| 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 |
5,901.0 |
5,879.0 |
-22.0 |
-0.4% |
5,871.0 |
| High |
5,914.0 |
5,925.0 |
11.0 |
0.2% |
5,934.0 |
| Low |
5,874.0 |
5,850.0 |
-24.0 |
-0.4% |
5,825.0 |
| Close |
5,878.0 |
5,914.0 |
36.0 |
0.6% |
5,914.0 |
| Range |
40.0 |
75.0 |
35.0 |
87.5% |
109.0 |
| ATR |
63.8 |
64.6 |
0.8 |
1.3% |
0.0 |
| Volume |
19,547 |
28,106 |
8,559 |
43.8% |
115,471 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,121.3 |
6,092.7 |
5,955.3 |
|
| R3 |
6,046.3 |
6,017.7 |
5,934.6 |
|
| R2 |
5,971.3 |
5,971.3 |
5,927.8 |
|
| R1 |
5,942.7 |
5,942.7 |
5,920.9 |
5,957.0 |
| PP |
5,896.3 |
5,896.3 |
5,896.3 |
5,903.5 |
| S1 |
5,867.7 |
5,867.7 |
5,907.1 |
5,882.0 |
| S2 |
5,821.3 |
5,821.3 |
5,900.3 |
|
| S3 |
5,746.3 |
5,792.7 |
5,893.4 |
|
| S4 |
5,671.3 |
5,717.7 |
5,872.8 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,218.0 |
6,175.0 |
5,974.0 |
|
| R3 |
6,109.0 |
6,066.0 |
5,944.0 |
|
| R2 |
6,000.0 |
6,000.0 |
5,934.0 |
|
| R1 |
5,957.0 |
5,957.0 |
5,924.0 |
5,978.5 |
| PP |
5,891.0 |
5,891.0 |
5,891.0 |
5,901.8 |
| S1 |
5,848.0 |
5,848.0 |
5,904.0 |
5,869.5 |
| S2 |
5,782.0 |
5,782.0 |
5,894.0 |
|
| S3 |
5,673.0 |
5,739.0 |
5,884.0 |
|
| S4 |
5,564.0 |
5,630.0 |
5,854.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,934.0 |
5,825.0 |
109.0 |
1.8% |
53.4 |
0.9% |
82% |
False |
False |
23,094 |
| 10 |
5,934.0 |
5,783.0 |
151.0 |
2.6% |
57.3 |
1.0% |
87% |
False |
False |
22,040 |
| 20 |
5,934.0 |
5,527.0 |
407.0 |
6.9% |
62.6 |
1.1% |
95% |
False |
False |
24,949 |
| 40 |
5,934.0 |
5,213.0 |
721.0 |
12.2% |
58.2 |
1.0% |
97% |
False |
False |
23,923 |
| 60 |
5,934.0 |
5,081.0 |
853.0 |
14.4% |
61.9 |
1.0% |
98% |
False |
False |
23,481 |
| 80 |
5,934.0 |
5,081.0 |
853.0 |
14.4% |
48.6 |
0.8% |
98% |
False |
False |
17,618 |
| 100 |
5,934.0 |
5,081.0 |
853.0 |
14.4% |
39.6 |
0.7% |
98% |
False |
False |
14,107 |
| 120 |
5,934.0 |
5,081.0 |
853.0 |
14.4% |
33.0 |
0.6% |
98% |
False |
False |
11,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,243.8 |
|
2.618 |
6,121.4 |
|
1.618 |
6,046.4 |
|
1.000 |
6,000.0 |
|
0.618 |
5,971.4 |
|
HIGH |
5,925.0 |
|
0.618 |
5,896.4 |
|
0.500 |
5,887.5 |
|
0.382 |
5,878.7 |
|
LOW |
5,850.0 |
|
0.618 |
5,803.7 |
|
1.000 |
5,775.0 |
|
1.618 |
5,728.7 |
|
2.618 |
5,653.7 |
|
4.250 |
5,531.3 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,905.2 |
5,906.7 |
| PP |
5,896.3 |
5,899.3 |
| S1 |
5,887.5 |
5,892.0 |
|