| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,317.5 |
11,426.0 |
108.5 |
1.0% |
11,134.5 |
| High |
11,422.0 |
11,535.0 |
113.0 |
1.0% |
11,402.5 |
| Low |
11,194.0 |
11,408.5 |
214.5 |
1.9% |
11,070.0 |
| Close |
11,377.0 |
11,495.5 |
118.5 |
1.0% |
11,384.5 |
| Range |
228.0 |
126.5 |
-101.5 |
-44.5% |
332.5 |
| ATR |
171.2 |
170.2 |
-0.9 |
-0.6% |
0.0 |
| Volume |
105,452 |
92,736 |
-12,716 |
-12.1% |
415,287 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,859.2 |
11,803.8 |
11,565.1 |
|
| R3 |
11,732.7 |
11,677.3 |
11,530.3 |
|
| R2 |
11,606.2 |
11,606.2 |
11,518.7 |
|
| R1 |
11,550.8 |
11,550.8 |
11,507.1 |
11,578.5 |
| PP |
11,479.7 |
11,479.7 |
11,479.7 |
11,493.5 |
| S1 |
11,424.3 |
11,424.3 |
11,483.9 |
11,452.0 |
| S2 |
11,353.2 |
11,353.2 |
11,472.3 |
|
| S3 |
11,226.7 |
11,297.8 |
11,460.7 |
|
| S4 |
11,100.2 |
11,171.3 |
11,425.9 |
|
|
| 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 |
11,535.0 |
11,194.0 |
341.0 |
3.0% |
152.5 |
1.3% |
88% |
True |
False |
101,544 |
| 10 |
11,535.0 |
10,948.0 |
587.0 |
5.1% |
141.8 |
1.2% |
93% |
True |
False |
91,922 |
| 20 |
11,535.0 |
10,592.5 |
942.5 |
8.2% |
146.9 |
1.3% |
96% |
True |
False |
95,685 |
| 40 |
11,535.0 |
9,463.0 |
2,072.0 |
18.0% |
188.0 |
1.6% |
98% |
True |
False |
117,730 |
| 60 |
11,535.0 |
9,227.0 |
2,308.0 |
20.1% |
194.8 |
1.7% |
98% |
True |
False |
100,169 |
| 80 |
11,535.0 |
9,145.5 |
2,389.5 |
20.8% |
177.6 |
1.5% |
98% |
True |
False |
75,635 |
| 100 |
11,535.0 |
8,367.5 |
3,167.5 |
27.6% |
182.2 |
1.6% |
99% |
True |
False |
60,625 |
| 120 |
11,535.0 |
8,367.5 |
3,167.5 |
27.6% |
170.8 |
1.5% |
99% |
True |
False |
50,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,072.6 |
|
2.618 |
11,866.2 |
|
1.618 |
11,739.7 |
|
1.000 |
11,661.5 |
|
0.618 |
11,613.2 |
|
HIGH |
11,535.0 |
|
0.618 |
11,486.7 |
|
0.500 |
11,471.8 |
|
0.382 |
11,456.8 |
|
LOW |
11,408.5 |
|
0.618 |
11,330.3 |
|
1.000 |
11,282.0 |
|
1.618 |
11,203.8 |
|
2.618 |
11,077.3 |
|
4.250 |
10,870.9 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,487.6 |
11,451.8 |
| PP |
11,479.7 |
11,408.2 |
| S1 |
11,471.8 |
11,364.5 |
|