| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,043.75 |
2,062.75 |
19.00 |
0.9% |
1,990.50 |
| High |
2,066.50 |
2,079.50 |
13.00 |
0.6% |
2,068.00 |
| Low |
2,040.50 |
2,053.25 |
12.75 |
0.6% |
1,973.75 |
| Close |
2,062.25 |
2,065.75 |
3.50 |
0.2% |
2,053.00 |
| Range |
26.00 |
26.25 |
0.25 |
1.0% |
94.25 |
| ATR |
32.00 |
31.59 |
-0.41 |
-1.3% |
0.00 |
| Volume |
1,397,704 |
1,295,469 |
-102,235 |
-7.3% |
8,507,589 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.00 |
2,131.50 |
2,080.25 |
|
| R3 |
2,118.75 |
2,105.25 |
2,073.00 |
|
| R2 |
2,092.50 |
2,092.50 |
2,070.50 |
|
| R1 |
2,079.00 |
2,079.00 |
2,068.25 |
2,085.75 |
| PP |
2,066.25 |
2,066.25 |
2,066.25 |
2,069.50 |
| S1 |
2,052.75 |
2,052.75 |
2,063.25 |
2,059.50 |
| S2 |
2,040.00 |
2,040.00 |
2,061.00 |
|
| S3 |
2,013.75 |
2,026.50 |
2,058.50 |
|
| S4 |
1,987.50 |
2,000.25 |
2,051.25 |
|
|
| 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 |
2,079.50 |
2,020.75 |
58.75 |
2.8% |
25.75 |
1.2% |
77% |
True |
False |
1,409,722 |
| 10 |
2,079.50 |
1,973.75 |
105.75 |
5.1% |
31.00 |
1.5% |
87% |
True |
False |
1,696,881 |
| 20 |
2,079.50 |
1,970.25 |
109.25 |
5.3% |
34.25 |
1.7% |
87% |
True |
False |
1,785,313 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
32.00 |
1.6% |
82% |
False |
False |
1,705,611 |
| 60 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
27.50 |
1.3% |
82% |
False |
False |
1,205,250 |
| 80 |
2,088.75 |
1,843.50 |
245.25 |
11.9% |
26.25 |
1.3% |
91% |
False |
False |
905,211 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.7% |
27.50 |
1.3% |
92% |
False |
False |
724,809 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.7% |
25.00 |
1.2% |
92% |
False |
False |
604,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,191.00 |
|
2.618 |
2,148.25 |
|
1.618 |
2,122.00 |
|
1.000 |
2,105.75 |
|
0.618 |
2,095.75 |
|
HIGH |
2,079.50 |
|
0.618 |
2,069.50 |
|
0.500 |
2,066.50 |
|
0.382 |
2,063.25 |
|
LOW |
2,053.25 |
|
0.618 |
2,037.00 |
|
1.000 |
2,027.00 |
|
1.618 |
2,010.75 |
|
2.618 |
1,984.50 |
|
4.250 |
1,941.75 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.50 |
2,063.25 |
| PP |
2,066.25 |
2,060.50 |
| S1 |
2,066.00 |
2,058.00 |
|