| 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 |
18,144 |
18,248 |
104 |
0.6% |
18,112 |
| High |
18,270 |
18,255 |
-15 |
-0.1% |
18,228 |
| Low |
18,123 |
18,120 |
-3 |
0.0% |
18,034 |
| Close |
18,248 |
18,186 |
-62 |
-0.3% |
18,127 |
| Range |
147 |
135 |
-12 |
-8.2% |
194 |
| ATR |
181 |
178 |
-3 |
-1.8% |
0 |
| Volume |
97,423 |
98,213 |
790 |
0.8% |
419,837 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,592 |
18,524 |
18,260 |
|
| R3 |
18,457 |
18,389 |
18,223 |
|
| R2 |
18,322 |
18,322 |
18,211 |
|
| R1 |
18,254 |
18,254 |
18,199 |
18,221 |
| PP |
18,187 |
18,187 |
18,187 |
18,170 |
| S1 |
18,119 |
18,119 |
18,174 |
18,086 |
| S2 |
18,052 |
18,052 |
18,161 |
|
| S3 |
17,917 |
17,984 |
18,149 |
|
| S4 |
17,782 |
17,849 |
18,112 |
|
|
| 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 |
18,117 |
153 |
0.8% |
103 |
0.6% |
45% |
False |
False |
90,213 |
| 10 |
18,270 |
17,853 |
417 |
2.3% |
121 |
0.7% |
80% |
False |
False |
96,881 |
| 20 |
18,270 |
17,214 |
1,056 |
5.8% |
163 |
0.9% |
92% |
False |
False |
115,453 |
| 40 |
18,270 |
16,962 |
1,308 |
7.2% |
241 |
1.3% |
94% |
False |
False |
163,982 |
| 60 |
18,270 |
16,962 |
1,308 |
7.2% |
232 |
1.3% |
94% |
False |
False |
144,147 |
| 80 |
18,270 |
16,962 |
1,308 |
7.2% |
197 |
1.1% |
94% |
False |
False |
108,179 |
| 100 |
18,270 |
15,740 |
2,530 |
13.9% |
203 |
1.1% |
97% |
False |
False |
86,549 |
| 120 |
18,270 |
15,740 |
2,530 |
13.9% |
189 |
1.0% |
97% |
False |
False |
72,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,829 |
|
2.618 |
18,609 |
|
1.618 |
18,474 |
|
1.000 |
18,390 |
|
0.618 |
18,339 |
|
HIGH |
18,255 |
|
0.618 |
18,204 |
|
0.500 |
18,188 |
|
0.382 |
18,172 |
|
LOW |
18,120 |
|
0.618 |
18,037 |
|
1.000 |
17,985 |
|
1.618 |
17,902 |
|
2.618 |
17,767 |
|
4.250 |
17,546 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,188 |
18,194 |
| PP |
18,187 |
18,191 |
| S1 |
18,187 |
18,189 |
|