| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,071.50 |
2,083.00 |
11.50 |
0.6% |
2,050.00 |
| High |
2,085.50 |
2,095.00 |
9.50 |
0.5% |
2,095.00 |
| Low |
2,058.50 |
2,081.50 |
23.00 |
1.1% |
2,036.50 |
| Close |
2,084.00 |
2,093.50 |
9.50 |
0.5% |
2,093.50 |
| Range |
27.00 |
13.50 |
-13.50 |
-50.0% |
58.50 |
| ATR |
31.26 |
29.99 |
-1.27 |
-4.1% |
0.00 |
| Volume |
1,433,910 |
1,224,925 |
-208,985 |
-14.6% |
6,641,427 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.50 |
2,125.50 |
2,101.00 |
|
| R3 |
2,117.00 |
2,112.00 |
2,097.25 |
|
| R2 |
2,103.50 |
2,103.50 |
2,096.00 |
|
| R1 |
2,098.50 |
2,098.50 |
2,094.75 |
2,101.00 |
| PP |
2,090.00 |
2,090.00 |
2,090.00 |
2,091.25 |
| S1 |
2,085.00 |
2,085.00 |
2,092.25 |
2,087.50 |
| S2 |
2,076.50 |
2,076.50 |
2,091.00 |
|
| S3 |
2,063.00 |
2,071.50 |
2,089.75 |
|
| S4 |
2,049.50 |
2,058.00 |
2,086.00 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,250.50 |
2,230.50 |
2,125.75 |
|
| R3 |
2,192.00 |
2,172.00 |
2,109.50 |
|
| R2 |
2,133.50 |
2,133.50 |
2,104.25 |
|
| R1 |
2,113.50 |
2,113.50 |
2,098.75 |
2,123.50 |
| PP |
2,075.00 |
2,075.00 |
2,075.00 |
2,080.00 |
| S1 |
2,055.00 |
2,055.00 |
2,088.25 |
2,065.00 |
| S2 |
2,016.50 |
2,016.50 |
2,082.75 |
|
| S3 |
1,958.00 |
1,996.50 |
2,077.50 |
|
| S4 |
1,899.50 |
1,938.00 |
2,061.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,095.00 |
2,036.50 |
58.50 |
2.8% |
21.50 |
1.0% |
97% |
True |
False |
1,328,285 |
| 10 |
2,095.00 |
1,973.75 |
121.25 |
5.8% |
27.75 |
1.3% |
99% |
True |
False |
1,514,901 |
| 20 |
2,095.00 |
1,970.25 |
124.75 |
6.0% |
31.75 |
1.5% |
99% |
True |
False |
1,679,442 |
| 40 |
2,095.00 |
1,966.00 |
129.00 |
6.2% |
31.00 |
1.5% |
99% |
True |
False |
1,617,647 |
| 60 |
2,095.00 |
1,961.50 |
133.50 |
6.4% |
27.75 |
1.3% |
99% |
True |
False |
1,249,329 |
| 80 |
2,095.00 |
1,879.50 |
215.50 |
10.3% |
26.00 |
1.2% |
99% |
True |
False |
938,322 |
| 100 |
2,095.00 |
1,805.00 |
290.00 |
13.9% |
27.50 |
1.3% |
99% |
True |
False |
751,379 |
| 120 |
2,095.00 |
1,805.00 |
290.00 |
13.9% |
25.25 |
1.2% |
99% |
True |
False |
626,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,152.50 |
|
2.618 |
2,130.25 |
|
1.618 |
2,116.75 |
|
1.000 |
2,108.50 |
|
0.618 |
2,103.25 |
|
HIGH |
2,095.00 |
|
0.618 |
2,089.75 |
|
0.500 |
2,088.25 |
|
0.382 |
2,086.75 |
|
LOW |
2,081.50 |
|
0.618 |
2,073.25 |
|
1.000 |
2,068.00 |
|
1.618 |
2,059.75 |
|
2.618 |
2,046.25 |
|
4.250 |
2,024.00 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,091.75 |
2,087.00 |
| PP |
2,090.00 |
2,080.50 |
| S1 |
2,088.25 |
2,074.00 |
|