| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1,214.9 |
1,207.0 |
-7.9 |
-0.7% |
1,203.0 |
| High |
1,223.7 |
1,215.3 |
-8.4 |
-0.7% |
1,220.7 |
| Low |
1,205.6 |
1,196.0 |
-9.6 |
-0.8% |
1,190.8 |
| Close |
1,209.2 |
1,205.4 |
-3.8 |
-0.3% |
1,214.0 |
| Range |
18.1 |
19.3 |
1.2 |
6.6% |
29.9 |
| ATR |
19.1 |
19.1 |
0.0 |
0.1% |
0.0 |
| Volume |
3,389 |
9,640 |
6,251 |
184.4% |
21,606 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,263.5 |
1,253.7 |
1,216.0 |
|
| R3 |
1,244.2 |
1,234.4 |
1,210.7 |
|
| R2 |
1,224.9 |
1,224.9 |
1,208.9 |
|
| R1 |
1,215.1 |
1,215.1 |
1,207.2 |
1,210.4 |
| PP |
1,205.6 |
1,205.6 |
1,205.6 |
1,203.2 |
| S1 |
1,195.8 |
1,195.8 |
1,203.6 |
1,191.1 |
| S2 |
1,186.3 |
1,186.3 |
1,201.9 |
|
| S3 |
1,167.0 |
1,176.5 |
1,200.1 |
|
| S4 |
1,147.7 |
1,157.2 |
1,194.8 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,298.2 |
1,286.0 |
1,230.4 |
|
| R3 |
1,268.3 |
1,256.1 |
1,222.2 |
|
| R2 |
1,238.4 |
1,238.4 |
1,219.5 |
|
| R1 |
1,226.2 |
1,226.2 |
1,216.7 |
1,232.3 |
| PP |
1,208.5 |
1,208.5 |
1,208.5 |
1,211.6 |
| S1 |
1,196.3 |
1,196.3 |
1,211.3 |
1,202.4 |
| S2 |
1,178.6 |
1,178.6 |
1,208.5 |
|
| S3 |
1,148.7 |
1,166.4 |
1,205.8 |
|
| S4 |
1,118.8 |
1,136.5 |
1,197.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,223.7 |
1,196.0 |
27.7 |
2.3% |
15.5 |
1.3% |
34% |
False |
True |
6,129 |
| 10 |
1,223.7 |
1,190.8 |
32.9 |
2.7% |
15.9 |
1.3% |
44% |
False |
False |
4,472 |
| 20 |
1,286.5 |
1,190.8 |
95.7 |
7.9% |
18.2 |
1.5% |
15% |
False |
False |
3,801 |
| 40 |
1,309.0 |
1,180.0 |
129.0 |
10.7% |
19.8 |
1.6% |
20% |
False |
False |
4,188 |
| 60 |
1,309.0 |
1,169.0 |
140.0 |
11.6% |
19.9 |
1.6% |
26% |
False |
False |
3,563 |
| 80 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
20.9 |
1.7% |
41% |
False |
False |
3,598 |
| 100 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
19.2 |
1.6% |
41% |
False |
False |
3,173 |
| 120 |
1,309.0 |
1,134.1 |
174.9 |
14.5% |
18.0 |
1.5% |
41% |
False |
False |
2,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,297.3 |
|
2.618 |
1,265.8 |
|
1.618 |
1,246.5 |
|
1.000 |
1,234.6 |
|
0.618 |
1,227.2 |
|
HIGH |
1,215.3 |
|
0.618 |
1,207.9 |
|
0.500 |
1,205.7 |
|
0.382 |
1,203.4 |
|
LOW |
1,196.0 |
|
0.618 |
1,184.1 |
|
1.000 |
1,176.7 |
|
1.618 |
1,164.8 |
|
2.618 |
1,145.5 |
|
4.250 |
1,114.0 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,205.7 |
1,209.9 |
| PP |
1,205.6 |
1,208.4 |
| S1 |
1,205.5 |
1,206.9 |
|