| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,083.00 |
2,091.25 |
8.25 |
0.4% |
2,050.00 |
| High |
2,095.00 |
2,098.75 |
3.75 |
0.2% |
2,095.00 |
| Low |
2,081.50 |
2,080.75 |
-0.75 |
0.0% |
2,036.50 |
| Close |
2,093.50 |
2,096.00 |
2.50 |
0.1% |
2,093.50 |
| Range |
13.50 |
18.00 |
4.50 |
33.3% |
58.50 |
| ATR |
29.99 |
29.13 |
-0.86 |
-2.9% |
0.00 |
| Volume |
1,224,925 |
1,234,818 |
9,893 |
0.8% |
6,641,427 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.75 |
2,139.00 |
2,106.00 |
|
| R3 |
2,127.75 |
2,121.00 |
2,101.00 |
|
| R2 |
2,109.75 |
2,109.75 |
2,099.25 |
|
| R1 |
2,103.00 |
2,103.00 |
2,097.75 |
2,106.50 |
| PP |
2,091.75 |
2,091.75 |
2,091.75 |
2,093.50 |
| S1 |
2,085.00 |
2,085.00 |
2,094.25 |
2,088.50 |
| S2 |
2,073.75 |
2,073.75 |
2,092.75 |
|
| S3 |
2,055.75 |
2,067.00 |
2,091.00 |
|
| S4 |
2,037.75 |
2,049.00 |
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 |
2,098.75 |
2,040.50 |
58.25 |
2.8% |
22.25 |
1.1% |
95% |
True |
False |
1,317,365 |
| 10 |
2,098.75 |
2,007.00 |
91.75 |
4.4% |
25.00 |
1.2% |
97% |
True |
False |
1,434,501 |
| 20 |
2,098.75 |
1,973.75 |
125.00 |
6.0% |
30.50 |
1.5% |
98% |
True |
False |
1,640,284 |
| 40 |
2,098.75 |
1,970.25 |
128.50 |
6.1% |
30.25 |
1.4% |
98% |
True |
False |
1,579,377 |
| 60 |
2,098.75 |
1,961.50 |
137.25 |
6.5% |
27.75 |
1.3% |
98% |
True |
False |
1,269,722 |
| 80 |
2,098.75 |
1,912.25 |
186.50 |
8.9% |
25.50 |
1.2% |
99% |
True |
False |
953,718 |
| 100 |
2,098.75 |
1,805.00 |
293.75 |
14.0% |
27.50 |
1.3% |
99% |
True |
False |
763,717 |
| 120 |
2,098.75 |
1,805.00 |
293.75 |
14.0% |
25.25 |
1.2% |
99% |
True |
False |
636,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,175.25 |
|
2.618 |
2,145.75 |
|
1.618 |
2,127.75 |
|
1.000 |
2,116.75 |
|
0.618 |
2,109.75 |
|
HIGH |
2,098.75 |
|
0.618 |
2,091.75 |
|
0.500 |
2,089.75 |
|
0.382 |
2,087.75 |
|
LOW |
2,080.75 |
|
0.618 |
2,069.75 |
|
1.000 |
2,062.75 |
|
1.618 |
2,051.75 |
|
2.618 |
2,033.75 |
|
4.250 |
2,004.25 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,094.00 |
2,090.25 |
| PP |
2,091.75 |
2,084.50 |
| S1 |
2,089.75 |
2,078.50 |
|