| 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 |
2,050.00 |
2,043.75 |
-6.25 |
-0.3% |
1,990.50 |
| High |
2,051.75 |
2,066.50 |
14.75 |
0.7% |
2,068.00 |
| Low |
2,036.50 |
2,040.50 |
4.00 |
0.2% |
1,973.75 |
| Close |
2,042.50 |
2,062.25 |
19.75 |
1.0% |
2,053.00 |
| Range |
15.25 |
26.00 |
10.75 |
70.5% |
94.25 |
| ATR |
32.46 |
32.00 |
-0.46 |
-1.4% |
0.00 |
| Volume |
1,289,419 |
1,397,704 |
108,285 |
8.4% |
8,507,589 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,134.50 |
2,124.25 |
2,076.50 |
|
| R3 |
2,108.50 |
2,098.25 |
2,069.50 |
|
| R2 |
2,082.50 |
2,082.50 |
2,067.00 |
|
| R1 |
2,072.25 |
2,072.25 |
2,064.75 |
2,077.50 |
| PP |
2,056.50 |
2,056.50 |
2,056.50 |
2,059.00 |
| S1 |
2,046.25 |
2,046.25 |
2,059.75 |
2,051.50 |
| S2 |
2,030.50 |
2,030.50 |
2,057.50 |
|
| S3 |
2,004.50 |
2,020.25 |
2,055.00 |
|
| S4 |
1,978.50 |
1,994.25 |
2,048.00 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,314.25 |
2,278.00 |
2,104.75 |
|
| R3 |
2,220.00 |
2,183.75 |
2,079.00 |
|
| R2 |
2,125.75 |
2,125.75 |
2,070.25 |
|
| R1 |
2,089.50 |
2,089.50 |
2,061.75 |
2,107.50 |
| PP |
2,031.50 |
2,031.50 |
2,031.50 |
2,040.75 |
| S1 |
1,995.25 |
1,995.25 |
2,044.25 |
2,013.50 |
| S2 |
1,937.25 |
1,937.25 |
2,035.75 |
|
| S3 |
1,843.00 |
1,901.00 |
2,027.00 |
|
| S4 |
1,748.75 |
1,806.75 |
2,001.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,068.00 |
2,020.75 |
47.25 |
2.3% |
25.75 |
1.3% |
88% |
False |
False |
1,490,021 |
| 10 |
2,068.00 |
1,973.75 |
94.25 |
4.6% |
33.75 |
1.6% |
94% |
False |
False |
1,776,062 |
| 20 |
2,068.00 |
1,970.25 |
97.75 |
4.7% |
35.50 |
1.7% |
94% |
False |
False |
1,845,362 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
32.25 |
1.6% |
79% |
False |
False |
1,734,826 |
| 60 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
27.25 |
1.3% |
79% |
False |
False |
1,183,904 |
| 80 |
2,088.75 |
1,808.25 |
280.50 |
13.6% |
26.75 |
1.3% |
91% |
False |
False |
889,165 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
27.25 |
1.3% |
91% |
False |
False |
711,860 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
24.75 |
1.2% |
91% |
False |
False |
593,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,177.00 |
|
2.618 |
2,134.50 |
|
1.618 |
2,108.50 |
|
1.000 |
2,092.50 |
|
0.618 |
2,082.50 |
|
HIGH |
2,066.50 |
|
0.618 |
2,056.50 |
|
0.500 |
2,053.50 |
|
0.382 |
2,050.50 |
|
LOW |
2,040.50 |
|
0.618 |
2,024.50 |
|
1.000 |
2,014.50 |
|
1.618 |
1,998.50 |
|
2.618 |
1,972.50 |
|
4.250 |
1,930.00 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.25 |
2,059.00 |
| PP |
2,056.50 |
2,055.50 |
| S1 |
2,053.50 |
2,052.25 |
|