| 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 |
210.78 |
211.47 |
0.69 |
0.3% |
210.94 |
| High |
212.06 |
212.05 |
-0.01 |
0.0% |
212.24 |
| Low |
210.72 |
210.08 |
-0.64 |
-0.3% |
210.48 |
| Close |
211.99 |
211.12 |
-0.87 |
-0.4% |
210.66 |
| Range |
1.34 |
1.97 |
0.63 |
47.0% |
1.76 |
| ATR |
1.85 |
1.86 |
0.01 |
0.5% |
0.00 |
| Volume |
87,491,398 |
110,325,805 |
22,834,407 |
26.1% |
400,718,508 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
216.99 |
216.03 |
212.20 |
|
| R3 |
215.02 |
214.06 |
211.66 |
|
| R2 |
213.05 |
213.05 |
211.48 |
|
| R1 |
212.09 |
212.09 |
211.30 |
211.59 |
| PP |
211.08 |
211.08 |
211.08 |
210.83 |
| S1 |
210.12 |
210.12 |
210.94 |
209.62 |
| S2 |
209.11 |
209.11 |
210.76 |
|
| S3 |
207.14 |
208.15 |
210.58 |
|
| S4 |
205.17 |
206.18 |
210.04 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
216.41 |
215.29 |
211.63 |
|
| R3 |
214.65 |
213.53 |
211.14 |
|
| R2 |
212.89 |
212.89 |
210.98 |
|
| R1 |
211.77 |
211.77 |
210.82 |
211.45 |
| PP |
211.13 |
211.13 |
211.13 |
210.97 |
| S1 |
210.01 |
210.01 |
210.50 |
209.69 |
| S2 |
209.37 |
209.37 |
210.34 |
|
| S3 |
207.61 |
208.25 |
210.18 |
|
| S4 |
205.85 |
206.49 |
209.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
212.24 |
210.08 |
2.16 |
1.0% |
1.27 |
0.6% |
48% |
False |
True |
90,330,501 |
| 10 |
212.24 |
208.73 |
3.51 |
1.7% |
1.31 |
0.6% |
68% |
False |
False |
91,154,741 |
| 20 |
212.24 |
202.55 |
9.69 |
4.6% |
1.55 |
0.7% |
88% |
False |
False |
96,817,370 |
| 40 |
212.24 |
197.86 |
14.38 |
6.8% |
2.28 |
1.1% |
92% |
False |
False |
129,037,333 |
| 60 |
212.97 |
197.86 |
15.11 |
7.2% |
2.34 |
1.1% |
88% |
False |
False |
134,668,392 |
| 80 |
212.97 |
197.86 |
15.11 |
7.2% |
2.04 |
1.0% |
88% |
False |
False |
121,395,975 |
| 100 |
212.97 |
181.92 |
31.05 |
14.7% |
2.17 |
1.0% |
94% |
False |
False |
131,324,780 |
| 120 |
212.97 |
181.92 |
31.05 |
14.7% |
2.12 |
1.0% |
94% |
False |
False |
128,986,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
220.42 |
|
2.618 |
217.21 |
|
1.618 |
215.24 |
|
1.000 |
214.02 |
|
0.618 |
213.27 |
|
HIGH |
212.05 |
|
0.618 |
211.30 |
|
0.500 |
211.07 |
|
0.382 |
210.83 |
|
LOW |
210.08 |
|
0.618 |
208.86 |
|
1.000 |
208.11 |
|
1.618 |
206.89 |
|
2.618 |
204.92 |
|
4.250 |
201.71 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
211.10 |
211.10 |
| PP |
211.08 |
211.09 |
| S1 |
211.07 |
211.07 |
|