| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,095.25 |
2,096.00 |
0.75 |
0.0% |
2,091.25 |
| High |
2,099.50 |
2,108.75 |
9.25 |
0.4% |
2,108.75 |
| Low |
2,087.25 |
2,082.25 |
-5.00 |
-0.2% |
2,080.75 |
| Close |
2,095.25 |
2,107.00 |
11.75 |
0.6% |
2,107.00 |
| Range |
12.25 |
26.50 |
14.25 |
116.3% |
28.00 |
| ATR |
26.66 |
26.65 |
-0.01 |
0.0% |
0.00 |
| Volume |
1,143,901 |
1,645,222 |
501,321 |
43.8% |
5,112,120 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,178.75 |
2,169.50 |
2,121.50 |
|
| R3 |
2,152.25 |
2,143.00 |
2,114.25 |
|
| R2 |
2,125.75 |
2,125.75 |
2,111.75 |
|
| R1 |
2,116.50 |
2,116.50 |
2,109.50 |
2,121.00 |
| PP |
2,099.25 |
2,099.25 |
2,099.25 |
2,101.75 |
| S1 |
2,090.00 |
2,090.00 |
2,104.50 |
2,094.50 |
| S2 |
2,072.75 |
2,072.75 |
2,102.25 |
|
| S3 |
2,046.25 |
2,063.50 |
2,099.75 |
|
| S4 |
2,019.75 |
2,037.00 |
2,092.50 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.75 |
2,173.00 |
2,122.50 |
|
| R3 |
2,154.75 |
2,145.00 |
2,114.75 |
|
| R2 |
2,126.75 |
2,126.75 |
2,112.25 |
|
| R1 |
2,117.00 |
2,117.00 |
2,109.50 |
2,122.00 |
| PP |
2,098.75 |
2,098.75 |
2,098.75 |
2,101.25 |
| S1 |
2,089.00 |
2,089.00 |
2,104.50 |
2,094.00 |
| S2 |
2,070.75 |
2,070.75 |
2,101.75 |
|
| S3 |
2,042.75 |
2,061.00 |
2,099.25 |
|
| S4 |
2,014.75 |
2,033.00 |
2,091.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,108.75 |
2,080.75 |
28.00 |
1.3% |
16.00 |
0.8% |
94% |
True |
False |
1,267,409 |
| 10 |
2,108.75 |
2,036.50 |
72.25 |
3.4% |
19.75 |
0.9% |
98% |
True |
False |
1,347,602 |
| 20 |
2,108.75 |
1,973.75 |
135.00 |
6.4% |
28.25 |
1.3% |
99% |
True |
False |
1,570,080 |
| 40 |
2,108.75 |
1,970.25 |
138.50 |
6.6% |
29.25 |
1.4% |
99% |
True |
False |
1,551,751 |
| 60 |
2,108.75 |
1,961.50 |
147.25 |
7.0% |
27.75 |
1.3% |
99% |
True |
False |
1,333,583 |
| 80 |
2,108.75 |
1,936.75 |
172.00 |
8.2% |
25.00 |
1.2% |
99% |
True |
False |
1,001,990 |
| 100 |
2,108.75 |
1,805.00 |
303.75 |
14.4% |
27.25 |
1.3% |
99% |
True |
False |
802,444 |
| 120 |
2,108.75 |
1,805.00 |
303.75 |
14.4% |
25.50 |
1.2% |
99% |
True |
False |
668,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.50 |
|
2.618 |
2,178.25 |
|
1.618 |
2,151.75 |
|
1.000 |
2,135.25 |
|
0.618 |
2,125.25 |
|
HIGH |
2,108.75 |
|
0.618 |
2,098.75 |
|
0.500 |
2,095.50 |
|
0.382 |
2,092.25 |
|
LOW |
2,082.25 |
|
0.618 |
2,065.75 |
|
1.000 |
2,055.75 |
|
1.618 |
2,039.25 |
|
2.618 |
2,012.75 |
|
4.250 |
1,969.50 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,103.25 |
2,103.25 |
| PP |
2,099.25 |
2,099.25 |
| S1 |
2,095.50 |
2,095.50 |
|