| 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 |
18,865 |
18,940 |
75 |
0.4% |
18,520 |
| High |
18,995 |
18,940 |
-55 |
-0.3% |
18,935 |
| Low |
18,785 |
18,660 |
-125 |
-0.7% |
18,425 |
| Close |
18,940 |
18,740 |
-200 |
-1.1% |
18,880 |
| Range |
210 |
280 |
70 |
33.3% |
510 |
| ATR |
277 |
278 |
0 |
0.1% |
0 |
| Volume |
9,797 |
11,412 |
1,615 |
16.5% |
48,730 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,620 |
19,460 |
18,894 |
|
| R3 |
19,340 |
19,180 |
18,817 |
|
| R2 |
19,060 |
19,060 |
18,791 |
|
| R1 |
18,900 |
18,900 |
18,766 |
18,840 |
| PP |
18,780 |
18,780 |
18,780 |
18,750 |
| S1 |
18,620 |
18,620 |
18,714 |
18,560 |
| S2 |
18,500 |
18,500 |
18,689 |
|
| S3 |
18,220 |
18,340 |
18,663 |
|
| S4 |
17,940 |
18,060 |
18,586 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,277 |
20,088 |
19,161 |
|
| R3 |
19,767 |
19,578 |
19,020 |
|
| R2 |
19,257 |
19,257 |
18,974 |
|
| R1 |
19,068 |
19,068 |
18,927 |
19,163 |
| PP |
18,747 |
18,747 |
18,747 |
18,794 |
| S1 |
18,558 |
18,558 |
18,833 |
18,653 |
| S2 |
18,237 |
18,237 |
18,787 |
|
| S3 |
17,727 |
18,048 |
18,740 |
|
| S4 |
17,217 |
17,538 |
18,600 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,995 |
18,570 |
425 |
2.3% |
222 |
1.2% |
40% |
False |
False |
10,730 |
| 10 |
18,995 |
18,105 |
890 |
4.7% |
219 |
1.2% |
71% |
False |
False |
10,077 |
| 20 |
18,995 |
17,305 |
1,690 |
9.0% |
259 |
1.4% |
85% |
False |
False |
10,962 |
| 40 |
18,995 |
16,580 |
2,415 |
12.9% |
342 |
1.8% |
89% |
False |
False |
15,693 |
| 60 |
18,995 |
16,525 |
2,470 |
13.2% |
356 |
1.9% |
90% |
False |
False |
16,082 |
| 80 |
18,995 |
16,525 |
2,470 |
13.2% |
333 |
1.8% |
90% |
False |
False |
12,211 |
| 100 |
18,995 |
14,600 |
4,395 |
23.5% |
312 |
1.7% |
94% |
False |
False |
9,801 |
| 120 |
18,995 |
14,600 |
4,395 |
23.5% |
269 |
1.4% |
94% |
False |
False |
8,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,130 |
|
2.618 |
19,673 |
|
1.618 |
19,393 |
|
1.000 |
19,220 |
|
0.618 |
19,113 |
|
HIGH |
18,940 |
|
0.618 |
18,833 |
|
0.500 |
18,800 |
|
0.382 |
18,767 |
|
LOW |
18,660 |
|
0.618 |
18,487 |
|
1.000 |
18,380 |
|
1.618 |
18,207 |
|
2.618 |
17,927 |
|
4.250 |
17,470 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,800 |
18,828 |
| PP |
18,780 |
18,798 |
| S1 |
18,760 |
18,769 |
|