| 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 |
6,766.0 |
6,788.0 |
22.0 |
0.3% |
6,725.5 |
| High |
6,791.5 |
6,792.5 |
1.0 |
0.0% |
6,849.0 |
| Low |
6,719.5 |
6,730.5 |
11.0 |
0.2% |
6,674.0 |
| Close |
6,787.5 |
6,791.0 |
3.5 |
0.1% |
6,797.5 |
| Range |
72.0 |
62.0 |
-10.0 |
-13.9% |
175.0 |
| ATR |
99.7 |
97.0 |
-2.7 |
-2.7% |
0.0 |
| Volume |
97,418 |
92,327 |
-5,091 |
-5.2% |
486,126 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,957.5 |
6,936.0 |
6,825.0 |
|
| R3 |
6,895.5 |
6,874.0 |
6,808.0 |
|
| R2 |
6,833.5 |
6,833.5 |
6,802.5 |
|
| R1 |
6,812.0 |
6,812.0 |
6,796.5 |
6,823.0 |
| PP |
6,771.5 |
6,771.5 |
6,771.5 |
6,776.5 |
| S1 |
6,750.0 |
6,750.0 |
6,785.5 |
6,761.0 |
| S2 |
6,709.5 |
6,709.5 |
6,779.5 |
|
| S3 |
6,647.5 |
6,688.0 |
6,774.0 |
|
| S4 |
6,585.5 |
6,626.0 |
6,757.0 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,298.5 |
7,223.0 |
6,894.0 |
|
| R3 |
7,123.5 |
7,048.0 |
6,845.5 |
|
| R2 |
6,948.5 |
6,948.5 |
6,829.5 |
|
| R1 |
6,873.0 |
6,873.0 |
6,813.5 |
6,911.0 |
| PP |
6,773.5 |
6,773.5 |
6,773.5 |
6,792.5 |
| S1 |
6,698.0 |
6,698.0 |
6,781.5 |
6,736.0 |
| S2 |
6,598.5 |
6,598.5 |
6,765.5 |
|
| S3 |
6,423.5 |
6,523.0 |
6,749.5 |
|
| S4 |
6,248.5 |
6,348.0 |
6,701.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,831.5 |
6,719.5 |
112.0 |
1.6% |
70.0 |
1.0% |
64% |
False |
False |
88,647 |
| 10 |
6,849.0 |
6,671.5 |
177.5 |
2.6% |
85.5 |
1.3% |
67% |
False |
False |
102,984 |
| 20 |
6,849.0 |
6,234.5 |
614.5 |
9.0% |
95.5 |
1.4% |
91% |
False |
False |
107,214 |
| 40 |
6,849.0 |
6,068.0 |
781.0 |
11.5% |
107.0 |
1.6% |
93% |
False |
False |
98,728 |
| 60 |
6,849.0 |
6,068.0 |
781.0 |
11.5% |
89.5 |
1.3% |
93% |
False |
False |
66,609 |
| 80 |
6,849.0 |
6,068.0 |
781.0 |
11.5% |
77.5 |
1.1% |
93% |
False |
False |
50,008 |
| 100 |
6,849.0 |
6,010.0 |
839.0 |
12.4% |
70.5 |
1.0% |
93% |
False |
False |
40,010 |
| 120 |
6,849.0 |
6,010.0 |
839.0 |
12.4% |
59.5 |
0.9% |
93% |
False |
False |
33,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,056.0 |
|
2.618 |
6,955.0 |
|
1.618 |
6,893.0 |
|
1.000 |
6,854.5 |
|
0.618 |
6,831.0 |
|
HIGH |
6,792.5 |
|
0.618 |
6,769.0 |
|
0.500 |
6,761.5 |
|
0.382 |
6,754.0 |
|
LOW |
6,730.5 |
|
0.618 |
6,692.0 |
|
1.000 |
6,668.5 |
|
1.618 |
6,630.0 |
|
2.618 |
6,568.0 |
|
4.250 |
6,467.0 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
6,781.0 |
6,786.0 |
| PP |
6,771.5 |
6,780.5 |
| S1 |
6,761.5 |
6,775.5 |
|