| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,096.50 |
2,095.25 |
-1.25 |
-0.1% |
2,050.00 |
| High |
2,098.50 |
2,099.50 |
1.00 |
0.0% |
2,095.00 |
| Low |
2,088.50 |
2,087.25 |
-1.25 |
-0.1% |
2,036.50 |
| Close |
2,095.50 |
2,095.25 |
-0.25 |
0.0% |
2,093.50 |
| Range |
10.00 |
12.25 |
2.25 |
22.5% |
58.50 |
| ATR |
27.77 |
26.66 |
-1.11 |
-4.0% |
0.00 |
| Volume |
1,088,179 |
1,143,901 |
55,722 |
5.1% |
6,641,427 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.75 |
2,125.25 |
2,102.00 |
|
| R3 |
2,118.50 |
2,113.00 |
2,098.50 |
|
| R2 |
2,106.25 |
2,106.25 |
2,097.50 |
|
| R1 |
2,100.75 |
2,100.75 |
2,096.25 |
2,101.50 |
| PP |
2,094.00 |
2,094.00 |
2,094.00 |
2,094.25 |
| S1 |
2,088.50 |
2,088.50 |
2,094.25 |
2,089.00 |
| S2 |
2,081.75 |
2,081.75 |
2,093.00 |
|
| S3 |
2,069.50 |
2,076.25 |
2,092.00 |
|
| S4 |
2,057.25 |
2,064.00 |
2,088.50 |
|
|
| 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 |
2,099.50 |
2,058.50 |
41.00 |
2.0% |
16.25 |
0.8% |
90% |
True |
False |
1,225,146 |
| 10 |
2,099.50 |
2,020.75 |
78.75 |
3.8% |
21.00 |
1.0% |
95% |
True |
False |
1,317,434 |
| 20 |
2,099.50 |
1,973.75 |
125.75 |
6.0% |
28.75 |
1.4% |
97% |
True |
False |
1,579,537 |
| 40 |
2,099.50 |
1,970.25 |
129.25 |
6.2% |
28.75 |
1.4% |
97% |
True |
False |
1,532,085 |
| 60 |
2,099.50 |
1,961.50 |
138.00 |
6.6% |
27.50 |
1.3% |
97% |
True |
False |
1,306,395 |
| 80 |
2,099.50 |
1,924.25 |
175.25 |
8.4% |
25.00 |
1.2% |
98% |
True |
False |
981,480 |
| 100 |
2,099.50 |
1,805.00 |
294.50 |
14.1% |
27.25 |
1.3% |
99% |
True |
False |
786,010 |
| 120 |
2,099.50 |
1,805.00 |
294.50 |
14.1% |
25.25 |
1.2% |
99% |
True |
False |
655,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,151.50 |
|
2.618 |
2,131.50 |
|
1.618 |
2,119.25 |
|
1.000 |
2,111.75 |
|
0.618 |
2,107.00 |
|
HIGH |
2,099.50 |
|
0.618 |
2,094.75 |
|
0.500 |
2,093.50 |
|
0.382 |
2,092.00 |
|
LOW |
2,087.25 |
|
0.618 |
2,079.75 |
|
1.000 |
2,075.00 |
|
1.618 |
2,067.50 |
|
2.618 |
2,055.25 |
|
4.250 |
2,035.25 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,094.50 |
2,093.50 |
| PP |
2,094.00 |
2,091.75 |
| S1 |
2,093.50 |
2,090.00 |
|