| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1,208.8 |
1,213.8 |
5.0 |
0.4% |
1,203.5 |
| High |
1,219.2 |
1,223.0 |
3.8 |
0.3% |
1,219.9 |
| Low |
1,204.1 |
1,204.2 |
0.1 |
0.0% |
1,190.0 |
| Close |
1,213.1 |
1,208.2 |
-4.9 |
-0.4% |
1,213.1 |
| Range |
15.1 |
18.8 |
3.7 |
24.5% |
29.9 |
| ATR |
19.9 |
19.8 |
-0.1 |
-0.4% |
0.0 |
| Volume |
113,768 |
133,100 |
19,332 |
17.0% |
588,951 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.2 |
1,257.0 |
1,218.5 |
|
| R3 |
1,249.4 |
1,238.2 |
1,213.4 |
|
| R2 |
1,230.6 |
1,230.6 |
1,211.6 |
|
| R1 |
1,219.4 |
1,219.4 |
1,209.9 |
1,215.6 |
| PP |
1,211.8 |
1,211.8 |
1,211.8 |
1,209.9 |
| S1 |
1,200.6 |
1,200.6 |
1,206.5 |
1,196.8 |
| S2 |
1,193.0 |
1,193.0 |
1,204.8 |
|
| S3 |
1,174.2 |
1,181.8 |
1,203.0 |
|
| S4 |
1,155.4 |
1,163.0 |
1,197.9 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,297.4 |
1,285.1 |
1,229.5 |
|
| R3 |
1,267.5 |
1,255.2 |
1,221.3 |
|
| R2 |
1,237.6 |
1,237.6 |
1,218.6 |
|
| R1 |
1,225.3 |
1,225.3 |
1,215.8 |
1,231.5 |
| PP |
1,207.7 |
1,207.7 |
1,207.7 |
1,210.7 |
| S1 |
1,195.4 |
1,195.4 |
1,210.4 |
1,201.6 |
| S2 |
1,177.8 |
1,177.8 |
1,207.6 |
|
| S3 |
1,147.9 |
1,165.5 |
1,204.9 |
|
| S4 |
1,118.0 |
1,135.6 |
1,196.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,223.0 |
1,190.0 |
33.0 |
2.7% |
15.2 |
1.3% |
55% |
True |
False |
121,366 |
| 10 |
1,236.7 |
1,190.0 |
46.7 |
3.9% |
18.0 |
1.5% |
39% |
False |
False |
124,999 |
| 20 |
1,286.5 |
1,190.0 |
96.5 |
8.0% |
18.9 |
1.6% |
19% |
False |
False |
125,941 |
| 40 |
1,308.8 |
1,168.3 |
140.5 |
11.6% |
20.8 |
1.7% |
28% |
False |
False |
88,201 |
| 60 |
1,308.8 |
1,168.3 |
140.5 |
11.6% |
20.8 |
1.7% |
28% |
False |
False |
60,051 |
| 80 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
21.3 |
1.8% |
43% |
False |
False |
46,219 |
| 100 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
19.5 |
1.6% |
43% |
False |
False |
37,325 |
| 120 |
1,308.8 |
1,132.1 |
176.7 |
14.6% |
18.3 |
1.5% |
43% |
False |
False |
31,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,302.9 |
|
2.618 |
1,272.2 |
|
1.618 |
1,253.4 |
|
1.000 |
1,241.8 |
|
0.618 |
1,234.6 |
|
HIGH |
1,223.0 |
|
0.618 |
1,215.8 |
|
0.500 |
1,213.6 |
|
0.382 |
1,211.4 |
|
LOW |
1,204.2 |
|
0.618 |
1,192.6 |
|
1.000 |
1,185.4 |
|
1.618 |
1,173.8 |
|
2.618 |
1,155.0 |
|
4.250 |
1,124.3 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,213.6 |
1,213.2 |
| PP |
1,211.8 |
1,211.5 |
| S1 |
1,210.0 |
1,209.9 |
|