| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1,209.6 |
1,207.4 |
-2.2 |
-0.2% |
1,205.5 |
| High |
1,217.4 |
1,211.1 |
-6.3 |
-0.5% |
1,221.5 |
| Low |
1,200.0 |
1,201.5 |
1.5 |
0.1% |
1,192.8 |
| Close |
1,207.8 |
1,204.3 |
-3.5 |
-0.3% |
1,216.1 |
| Range |
17.4 |
9.6 |
-7.8 |
-44.8% |
28.7 |
| ATR |
17.4 |
16.9 |
-0.6 |
-3.2% |
0.0 |
| Volume |
1,486 |
2,599 |
1,113 |
74.9% |
8,219 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,234.4 |
1,229.0 |
1,209.6 |
|
| R3 |
1,224.8 |
1,219.4 |
1,206.9 |
|
| R2 |
1,215.2 |
1,215.2 |
1,206.1 |
|
| R1 |
1,209.8 |
1,209.8 |
1,205.2 |
1,207.7 |
| PP |
1,205.6 |
1,205.6 |
1,205.6 |
1,204.6 |
| S1 |
1,200.2 |
1,200.2 |
1,203.4 |
1,198.1 |
| S2 |
1,196.0 |
1,196.0 |
1,202.5 |
|
| S3 |
1,186.4 |
1,190.6 |
1,201.7 |
|
| S4 |
1,176.8 |
1,181.0 |
1,199.0 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.2 |
1,284.9 |
1,231.9 |
|
| R3 |
1,267.5 |
1,256.2 |
1,224.0 |
|
| R2 |
1,238.8 |
1,238.8 |
1,221.4 |
|
| R1 |
1,227.5 |
1,227.5 |
1,218.7 |
1,233.2 |
| PP |
1,210.1 |
1,210.1 |
1,210.1 |
1,213.0 |
| S1 |
1,198.8 |
1,198.8 |
1,213.5 |
1,204.5 |
| S2 |
1,181.4 |
1,181.4 |
1,210.8 |
|
| S3 |
1,152.7 |
1,170.1 |
1,208.2 |
|
| S4 |
1,124.0 |
1,141.4 |
1,200.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,224.5 |
1,200.0 |
24.5 |
2.0% |
14.0 |
1.2% |
18% |
False |
False |
1,639 |
| 10 |
1,224.5 |
1,192.8 |
31.7 |
2.6% |
13.7 |
1.1% |
36% |
False |
False |
1,537 |
| 20 |
1,275.9 |
1,192.8 |
83.1 |
6.9% |
15.4 |
1.3% |
14% |
False |
False |
1,533 |
| 40 |
1,309.5 |
1,192.8 |
116.7 |
9.7% |
17.2 |
1.4% |
10% |
False |
False |
1,478 |
| 60 |
1,309.5 |
1,172.3 |
137.2 |
11.4% |
17.4 |
1.4% |
23% |
False |
False |
1,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,251.9 |
|
2.618 |
1,236.2 |
|
1.618 |
1,226.6 |
|
1.000 |
1,220.7 |
|
0.618 |
1,217.0 |
|
HIGH |
1,211.1 |
|
0.618 |
1,207.4 |
|
0.500 |
1,206.3 |
|
0.382 |
1,205.2 |
|
LOW |
1,201.5 |
|
0.618 |
1,195.6 |
|
1.000 |
1,191.9 |
|
1.618 |
1,186.0 |
|
2.618 |
1,176.4 |
|
4.250 |
1,160.7 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,206.3 |
1,212.3 |
| PP |
1,205.6 |
1,209.6 |
| S1 |
1,205.0 |
1,207.0 |
|