| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
11,229.5 |
11,318.5 |
89.0 |
0.8% |
11,134.5 |
| High |
11,335.5 |
11,402.5 |
67.0 |
0.6% |
11,402.5 |
| Low |
11,189.0 |
11,303.5 |
114.5 |
1.0% |
11,070.0 |
| Close |
11,324.5 |
11,384.5 |
60.0 |
0.5% |
11,384.5 |
| Range |
146.5 |
99.0 |
-47.5 |
-32.4% |
332.5 |
| ATR |
173.8 |
168.4 |
-5.3 |
-3.1% |
0.0 |
| Volume |
91,250 |
83,087 |
-8,163 |
-8.9% |
415,287 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,660.5 |
11,621.5 |
11,439.0 |
|
| R3 |
11,561.5 |
11,522.5 |
11,411.7 |
|
| R2 |
11,462.5 |
11,462.5 |
11,402.7 |
|
| R1 |
11,423.5 |
11,423.5 |
11,393.6 |
11,443.0 |
| PP |
11,363.5 |
11,363.5 |
11,363.5 |
11,373.3 |
| S1 |
11,324.5 |
11,324.5 |
11,375.4 |
11,344.0 |
| S2 |
11,264.5 |
11,264.5 |
11,366.4 |
|
| S3 |
11,165.5 |
11,225.5 |
11,357.3 |
|
| S4 |
11,066.5 |
11,126.5 |
11,330.1 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,283.2 |
12,166.3 |
11,567.4 |
|
| R3 |
11,950.7 |
11,833.8 |
11,475.9 |
|
| R2 |
11,618.2 |
11,618.2 |
11,445.5 |
|
| R1 |
11,501.3 |
11,501.3 |
11,415.0 |
11,559.8 |
| PP |
11,285.7 |
11,285.7 |
11,285.7 |
11,314.9 |
| S1 |
11,168.8 |
11,168.8 |
11,354.0 |
11,227.3 |
| S2 |
10,953.2 |
10,953.2 |
11,323.5 |
|
| S3 |
10,620.7 |
10,836.3 |
11,293.1 |
|
| S4 |
10,288.2 |
10,503.8 |
11,201.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,402.5 |
11,070.0 |
332.5 |
2.9% |
107.5 |
0.9% |
95% |
True |
False |
83,057 |
| 10 |
11,402.5 |
10,765.5 |
637.0 |
5.6% |
125.0 |
1.1% |
97% |
True |
False |
87,203 |
| 20 |
11,402.5 |
10,592.5 |
810.0 |
7.1% |
146.8 |
1.3% |
98% |
True |
False |
97,395 |
| 40 |
11,402.5 |
9,383.5 |
2,019.0 |
17.7% |
195.1 |
1.7% |
99% |
True |
False |
119,314 |
| 60 |
11,402.5 |
9,227.0 |
2,175.5 |
19.1% |
189.9 |
1.7% |
99% |
True |
False |
93,229 |
| 80 |
11,402.5 |
8,910.0 |
2,492.5 |
21.9% |
177.3 |
1.6% |
99% |
True |
False |
70,363 |
| 100 |
11,402.5 |
8,367.5 |
3,035.0 |
26.7% |
181.6 |
1.6% |
99% |
True |
False |
56,389 |
| 120 |
11,402.5 |
8,367.5 |
3,035.0 |
26.7% |
167.6 |
1.5% |
99% |
True |
False |
47,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,823.3 |
|
2.618 |
11,661.7 |
|
1.618 |
11,562.7 |
|
1.000 |
11,501.5 |
|
0.618 |
11,463.7 |
|
HIGH |
11,402.5 |
|
0.618 |
11,364.7 |
|
0.500 |
11,353.0 |
|
0.382 |
11,341.3 |
|
LOW |
11,303.5 |
|
0.618 |
11,242.3 |
|
1.000 |
11,204.5 |
|
1.618 |
11,143.3 |
|
2.618 |
11,044.3 |
|
4.250 |
10,882.8 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,374.0 |
11,352.9 |
| PP |
11,363.5 |
11,321.3 |
| S1 |
11,353.0 |
11,289.8 |
|