| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1,265.0 |
1,237.5 |
-27.5 |
-2.2% |
1,284.1 |
| High |
1,267.6 |
1,242.3 |
-25.3 |
-2.0% |
1,284.7 |
| Low |
1,228.0 |
1,235.4 |
7.4 |
0.6% |
1,228.0 |
| Close |
1,233.9 |
1,240.8 |
6.9 |
0.6% |
1,233.9 |
| Range |
39.6 |
6.9 |
-32.7 |
-82.6% |
56.7 |
| ATR |
23.8 |
22.7 |
-1.1 |
-4.6% |
0.0 |
| Volume |
432 |
319 |
-113 |
-26.2% |
5,267 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,260.2 |
1,257.4 |
1,244.6 |
|
| R3 |
1,253.3 |
1,250.5 |
1,242.7 |
|
| R2 |
1,246.4 |
1,246.4 |
1,242.1 |
|
| R1 |
1,243.6 |
1,243.6 |
1,241.4 |
1,245.0 |
| PP |
1,239.5 |
1,239.5 |
1,239.5 |
1,240.2 |
| S1 |
1,236.7 |
1,236.7 |
1,240.2 |
1,238.1 |
| S2 |
1,232.6 |
1,232.6 |
1,239.5 |
|
| S3 |
1,225.7 |
1,229.8 |
1,238.9 |
|
| S4 |
1,218.8 |
1,222.9 |
1,237.0 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.0 |
1,383.1 |
1,265.1 |
|
| R3 |
1,362.3 |
1,326.4 |
1,249.5 |
|
| R2 |
1,305.6 |
1,305.6 |
1,244.3 |
|
| R1 |
1,269.7 |
1,269.7 |
1,239.1 |
1,259.3 |
| PP |
1,248.9 |
1,248.9 |
1,248.9 |
1,243.7 |
| S1 |
1,213.0 |
1,213.0 |
1,228.7 |
1,202.6 |
| S2 |
1,192.2 |
1,192.2 |
1,223.5 |
|
| S3 |
1,135.5 |
1,156.3 |
1,218.3 |
|
| S4 |
1,078.8 |
1,099.6 |
1,202.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,284.7 |
1,228.0 |
56.7 |
4.6% |
21.1 |
1.7% |
23% |
False |
False |
786 |
| 10 |
1,297.4 |
1,228.0 |
69.4 |
5.6% |
22.5 |
1.8% |
18% |
False |
False |
44,953 |
| 20 |
1,307.8 |
1,217.5 |
90.3 |
7.3% |
23.4 |
1.9% |
26% |
False |
False |
123,109 |
| 40 |
1,307.8 |
1,167.3 |
140.5 |
11.3% |
22.3 |
1.8% |
52% |
False |
False |
124,836 |
| 60 |
1,307.8 |
1,141.7 |
166.1 |
13.4% |
22.7 |
1.8% |
60% |
False |
False |
120,945 |
| 80 |
1,307.8 |
1,132.0 |
175.8 |
14.2% |
21.6 |
1.7% |
62% |
False |
False |
93,265 |
| 100 |
1,307.8 |
1,132.0 |
175.8 |
14.2% |
20.1 |
1.6% |
62% |
False |
False |
75,029 |
| 120 |
1,307.8 |
1,132.0 |
175.8 |
14.2% |
18.7 |
1.5% |
62% |
False |
False |
62,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,271.6 |
|
2.618 |
1,260.4 |
|
1.618 |
1,253.5 |
|
1.000 |
1,249.2 |
|
0.618 |
1,246.6 |
|
HIGH |
1,242.3 |
|
0.618 |
1,239.7 |
|
0.500 |
1,238.9 |
|
0.382 |
1,238.0 |
|
LOW |
1,235.4 |
|
0.618 |
1,231.1 |
|
1.000 |
1,228.5 |
|
1.618 |
1,224.2 |
|
2.618 |
1,217.3 |
|
4.250 |
1,206.1 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,240.2 |
1,250.3 |
| PP |
1,239.5 |
1,247.1 |
| S1 |
1,238.9 |
1,244.0 |
|