| 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 |
1,207.5 |
1,206.1 |
-1.4 |
-0.1% |
1,200.0 |
| High |
1,215.7 |
1,208.1 |
-7.6 |
-0.6% |
1,221.0 |
| Low |
1,199.8 |
1,200.7 |
0.9 |
0.1% |
1,193.9 |
| Close |
1,206.3 |
1,202.8 |
-3.5 |
-0.3% |
1,214.7 |
| Range |
15.9 |
7.4 |
-8.5 |
-53.5% |
27.1 |
| ATR |
16.4 |
15.7 |
-0.6 |
-3.9% |
0.0 |
| Volume |
1,120 |
4,123 |
3,003 |
268.1% |
7,880 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,226.1 |
1,221.8 |
1,206.9 |
|
| R3 |
1,218.7 |
1,214.4 |
1,204.8 |
|
| R2 |
1,211.3 |
1,211.3 |
1,204.2 |
|
| R1 |
1,207.0 |
1,207.0 |
1,203.5 |
1,205.5 |
| PP |
1,203.9 |
1,203.9 |
1,203.9 |
1,203.1 |
| S1 |
1,199.6 |
1,199.6 |
1,202.1 |
1,198.1 |
| S2 |
1,196.5 |
1,196.5 |
1,201.4 |
|
| S3 |
1,189.1 |
1,192.2 |
1,200.8 |
|
| S4 |
1,181.7 |
1,184.8 |
1,198.7 |
|
|
| 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% |
13.3 |
1.1% |
12% |
False |
False |
2,204 |
| 10 |
1,224.0 |
1,193.9 |
30.1 |
2.5% |
12.7 |
1.1% |
30% |
False |
False |
1,965 |
| 20 |
1,275.7 |
1,193.9 |
81.8 |
6.8% |
14.1 |
1.2% |
11% |
False |
False |
1,607 |
| 40 |
1,309.0 |
1,193.9 |
115.1 |
9.6% |
15.9 |
1.3% |
8% |
False |
False |
1,463 |
| 60 |
1,309.0 |
1,173.6 |
135.4 |
11.3% |
14.9 |
1.2% |
22% |
False |
False |
1,182 |
| 80 |
1,309.0 |
1,135.3 |
173.7 |
14.4% |
14.9 |
1.2% |
39% |
False |
False |
1,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,239.6 |
|
2.618 |
1,227.5 |
|
1.618 |
1,220.1 |
|
1.000 |
1,215.5 |
|
0.618 |
1,212.7 |
|
HIGH |
1,208.1 |
|
0.618 |
1,205.3 |
|
0.500 |
1,204.4 |
|
0.382 |
1,203.5 |
|
LOW |
1,200.7 |
|
0.618 |
1,196.1 |
|
1.000 |
1,193.3 |
|
1.618 |
1,188.7 |
|
2.618 |
1,181.3 |
|
4.250 |
1,169.3 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,204.4 |
1,211.9 |
| PP |
1,203.9 |
1,208.9 |
| S1 |
1,203.3 |
1,205.8 |
|