| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
18,203 |
18,144 |
-59 |
-0.3% |
18,112 |
| High |
18,203 |
18,270 |
67 |
0.4% |
18,228 |
| Low |
18,117 |
18,123 |
6 |
0.0% |
18,034 |
| Close |
18,127 |
18,248 |
121 |
0.7% |
18,127 |
| Range |
86 |
147 |
61 |
70.9% |
194 |
| ATR |
183 |
181 |
-3 |
-1.4% |
0 |
| Volume |
82,630 |
97,423 |
14,793 |
17.9% |
419,837 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,655 |
18,598 |
18,329 |
|
| R3 |
18,508 |
18,451 |
18,289 |
|
| R2 |
18,361 |
18,361 |
18,275 |
|
| R1 |
18,304 |
18,304 |
18,262 |
18,333 |
| PP |
18,214 |
18,214 |
18,214 |
18,228 |
| S1 |
18,157 |
18,157 |
18,235 |
18,186 |
| S2 |
18,067 |
18,067 |
18,221 |
|
| S3 |
17,920 |
18,010 |
18,208 |
|
| S4 |
17,773 |
17,863 |
18,167 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,712 |
18,613 |
18,234 |
|
| R3 |
18,518 |
18,419 |
18,180 |
|
| R2 |
18,324 |
18,324 |
18,163 |
|
| R1 |
18,225 |
18,225 |
18,145 |
18,275 |
| PP |
18,130 |
18,130 |
18,130 |
18,154 |
| S1 |
18,031 |
18,031 |
18,109 |
18,081 |
| S2 |
17,936 |
17,936 |
18,092 |
|
| S3 |
17,742 |
17,837 |
18,074 |
|
| S4 |
17,548 |
17,643 |
18,020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,270 |
18,076 |
194 |
1.1% |
102 |
0.6% |
89% |
True |
False |
89,255 |
| 10 |
18,270 |
17,853 |
417 |
2.3% |
121 |
0.7% |
95% |
True |
False |
99,633 |
| 20 |
18,270 |
16,962 |
1,308 |
7.2% |
174 |
1.0% |
98% |
True |
False |
122,008 |
| 40 |
18,270 |
16,962 |
1,308 |
7.2% |
244 |
1.3% |
98% |
True |
False |
164,651 |
| 60 |
18,270 |
16,962 |
1,308 |
7.2% |
231 |
1.3% |
98% |
True |
False |
142,521 |
| 80 |
18,270 |
16,962 |
1,308 |
7.2% |
196 |
1.1% |
98% |
True |
False |
106,952 |
| 100 |
18,270 |
15,740 |
2,530 |
13.9% |
204 |
1.1% |
99% |
True |
False |
85,567 |
| 120 |
18,270 |
15,740 |
2,530 |
13.9% |
189 |
1.0% |
99% |
True |
False |
71,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,895 |
|
2.618 |
18,655 |
|
1.618 |
18,508 |
|
1.000 |
18,417 |
|
0.618 |
18,361 |
|
HIGH |
18,270 |
|
0.618 |
18,214 |
|
0.500 |
18,197 |
|
0.382 |
18,179 |
|
LOW |
18,123 |
|
0.618 |
18,032 |
|
1.000 |
17,976 |
|
1.618 |
17,885 |
|
2.618 |
17,738 |
|
4.250 |
17,498 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,231 |
18,230 |
| PP |
18,214 |
18,212 |
| S1 |
18,197 |
18,194 |
|