| 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 |
11,331.0 |
11,413.0 |
82.0 |
0.7% |
11,143.0 |
| High |
11,416.0 |
11,466.0 |
50.0 |
0.4% |
11,416.0 |
| Low |
11,320.0 |
11,384.0 |
64.0 |
0.6% |
11,090.0 |
| Close |
11,400.0 |
11,416.0 |
16.0 |
0.1% |
11,400.0 |
| Range |
96.0 |
82.0 |
-14.0 |
-14.6% |
326.0 |
| ATR |
153.0 |
148.0 |
-5.1 |
-3.3% |
0.0 |
| Volume |
1,257 |
742 |
-515 |
-41.0% |
4,003 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,668.0 |
11,624.0 |
11,461.1 |
|
| R3 |
11,586.0 |
11,542.0 |
11,438.6 |
|
| R2 |
11,504.0 |
11,504.0 |
11,431.0 |
|
| R1 |
11,460.0 |
11,460.0 |
11,423.5 |
11,482.0 |
| PP |
11,422.0 |
11,422.0 |
11,422.0 |
11,433.0 |
| S1 |
11,378.0 |
11,378.0 |
11,408.5 |
11,400.0 |
| S2 |
11,340.0 |
11,340.0 |
11,401.0 |
|
| S3 |
11,258.0 |
11,296.0 |
11,393.5 |
|
| S4 |
11,176.0 |
11,214.0 |
11,370.9 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,280.0 |
12,166.0 |
11,579.3 |
|
| R3 |
11,954.0 |
11,840.0 |
11,489.7 |
|
| R2 |
11,628.0 |
11,628.0 |
11,459.8 |
|
| R1 |
11,514.0 |
11,514.0 |
11,429.9 |
11,571.0 |
| PP |
11,302.0 |
11,302.0 |
11,302.0 |
11,330.5 |
| S1 |
11,188.0 |
11,188.0 |
11,370.1 |
11,245.0 |
| S2 |
10,976.0 |
10,976.0 |
11,340.2 |
|
| S3 |
10,650.0 |
10,862.0 |
11,310.4 |
|
| S4 |
10,324.0 |
10,536.0 |
11,220.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,466.0 |
11,111.0 |
355.0 |
3.1% |
99.3 |
0.9% |
86% |
True |
False |
893 |
| 10 |
11,466.0 |
10,782.5 |
683.5 |
6.0% |
114.8 |
1.0% |
93% |
True |
False |
721 |
| 20 |
11,466.0 |
10,617.0 |
849.0 |
7.4% |
124.8 |
1.1% |
94% |
True |
False |
620 |
| 40 |
11,466.0 |
9,418.5 |
2,047.5 |
17.9% |
170.4 |
1.5% |
98% |
True |
False |
636 |
| 60 |
11,466.0 |
9,251.0 |
2,215.0 |
19.4% |
171.3 |
1.5% |
98% |
True |
False |
488 |
| 80 |
11,466.0 |
9,158.5 |
2,307.5 |
20.2% |
152.3 |
1.3% |
98% |
True |
False |
379 |
| 100 |
11,466.0 |
8,419.0 |
3,047.0 |
26.7% |
148.9 |
1.3% |
98% |
True |
False |
314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,814.5 |
|
2.618 |
11,680.7 |
|
1.618 |
11,598.7 |
|
1.000 |
11,548.0 |
|
0.618 |
11,516.7 |
|
HIGH |
11,466.0 |
|
0.618 |
11,434.7 |
|
0.500 |
11,425.0 |
|
0.382 |
11,415.3 |
|
LOW |
11,384.0 |
|
0.618 |
11,333.3 |
|
1.000 |
11,302.0 |
|
1.618 |
11,251.3 |
|
2.618 |
11,169.3 |
|
4.250 |
11,035.5 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,425.0 |
11,389.7 |
| PP |
11,422.0 |
11,363.3 |
| S1 |
11,419.0 |
11,337.0 |
|