.9 |
1.2% |
24% |
False |
False |
1,126 |
| 80 |
1,309.0 |
1,135.3 |
173.7 |
14.4% |
15.1 |
1.3% |
41% |
False |
False |
995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,283.3 |
|
2.618 |
1,257.3 |
|
1.618 |
1,241.4 |
|
1.000 |
1,231.6 |
|
0.618 |
1,225.5 |
|
HIGH |
1,215.7 |
|
0.618 |
1,209.6 |
|
0.500 |
1,207.8 |
|
0.382 |
1,205.9 |
|
LOW |
1,199.8 |
|
0.618 |
1,190.0 |
|
1.000 |
1,183.9 |
|
1.618 |
1,174.1 |
|
2.618 |
1,158.2 |
|
4.250 |
1,132.2 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,207.8 |
1,211.9 |
| PP |
1,207.3 |
1,210.0 |
| S1 |
1,206.8 |
1,208.2 |
|