| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
3,361.0 |
3,353.0 |
-8.0 |
-0.2% |
3,347.0 |
| High |
3,369.0 |
3,404.0 |
35.0 |
1.0% |
3,431.0 |
| Low |
3,321.0 |
3,335.0 |
14.0 |
0.4% |
3,327.0 |
| Close |
3,353.0 |
3,382.0 |
29.0 |
0.9% |
3,398.0 |
| Range |
48.0 |
69.0 |
21.0 |
43.8% |
104.0 |
| ATR |
76.6 |
76.1 |
-0.5 |
-0.7% |
0.0 |
| Volume |
1,062,507 |
729,886 |
-332,621 |
-31.3% |
5,085,819 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,580.7 |
3,550.3 |
3,420.0 |
|
| R3 |
3,511.7 |
3,481.3 |
3,401.0 |
|
| R2 |
3,442.7 |
3,442.7 |
3,394.7 |
|
| R1 |
3,412.3 |
3,412.3 |
3,388.3 |
3,427.5 |
| PP |
3,373.7 |
3,373.7 |
3,373.7 |
3,381.3 |
| S1 |
3,343.3 |
3,343.3 |
3,375.7 |
3,358.5 |
| S2 |
3,304.7 |
3,304.7 |
3,369.4 |
|
| S3 |
3,235.7 |
3,274.3 |
3,363.0 |
|
| S4 |
3,166.7 |
3,205.3 |
3,344.1 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,697.3 |
3,651.7 |
3,455.2 |
|
| R3 |
3,593.3 |
3,547.7 |
3,426.6 |
|
| R2 |
3,489.3 |
3,489.3 |
3,417.1 |
|
| R1 |
3,443.7 |
3,443.7 |
3,407.5 |
3,466.5 |
| PP |
3,385.3 |
3,385.3 |
3,385.3 |
3,396.8 |
| S1 |
3,339.7 |
3,339.7 |
3,388.5 |
3,362.5 |
| S2 |
3,281.3 |
3,281.3 |
3,378.9 |
|
| S3 |
3,177.3 |
3,235.7 |
3,369.4 |
|
| S4 |
3,073.3 |
3,131.7 |
3,340.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,427.0 |
3,321.0 |
106.0 |
3.1% |
55.6 |
1.6% |
58% |
False |
False |
951,482 |
| 10 |
3,431.0 |
3,309.0 |
122.0 |
3.6% |
65.1 |
1.9% |
60% |
False |
False |
1,058,794 |
| 20 |
3,431.0 |
2,996.0 |
435.0 |
12.9% |
75.9 |
2.2% |
89% |
False |
False |
1,318,002 |
| 40 |
3,431.0 |
2,913.0 |
518.0 |
15.3% |
79.3 |
2.3% |
91% |
False |
False |
1,199,243 |
| 60 |
3,431.0 |
2,913.0 |
518.0 |
15.3% |
68.3 |
2.0% |
91% |
False |
False |
811,517 |
| 80 |
3,431.0 |
2,768.0 |
663.0 |
19.6% |
68.6 |
2.0% |
93% |
False |
False |
612,321 |
| 100 |
3,431.0 |
2,768.0 |
663.0 |
19.6% |
65.4 |
1.9% |
93% |
False |
False |
490,263 |
| 120 |
3,431.0 |
2,768.0 |
663.0 |
19.6% |
59.0 |
1.7% |
93% |
False |
False |
408,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,697.3 |
|
2.618 |
3,584.6 |
|
1.618 |
3,515.6 |
|
1.000 |
3,473.0 |
|
0.618 |
3,446.6 |
|
HIGH |
3,404.0 |
|
0.618 |
3,377.6 |
|
0.500 |
3,369.5 |
|
0.382 |
3,361.4 |
|
LOW |
3,335.0 |
|
0.618 |
3,292.4 |
|
1.000 |
3,266.0 |
|
1.618 |
3,223.4 |
|
2.618 |
3,154.4 |
|
4.250 |
3,041.8 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,377.8 |
3,376.7 |
| PP |
3,373.7 |
3,371.3 |
| S1 |
3,369.5 |
3,366.0 |
|