| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,062.75 |
2,071.50 |
8.75 |
0.4% |
1,990.50 |
| High |
2,079.50 |
2,085.50 |
6.00 |
0.3% |
2,068.00 |
| Low |
2,053.25 |
2,058.50 |
5.25 |
0.3% |
1,973.75 |
| Close |
2,065.75 |
2,084.00 |
18.25 |
0.9% |
2,053.00 |
| Range |
26.25 |
27.00 |
0.75 |
2.9% |
94.25 |
| ATR |
31.59 |
31.26 |
-0.33 |
-1.0% |
0.00 |
| Volume |
1,295,469 |
1,433,910 |
138,441 |
10.7% |
8,507,589 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.00 |
2,147.50 |
2,098.75 |
|
| R3 |
2,130.00 |
2,120.50 |
2,091.50 |
|
| R2 |
2,103.00 |
2,103.00 |
2,089.00 |
|
| R1 |
2,093.50 |
2,093.50 |
2,086.50 |
2,098.25 |
| PP |
2,076.00 |
2,076.00 |
2,076.00 |
2,078.50 |
| S1 |
2,066.50 |
2,066.50 |
2,081.50 |
2,071.25 |
| S2 |
2,049.00 |
2,049.00 |
2,079.00 |
|
| S3 |
2,022.00 |
2,039.50 |
2,076.50 |
|
| S4 |
1,995.00 |
2,012.50 |
2,069.25 |
|
|
| 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 |
2,085.50 |
2,036.50 |
49.00 |
2.4% |
23.50 |
1.1% |
97% |
True |
False |
1,427,795 |
| 10 |
2,085.50 |
1,973.75 |
111.75 |
5.4% |
29.75 |
1.4% |
99% |
True |
False |
1,627,808 |
| 20 |
2,085.50 |
1,970.25 |
115.25 |
5.5% |
33.50 |
1.6% |
99% |
True |
False |
1,731,179 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.1% |
31.75 |
1.5% |
96% |
False |
False |
1,671,160 |
| 60 |
2,088.75 |
1,961.50 |
127.25 |
6.1% |
27.75 |
1.3% |
96% |
False |
False |
1,229,065 |
| 80 |
2,088.75 |
1,865.00 |
223.75 |
10.7% |
26.25 |
1.3% |
98% |
False |
False |
923,089 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.6% |
27.50 |
1.3% |
98% |
False |
False |
739,145 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.6% |
25.00 |
1.2% |
98% |
False |
False |
615,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,200.25 |
|
2.618 |
2,156.25 |
|
1.618 |
2,129.25 |
|
1.000 |
2,112.50 |
|
0.618 |
2,102.25 |
|
HIGH |
2,085.50 |
|
0.618 |
2,075.25 |
|
0.500 |
2,072.00 |
|
0.382 |
2,068.75 |
|
LOW |
2,058.50 |
|
0.618 |
2,041.75 |
|
1.000 |
2,031.50 |
|
1.618 |
2,014.75 |
|
2.618 |
1,987.75 |
|
4.250 |
1,943.75 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,080.00 |
2,077.00 |
| PP |
2,076.00 |
2,070.00 |
| S1 |
2,072.00 |
2,063.00 |
|